NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 14-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
41.33 |
40.26 |
-1.07 |
-2.6% |
44.02 |
High |
41.60 |
40.82 |
-0.78 |
-1.9% |
44.08 |
Low |
40.07 |
39.08 |
-0.99 |
-2.5% |
40.07 |
Close |
40.45 |
40.42 |
-0.03 |
-0.1% |
40.45 |
Range |
1.53 |
1.74 |
0.21 |
13.7% |
4.01 |
ATR |
1.46 |
1.48 |
0.02 |
1.4% |
0.00 |
Volume |
28,029 |
28,689 |
660 |
2.4% |
162,692 |
|
Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.33 |
44.61 |
41.38 |
|
R3 |
43.59 |
42.87 |
40.90 |
|
R2 |
41.85 |
41.85 |
40.74 |
|
R1 |
41.13 |
41.13 |
40.58 |
41.49 |
PP |
40.11 |
40.11 |
40.11 |
40.29 |
S1 |
39.39 |
39.39 |
40.26 |
39.75 |
S2 |
38.37 |
38.37 |
40.10 |
|
S3 |
36.63 |
37.65 |
39.94 |
|
S4 |
34.89 |
35.91 |
39.46 |
|
|
Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.56 |
51.02 |
42.66 |
|
R3 |
49.55 |
47.01 |
41.55 |
|
R2 |
45.54 |
45.54 |
41.19 |
|
R1 |
43.00 |
43.00 |
40.82 |
42.27 |
PP |
41.53 |
41.53 |
41.53 |
41.17 |
S1 |
38.99 |
38.99 |
40.08 |
38.26 |
S2 |
37.52 |
37.52 |
39.71 |
|
S3 |
33.51 |
34.98 |
39.35 |
|
S4 |
29.50 |
30.97 |
38.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.98 |
39.08 |
3.90 |
9.6% |
1.46 |
3.6% |
34% |
False |
True |
29,831 |
10 |
46.00 |
39.08 |
6.92 |
17.1% |
1.54 |
3.8% |
19% |
False |
True |
26,245 |
20 |
47.45 |
39.08 |
8.37 |
20.7% |
1.44 |
3.6% |
16% |
False |
True |
20,886 |
40 |
51.63 |
39.08 |
12.55 |
31.0% |
1.36 |
3.4% |
11% |
False |
True |
15,726 |
60 |
53.22 |
39.08 |
14.14 |
35.0% |
1.35 |
3.3% |
9% |
False |
True |
12,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.22 |
2.618 |
45.38 |
1.618 |
43.64 |
1.000 |
42.56 |
0.618 |
41.90 |
HIGH |
40.82 |
0.618 |
40.16 |
0.500 |
39.95 |
0.382 |
39.74 |
LOW |
39.08 |
0.618 |
38.00 |
1.000 |
37.34 |
1.618 |
36.26 |
2.618 |
34.52 |
4.250 |
31.69 |
|
|
Fisher Pivots for day following 14-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
40.26 |
40.60 |
PP |
40.11 |
40.54 |
S1 |
39.95 |
40.48 |
|