NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 15-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2015 |
15-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
40.26 |
40.29 |
0.03 |
0.1% |
44.02 |
High |
40.82 |
41.66 |
0.84 |
2.1% |
44.08 |
Low |
39.08 |
40.19 |
1.11 |
2.8% |
40.07 |
Close |
40.42 |
41.12 |
0.70 |
1.7% |
40.45 |
Range |
1.74 |
1.47 |
-0.27 |
-15.5% |
4.01 |
ATR |
1.48 |
1.48 |
0.00 |
0.0% |
0.00 |
Volume |
28,689 |
24,333 |
-4,356 |
-15.2% |
162,692 |
|
Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.40 |
44.73 |
41.93 |
|
R3 |
43.93 |
43.26 |
41.52 |
|
R2 |
42.46 |
42.46 |
41.39 |
|
R1 |
41.79 |
41.79 |
41.25 |
42.13 |
PP |
40.99 |
40.99 |
40.99 |
41.16 |
S1 |
40.32 |
40.32 |
40.99 |
40.66 |
S2 |
39.52 |
39.52 |
40.85 |
|
S3 |
38.05 |
38.85 |
40.72 |
|
S4 |
36.58 |
37.38 |
40.31 |
|
|
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 |
9.5% |
1.46 |
3.5% |
52% |
False |
False |
27,521 |
10 |
46.00 |
39.08 |
6.92 |
16.8% |
1.60 |
3.9% |
29% |
False |
False |
27,325 |
20 |
47.45 |
39.08 |
8.37 |
20.4% |
1.42 |
3.4% |
24% |
False |
False |
21,591 |
40 |
51.63 |
39.08 |
12.55 |
30.5% |
1.37 |
3.3% |
16% |
False |
False |
16,180 |
60 |
53.22 |
39.08 |
14.14 |
34.4% |
1.35 |
3.3% |
14% |
False |
False |
13,349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.91 |
2.618 |
45.51 |
1.618 |
44.04 |
1.000 |
43.13 |
0.618 |
42.57 |
HIGH |
41.66 |
0.618 |
41.10 |
0.500 |
40.93 |
0.382 |
40.75 |
LOW |
40.19 |
0.618 |
39.28 |
1.000 |
38.72 |
1.618 |
37.81 |
2.618 |
36.34 |
4.250 |
33.94 |
|
|
Fisher Pivots for day following 15-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
41.06 |
40.87 |
PP |
40.99 |
40.62 |
S1 |
40.93 |
40.37 |
|