NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 09-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
42.19 |
42.27 |
0.08 |
0.2% |
45.78 |
High |
42.76 |
42.98 |
0.22 |
0.5% |
46.46 |
Low |
41.30 |
41.19 |
-0.11 |
-0.3% |
44.01 |
Close |
41.88 |
41.69 |
-0.19 |
-0.5% |
44.24 |
Range |
1.46 |
1.79 |
0.33 |
22.6% |
2.45 |
ATR |
1.48 |
1.50 |
0.02 |
1.5% |
0.00 |
Volume |
35,884 |
28,006 |
-7,878 |
-22.0% |
88,213 |
|
Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.32 |
46.30 |
42.67 |
|
R3 |
45.53 |
44.51 |
42.18 |
|
R2 |
43.74 |
43.74 |
42.02 |
|
R1 |
42.72 |
42.72 |
41.85 |
42.34 |
PP |
41.95 |
41.95 |
41.95 |
41.76 |
S1 |
40.93 |
40.93 |
41.53 |
40.55 |
S2 |
40.16 |
40.16 |
41.36 |
|
S3 |
38.37 |
39.14 |
41.20 |
|
S4 |
36.58 |
37.35 |
40.71 |
|
|
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 |
41.19 |
4.81 |
11.5% |
1.76 |
4.2% |
10% |
False |
True |
28,460 |
10 |
47.36 |
41.19 |
6.17 |
14.8% |
1.51 |
3.6% |
8% |
False |
True |
21,957 |
20 |
48.35 |
41.19 |
7.16 |
17.2% |
1.46 |
3.5% |
7% |
False |
True |
18,759 |
40 |
51.63 |
41.19 |
10.44 |
25.0% |
1.33 |
3.2% |
5% |
False |
True |
14,152 |
60 |
53.22 |
41.19 |
12.03 |
28.9% |
1.36 |
3.3% |
4% |
False |
True |
11,758 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.59 |
2.618 |
47.67 |
1.618 |
45.88 |
1.000 |
44.77 |
0.618 |
44.09 |
HIGH |
42.98 |
0.618 |
42.30 |
0.500 |
42.09 |
0.382 |
41.87 |
LOW |
41.19 |
0.618 |
40.08 |
1.000 |
39.40 |
1.618 |
38.29 |
2.618 |
36.50 |
4.250 |
33.58 |
|
|
Fisher Pivots for day following 09-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
42.09 |
42.64 |
PP |
41.95 |
42.32 |
S1 |
41.82 |
42.01 |
|