NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 24-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2015 |
24-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
38.10 |
39.48 |
1.38 |
3.6% |
39.40 |
High |
39.57 |
40.04 |
0.47 |
1.2% |
41.01 |
Low |
37.97 |
39.02 |
1.05 |
2.8% |
37.88 |
Close |
39.15 |
39.93 |
0.78 |
2.0% |
38.16 |
Range |
1.60 |
1.02 |
-0.58 |
-36.3% |
3.13 |
ATR |
1.42 |
1.39 |
-0.03 |
-2.0% |
0.00 |
Volume |
43,286 |
20,941 |
-22,345 |
-51.6% |
237,745 |
|
Daily Pivots for day following 24-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.72 |
42.35 |
40.49 |
|
R3 |
41.70 |
41.33 |
40.21 |
|
R2 |
40.68 |
40.68 |
40.12 |
|
R1 |
40.31 |
40.31 |
40.02 |
40.50 |
PP |
39.66 |
39.66 |
39.66 |
39.76 |
S1 |
39.29 |
39.29 |
39.84 |
39.48 |
S2 |
38.64 |
38.64 |
39.74 |
|
S3 |
37.62 |
38.27 |
39.65 |
|
S4 |
36.60 |
37.25 |
39.37 |
|
|
Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.41 |
46.41 |
39.88 |
|
R3 |
45.28 |
43.28 |
39.02 |
|
R2 |
42.15 |
42.15 |
38.73 |
|
R1 |
40.15 |
40.15 |
38.45 |
39.59 |
PP |
39.02 |
39.02 |
39.02 |
38.73 |
S1 |
37.02 |
37.02 |
37.87 |
36.46 |
S2 |
35.89 |
35.89 |
37.59 |
|
S3 |
32.76 |
33.89 |
37.30 |
|
S4 |
29.63 |
30.76 |
36.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
40.04 |
37.39 |
2.65 |
6.6% |
1.05 |
2.6% |
96% |
True |
False |
34,051 |
10 |
41.01 |
37.39 |
3.62 |
9.1% |
1.30 |
3.3% |
70% |
False |
False |
43,403 |
20 |
46.46 |
37.39 |
9.07 |
22.7% |
1.43 |
3.6% |
28% |
False |
False |
39,353 |
40 |
51.29 |
37.39 |
13.90 |
34.8% |
1.43 |
3.6% |
18% |
False |
False |
29,591 |
60 |
53.35 |
37.39 |
15.96 |
40.0% |
1.46 |
3.7% |
16% |
False |
False |
24,120 |
80 |
53.35 |
37.39 |
15.96 |
40.0% |
1.48 |
3.7% |
16% |
False |
False |
20,064 |
100 |
53.50 |
37.39 |
16.11 |
40.3% |
1.54 |
3.9% |
16% |
False |
False |
17,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.38 |
2.618 |
42.71 |
1.618 |
41.69 |
1.000 |
41.06 |
0.618 |
40.67 |
HIGH |
40.04 |
0.618 |
39.65 |
0.500 |
39.53 |
0.382 |
39.41 |
LOW |
39.02 |
0.618 |
38.39 |
1.000 |
38.00 |
1.618 |
37.37 |
2.618 |
36.35 |
4.250 |
34.69 |
|
|
Fisher Pivots for day following 24-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
39.80 |
39.55 |
PP |
39.66 |
39.17 |
S1 |
39.53 |
38.80 |
|