NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 28-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2015 |
28-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
39.48 |
39.84 |
0.36 |
0.9% |
38.02 |
High |
40.04 |
39.88 |
-0.16 |
-0.4% |
40.04 |
Low |
39.02 |
38.43 |
-0.59 |
-1.5% |
37.39 |
Close |
39.93 |
38.66 |
-1.27 |
-3.2% |
39.93 |
Range |
1.02 |
1.45 |
0.43 |
42.2% |
2.65 |
ATR |
1.39 |
1.40 |
0.01 |
0.5% |
0.00 |
Volume |
20,941 |
19,492 |
-1,449 |
-6.9% |
143,880 |
|
Daily Pivots for day following 28-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.34 |
42.45 |
39.46 |
|
R3 |
41.89 |
41.00 |
39.06 |
|
R2 |
40.44 |
40.44 |
38.93 |
|
R1 |
39.55 |
39.55 |
38.79 |
39.27 |
PP |
38.99 |
38.99 |
38.99 |
38.85 |
S1 |
38.10 |
38.10 |
38.53 |
37.82 |
S2 |
37.54 |
37.54 |
38.39 |
|
S3 |
36.09 |
36.65 |
38.26 |
|
S4 |
34.64 |
35.20 |
37.86 |
|
|
Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.07 |
46.15 |
41.39 |
|
R3 |
44.42 |
43.50 |
40.66 |
|
R2 |
41.77 |
41.77 |
40.42 |
|
R1 |
40.85 |
40.85 |
40.17 |
41.31 |
PP |
39.12 |
39.12 |
39.12 |
39.35 |
S1 |
38.20 |
38.20 |
39.69 |
38.66 |
S2 |
36.47 |
36.47 |
39.44 |
|
S3 |
33.82 |
35.55 |
39.20 |
|
S4 |
31.17 |
32.90 |
38.47 |
|
|
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 |
6.9% |
1.11 |
2.9% |
48% |
False |
False |
32,674 |
10 |
41.01 |
37.39 |
3.62 |
9.4% |
1.29 |
3.3% |
35% |
False |
False |
40,111 |
20 |
45.78 |
37.39 |
8.39 |
21.7% |
1.43 |
3.7% |
15% |
False |
False |
39,862 |
40 |
51.29 |
37.39 |
13.90 |
36.0% |
1.43 |
3.7% |
9% |
False |
False |
29,655 |
60 |
53.35 |
37.39 |
15.96 |
41.3% |
1.45 |
3.8% |
8% |
False |
False |
24,248 |
80 |
53.35 |
37.39 |
15.96 |
41.3% |
1.47 |
3.8% |
8% |
False |
False |
20,197 |
100 |
53.50 |
37.39 |
16.11 |
41.7% |
1.55 |
4.0% |
8% |
False |
False |
17,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.04 |
2.618 |
43.68 |
1.618 |
42.23 |
1.000 |
41.33 |
0.618 |
40.78 |
HIGH |
39.88 |
0.618 |
39.33 |
0.500 |
39.16 |
0.382 |
38.98 |
LOW |
38.43 |
0.618 |
37.53 |
1.000 |
36.98 |
1.618 |
36.08 |
2.618 |
34.63 |
4.250 |
32.27 |
|
|
Fisher Pivots for day following 28-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
39.16 |
39.01 |
PP |
38.99 |
38.89 |
S1 |
38.83 |
38.78 |
|