NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 22-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2015 |
22-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
38.95 |
38.53 |
-0.42 |
-1.1% |
40.26 |
High |
38.98 |
38.90 |
-0.08 |
-0.2% |
41.66 |
Low |
38.21 |
38.32 |
0.11 |
0.3% |
38.72 |
Close |
38.51 |
38.52 |
0.01 |
0.0% |
39.00 |
Range |
0.77 |
0.58 |
-0.19 |
-24.7% |
2.94 |
ATR |
1.39 |
1.33 |
-0.06 |
-4.2% |
0.00 |
Volume |
16,764 |
21,440 |
4,676 |
27.9% |
116,982 |
|
Daily Pivots for day following 22-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40.32 |
40.00 |
38.84 |
|
R3 |
39.74 |
39.42 |
38.68 |
|
R2 |
39.16 |
39.16 |
38.63 |
|
R1 |
38.84 |
38.84 |
38.57 |
38.71 |
PP |
38.58 |
38.58 |
38.58 |
38.52 |
S1 |
38.26 |
38.26 |
38.47 |
38.13 |
S2 |
38.00 |
38.00 |
38.41 |
|
S3 |
37.42 |
37.68 |
38.36 |
|
S4 |
36.84 |
37.10 |
38.20 |
|
|
Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.61 |
46.75 |
40.62 |
|
R3 |
45.67 |
43.81 |
39.81 |
|
R2 |
42.73 |
42.73 |
39.54 |
|
R1 |
40.87 |
40.87 |
39.27 |
40.33 |
PP |
39.79 |
39.79 |
39.79 |
39.53 |
S1 |
37.93 |
37.93 |
38.73 |
37.39 |
S2 |
36.85 |
36.85 |
38.46 |
|
S3 |
33.91 |
34.99 |
38.19 |
|
S4 |
30.97 |
32.05 |
37.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.15 |
38.21 |
2.94 |
7.6% |
1.04 |
2.7% |
11% |
False |
False |
20,432 |
10 |
42.98 |
38.21 |
4.77 |
12.4% |
1.25 |
3.2% |
6% |
False |
False |
23,976 |
20 |
47.45 |
38.21 |
9.24 |
24.0% |
1.36 |
3.5% |
3% |
False |
False |
22,532 |
40 |
51.63 |
38.21 |
13.42 |
34.8% |
1.38 |
3.6% |
2% |
False |
False |
17,719 |
60 |
53.22 |
38.21 |
15.01 |
39.0% |
1.34 |
3.5% |
2% |
False |
False |
14,569 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
41.37 |
2.618 |
40.42 |
1.618 |
39.84 |
1.000 |
39.48 |
0.618 |
39.26 |
HIGH |
38.90 |
0.618 |
38.68 |
0.500 |
38.61 |
0.382 |
38.54 |
LOW |
38.32 |
0.618 |
37.96 |
1.000 |
37.74 |
1.618 |
37.38 |
2.618 |
36.80 |
4.250 |
35.86 |
|
|
Fisher Pivots for day following 22-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
38.61 |
39.03 |
PP |
38.58 |
38.86 |
S1 |
38.55 |
38.69 |
|