NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 30-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2015 |
30-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
38.56 |
39.13 |
0.57 |
1.5% |
38.02 |
High |
39.75 |
39.22 |
-0.53 |
-1.3% |
40.04 |
Low |
38.51 |
38.33 |
-0.18 |
-0.5% |
37.39 |
Close |
39.69 |
38.51 |
-1.18 |
-3.0% |
39.93 |
Range |
1.24 |
0.89 |
-0.35 |
-28.2% |
2.65 |
ATR |
1.39 |
1.39 |
0.00 |
-0.2% |
0.00 |
Volume |
20,459 |
24,491 |
4,032 |
19.7% |
143,880 |
|
Daily Pivots for day following 30-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.36 |
40.82 |
39.00 |
|
R3 |
40.47 |
39.93 |
38.75 |
|
R2 |
39.58 |
39.58 |
38.67 |
|
R1 |
39.04 |
39.04 |
38.59 |
38.87 |
PP |
38.69 |
38.69 |
38.69 |
38.60 |
S1 |
38.15 |
38.15 |
38.43 |
37.98 |
S2 |
37.80 |
37.80 |
38.35 |
|
S3 |
36.91 |
37.26 |
38.27 |
|
S4 |
36.02 |
36.37 |
38.02 |
|
|
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 |
37.97 |
2.07 |
5.4% |
1.24 |
3.2% |
26% |
False |
False |
25,733 |
10 |
40.42 |
37.39 |
3.03 |
7.9% |
1.16 |
3.0% |
37% |
False |
False |
33,740 |
20 |
45.29 |
37.39 |
7.90 |
20.5% |
1.43 |
3.7% |
14% |
False |
False |
40,045 |
40 |
51.29 |
37.39 |
13.90 |
36.1% |
1.43 |
3.7% |
8% |
False |
False |
30,129 |
60 |
53.35 |
37.39 |
15.96 |
41.4% |
1.44 |
3.7% |
7% |
False |
False |
24,695 |
80 |
53.35 |
37.39 |
15.96 |
41.4% |
1.46 |
3.8% |
7% |
False |
False |
20,586 |
100 |
53.50 |
37.39 |
16.11 |
41.8% |
1.55 |
4.0% |
7% |
False |
False |
18,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.00 |
2.618 |
41.55 |
1.618 |
40.66 |
1.000 |
40.11 |
0.618 |
39.77 |
HIGH |
39.22 |
0.618 |
38.88 |
0.500 |
38.78 |
0.382 |
38.67 |
LOW |
38.33 |
0.618 |
37.78 |
1.000 |
37.44 |
1.618 |
36.89 |
2.618 |
36.00 |
4.250 |
34.55 |
|
|
Fisher Pivots for day following 30-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
38.78 |
39.11 |
PP |
38.69 |
38.91 |
S1 |
38.60 |
38.71 |
|