NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 29-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2015 |
29-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
39.84 |
38.56 |
-1.28 |
-3.2% |
38.02 |
High |
39.88 |
39.75 |
-0.13 |
-0.3% |
40.04 |
Low |
38.43 |
38.51 |
0.08 |
0.2% |
37.39 |
Close |
38.66 |
39.69 |
1.03 |
2.7% |
39.93 |
Range |
1.45 |
1.24 |
-0.21 |
-14.5% |
2.65 |
ATR |
1.40 |
1.39 |
-0.01 |
-0.8% |
0.00 |
Volume |
19,492 |
20,459 |
967 |
5.0% |
143,880 |
|
Daily Pivots for day following 29-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.04 |
42.60 |
40.37 |
|
R3 |
41.80 |
41.36 |
40.03 |
|
R2 |
40.56 |
40.56 |
39.92 |
|
R1 |
40.12 |
40.12 |
39.80 |
40.34 |
PP |
39.32 |
39.32 |
39.32 |
39.43 |
S1 |
38.88 |
38.88 |
39.58 |
39.10 |
S2 |
38.08 |
38.08 |
39.46 |
|
S3 |
36.84 |
37.64 |
39.35 |
|
S4 |
35.60 |
36.40 |
39.01 |
|
|
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 |
37.55 |
2.49 |
6.3% |
1.20 |
3.0% |
86% |
False |
False |
30,069 |
10 |
41.01 |
37.39 |
3.62 |
9.1% |
1.24 |
3.1% |
64% |
False |
False |
37,810 |
20 |
45.29 |
37.39 |
7.90 |
19.9% |
1.43 |
3.6% |
29% |
False |
False |
39,880 |
40 |
51.29 |
37.39 |
13.90 |
35.0% |
1.43 |
3.6% |
17% |
False |
False |
29,806 |
60 |
53.35 |
37.39 |
15.96 |
40.2% |
1.45 |
3.6% |
14% |
False |
False |
24,390 |
80 |
53.35 |
37.39 |
15.96 |
40.2% |
1.46 |
3.7% |
14% |
False |
False |
20,336 |
100 |
53.50 |
37.39 |
16.11 |
40.6% |
1.55 |
3.9% |
14% |
False |
False |
17,968 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.02 |
2.618 |
43.00 |
1.618 |
41.76 |
1.000 |
40.99 |
0.618 |
40.52 |
HIGH |
39.75 |
0.618 |
39.28 |
0.500 |
39.13 |
0.382 |
38.98 |
LOW |
38.51 |
0.618 |
37.74 |
1.000 |
37.27 |
1.618 |
36.50 |
2.618 |
35.26 |
4.250 |
33.24 |
|
|
Fisher Pivots for day following 29-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
39.50 |
39.54 |
PP |
39.32 |
39.39 |
S1 |
39.13 |
39.24 |
|