NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 10-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2015 |
10-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
42.27 |
41.96 |
-0.31 |
-0.7% |
45.78 |
High |
42.98 |
42.11 |
-0.87 |
-2.0% |
46.46 |
Low |
41.19 |
41.35 |
0.16 |
0.4% |
44.01 |
Close |
41.69 |
41.69 |
0.00 |
0.0% |
44.24 |
Range |
1.79 |
0.76 |
-1.03 |
-57.5% |
2.45 |
ATR |
1.50 |
1.45 |
-0.05 |
-3.5% |
0.00 |
Volume |
28,006 |
28,548 |
542 |
1.9% |
88,213 |
|
Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.00 |
43.60 |
42.11 |
|
R3 |
43.24 |
42.84 |
41.90 |
|
R2 |
42.48 |
42.48 |
41.83 |
|
R1 |
42.08 |
42.08 |
41.76 |
41.90 |
PP |
41.72 |
41.72 |
41.72 |
41.63 |
S1 |
41.32 |
41.32 |
41.62 |
41.14 |
S2 |
40.96 |
40.96 |
41.55 |
|
S3 |
40.20 |
40.56 |
41.48 |
|
S4 |
39.44 |
39.80 |
41.27 |
|
|
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% |
1.60 |
3.8% |
10% |
False |
False |
30,682 |
10 |
47.11 |
41.19 |
5.92 |
14.2% |
1.46 |
3.5% |
8% |
False |
False |
23,017 |
20 |
47.45 |
41.19 |
6.26 |
15.0% |
1.43 |
3.4% |
8% |
False |
False |
19,462 |
40 |
51.63 |
41.19 |
10.44 |
25.0% |
1.33 |
3.2% |
5% |
False |
False |
14,703 |
60 |
53.22 |
41.19 |
12.03 |
28.9% |
1.35 |
3.2% |
4% |
False |
False |
12,167 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.34 |
2.618 |
44.10 |
1.618 |
43.34 |
1.000 |
42.87 |
0.618 |
42.58 |
HIGH |
42.11 |
0.618 |
41.82 |
0.500 |
41.73 |
0.382 |
41.64 |
LOW |
41.35 |
0.618 |
40.88 |
1.000 |
40.59 |
1.618 |
40.12 |
2.618 |
39.36 |
4.250 |
38.12 |
|
|
Fisher Pivots for day following 10-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
41.73 |
42.09 |
PP |
41.72 |
41.95 |
S1 |
41.70 |
41.82 |
|