NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 31-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
31-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
39.13 |
38.70 |
-0.43 |
-1.1% |
38.02 |
High |
39.22 |
39.76 |
0.54 |
1.4% |
40.04 |
Low |
38.33 |
38.16 |
-0.17 |
-0.4% |
37.39 |
Close |
38.51 |
39.13 |
0.62 |
1.6% |
39.93 |
Range |
0.89 |
1.60 |
0.71 |
79.8% |
2.65 |
ATR |
1.39 |
1.40 |
0.02 |
1.1% |
0.00 |
Volume |
24,491 |
32,589 |
8,098 |
33.1% |
143,880 |
|
Daily Pivots for day following 31-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.82 |
43.07 |
40.01 |
|
R3 |
42.22 |
41.47 |
39.57 |
|
R2 |
40.62 |
40.62 |
39.42 |
|
R1 |
39.87 |
39.87 |
39.28 |
40.25 |
PP |
39.02 |
39.02 |
39.02 |
39.20 |
S1 |
38.27 |
38.27 |
38.98 |
38.65 |
S2 |
37.42 |
37.42 |
38.84 |
|
S3 |
35.82 |
36.67 |
38.69 |
|
S4 |
34.22 |
35.07 |
38.25 |
|
|
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 |
38.16 |
1.88 |
4.8% |
1.24 |
3.2% |
52% |
False |
True |
23,594 |
10 |
40.04 |
37.39 |
2.65 |
6.8% |
1.15 |
2.9% |
66% |
False |
False |
30,621 |
20 |
45.29 |
37.39 |
7.90 |
20.2% |
1.42 |
3.6% |
22% |
False |
False |
40,130 |
40 |
51.29 |
37.39 |
13.90 |
35.5% |
1.41 |
3.6% |
13% |
False |
False |
30,583 |
60 |
53.35 |
37.39 |
15.96 |
40.8% |
1.42 |
3.6% |
11% |
False |
False |
25,064 |
80 |
53.35 |
37.39 |
15.96 |
40.8% |
1.45 |
3.7% |
11% |
False |
False |
20,943 |
100 |
53.50 |
37.39 |
16.11 |
41.2% |
1.55 |
4.0% |
11% |
False |
False |
18,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.56 |
2.618 |
43.95 |
1.618 |
42.35 |
1.000 |
41.36 |
0.618 |
40.75 |
HIGH |
39.76 |
0.618 |
39.15 |
0.500 |
38.96 |
0.382 |
38.77 |
LOW |
38.16 |
0.618 |
37.17 |
1.000 |
36.56 |
1.618 |
35.57 |
2.618 |
33.97 |
4.250 |
31.36 |
|
|
Fisher Pivots for day following 31-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
39.07 |
39.07 |
PP |
39.02 |
39.02 |
S1 |
38.96 |
38.96 |
|