NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 08-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2015 |
08-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
44.02 |
42.19 |
-1.83 |
-4.2% |
45.78 |
High |
44.08 |
42.76 |
-1.32 |
-3.0% |
46.46 |
Low |
42.09 |
41.30 |
-0.79 |
-1.9% |
44.01 |
Close |
42.22 |
41.88 |
-0.34 |
-0.8% |
44.24 |
Range |
1.99 |
1.46 |
-0.53 |
-26.6% |
2.45 |
ATR |
1.48 |
1.48 |
0.00 |
-0.1% |
0.00 |
Volume |
42,225 |
35,884 |
-6,341 |
-15.0% |
88,213 |
|
Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.36 |
45.58 |
42.68 |
|
R3 |
44.90 |
44.12 |
42.28 |
|
R2 |
43.44 |
43.44 |
42.15 |
|
R1 |
42.66 |
42.66 |
42.01 |
42.32 |
PP |
41.98 |
41.98 |
41.98 |
41.81 |
S1 |
41.20 |
41.20 |
41.75 |
40.86 |
S2 |
40.52 |
40.52 |
41.61 |
|
S3 |
39.06 |
39.74 |
41.48 |
|
S4 |
37.60 |
38.28 |
41.08 |
|
|
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 |
41.30 |
4.70 |
11.2% |
1.73 |
4.1% |
12% |
False |
True |
27,130 |
10 |
47.45 |
41.30 |
6.15 |
14.7% |
1.47 |
3.5% |
9% |
False |
True |
21,087 |
20 |
48.60 |
41.30 |
7.30 |
17.4% |
1.42 |
3.4% |
8% |
False |
True |
17,892 |
40 |
51.63 |
41.30 |
10.33 |
24.7% |
1.31 |
3.1% |
6% |
False |
True |
13,705 |
60 |
53.22 |
41.30 |
11.92 |
28.5% |
1.34 |
3.2% |
5% |
False |
True |
11,406 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.97 |
2.618 |
46.58 |
1.618 |
45.12 |
1.000 |
44.22 |
0.618 |
43.66 |
HIGH |
42.76 |
0.618 |
42.20 |
0.500 |
42.03 |
0.382 |
41.86 |
LOW |
41.30 |
0.618 |
40.40 |
1.000 |
39.84 |
1.618 |
38.94 |
2.618 |
37.48 |
4.250 |
35.10 |
|
|
Fisher Pivots for day following 08-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
42.03 |
43.65 |
PP |
41.98 |
43.06 |
S1 |
41.93 |
42.47 |
|