NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 16-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
40.29 |
40.74 |
0.45 |
1.1% |
44.02 |
High |
41.66 |
41.15 |
-0.51 |
-1.2% |
44.08 |
Low |
40.19 |
39.48 |
-0.71 |
-1.8% |
40.07 |
Close |
41.12 |
39.67 |
-1.45 |
-3.5% |
40.45 |
Range |
1.47 |
1.67 |
0.20 |
13.6% |
4.01 |
ATR |
1.48 |
1.49 |
0.01 |
0.9% |
0.00 |
Volume |
24,333 |
28,559 |
4,226 |
17.4% |
162,692 |
|
Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.11 |
44.06 |
40.59 |
|
R3 |
43.44 |
42.39 |
40.13 |
|
R2 |
41.77 |
41.77 |
39.98 |
|
R1 |
40.72 |
40.72 |
39.82 |
40.41 |
PP |
40.10 |
40.10 |
40.10 |
39.95 |
S1 |
39.05 |
39.05 |
39.52 |
38.74 |
S2 |
38.43 |
38.43 |
39.36 |
|
S3 |
36.76 |
37.38 |
39.21 |
|
S4 |
35.09 |
35.71 |
38.75 |
|
|
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 |
42.11 |
39.08 |
3.03 |
7.6% |
1.43 |
3.6% |
19% |
False |
False |
27,631 |
10 |
46.00 |
39.08 |
6.92 |
17.4% |
1.60 |
4.0% |
9% |
False |
False |
28,046 |
20 |
47.45 |
39.08 |
8.37 |
21.1% |
1.44 |
3.6% |
7% |
False |
False |
22,543 |
40 |
51.63 |
39.08 |
12.55 |
31.6% |
1.40 |
3.5% |
5% |
False |
False |
16,653 |
60 |
53.22 |
39.08 |
14.14 |
35.6% |
1.37 |
3.4% |
4% |
False |
False |
13,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.25 |
2.618 |
45.52 |
1.618 |
43.85 |
1.000 |
42.82 |
0.618 |
42.18 |
HIGH |
41.15 |
0.618 |
40.51 |
0.500 |
40.32 |
0.382 |
40.12 |
LOW |
39.48 |
0.618 |
38.45 |
1.000 |
37.81 |
1.618 |
36.78 |
2.618 |
35.11 |
4.250 |
32.38 |
|
|
Fisher Pivots for day following 16-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
40.32 |
40.37 |
PP |
40.10 |
40.14 |
S1 |
39.89 |
39.90 |
|