NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 07-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2015 |
07-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
45.34 |
44.02 |
-1.32 |
-2.9% |
45.78 |
High |
46.00 |
44.08 |
-1.92 |
-4.2% |
46.46 |
Low |
44.01 |
42.09 |
-1.92 |
-4.4% |
44.01 |
Close |
44.24 |
42.22 |
-2.02 |
-4.6% |
44.24 |
Range |
1.99 |
1.99 |
0.00 |
0.0% |
2.45 |
ATR |
1.43 |
1.48 |
0.05 |
3.6% |
0.00 |
Volume |
18,749 |
42,225 |
23,476 |
125.2% |
88,213 |
|
Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.77 |
47.48 |
43.31 |
|
R3 |
46.78 |
45.49 |
42.77 |
|
R2 |
44.79 |
44.79 |
42.58 |
|
R1 |
43.50 |
43.50 |
42.40 |
43.15 |
PP |
42.80 |
42.80 |
42.80 |
42.62 |
S1 |
41.51 |
41.51 |
42.04 |
41.16 |
S2 |
40.81 |
40.81 |
41.86 |
|
S3 |
38.82 |
39.52 |
41.67 |
|
S4 |
36.83 |
37.53 |
41.13 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.25 |
50.70 |
45.59 |
|
R3 |
49.80 |
48.25 |
44.91 |
|
R2 |
47.35 |
47.35 |
44.69 |
|
R1 |
45.80 |
45.80 |
44.46 |
45.35 |
PP |
44.90 |
44.90 |
44.90 |
44.68 |
S1 |
43.35 |
43.35 |
44.02 |
42.90 |
S2 |
42.45 |
42.45 |
43.79 |
|
S3 |
40.00 |
40.90 |
43.57 |
|
S4 |
37.55 |
38.45 |
42.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.00 |
42.09 |
3.91 |
9.3% |
1.61 |
3.8% |
3% |
False |
True |
22,660 |
10 |
47.45 |
42.09 |
5.36 |
12.7% |
1.51 |
3.6% |
2% |
False |
True |
19,767 |
20 |
49.02 |
42.09 |
6.93 |
16.4% |
1.40 |
3.3% |
2% |
False |
True |
16,774 |
40 |
52.36 |
42.09 |
10.27 |
24.3% |
1.33 |
3.1% |
1% |
False |
True |
13,032 |
60 |
53.22 |
42.09 |
11.13 |
26.4% |
1.34 |
3.2% |
1% |
False |
True |
10,878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.54 |
2.618 |
49.29 |
1.618 |
47.30 |
1.000 |
46.07 |
0.618 |
45.31 |
HIGH |
44.08 |
0.618 |
43.32 |
0.500 |
43.09 |
0.382 |
42.85 |
LOW |
42.09 |
0.618 |
40.86 |
1.000 |
40.10 |
1.618 |
38.87 |
2.618 |
36.88 |
4.250 |
33.63 |
|
|
Fisher Pivots for day following 07-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
43.09 |
44.05 |
PP |
42.80 |
43.44 |
S1 |
42.51 |
42.83 |
|