NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 29-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2015 |
29-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
40.48 |
39.27 |
-1.21 |
-3.0% |
38.95 |
High |
40.48 |
40.46 |
-0.02 |
0.0% |
40.73 |
Low |
39.18 |
39.27 |
0.09 |
0.2% |
38.21 |
Close |
39.40 |
40.40 |
1.00 |
2.5% |
40.64 |
Range |
1.30 |
1.19 |
-0.11 |
-8.5% |
2.52 |
ATR |
1.34 |
1.33 |
-0.01 |
-0.8% |
0.00 |
Volume |
11,492 |
11,108 |
-384 |
-3.3% |
77,381 |
|
Daily Pivots for day following 29-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.61 |
43.20 |
41.05 |
|
R3 |
42.42 |
42.01 |
40.73 |
|
R2 |
41.23 |
41.23 |
40.62 |
|
R1 |
40.82 |
40.82 |
40.51 |
41.03 |
PP |
40.04 |
40.04 |
40.04 |
40.15 |
S1 |
39.63 |
39.63 |
40.29 |
39.84 |
S2 |
38.85 |
38.85 |
40.18 |
|
S3 |
37.66 |
38.44 |
40.07 |
|
S4 |
36.47 |
37.25 |
39.75 |
|
|
Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.42 |
46.55 |
42.03 |
|
R3 |
44.90 |
44.03 |
41.33 |
|
R2 |
42.38 |
42.38 |
41.10 |
|
R1 |
41.51 |
41.51 |
40.87 |
41.95 |
PP |
39.86 |
39.86 |
39.86 |
40.08 |
S1 |
38.99 |
38.99 |
40.41 |
39.43 |
S2 |
37.34 |
37.34 |
40.18 |
|
S3 |
34.82 |
36.47 |
39.95 |
|
S4 |
32.30 |
33.95 |
39.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
40.73 |
38.32 |
2.41 |
6.0% |
1.12 |
2.8% |
86% |
False |
False |
16,643 |
10 |
41.66 |
38.21 |
3.45 |
8.5% |
1.17 |
2.9% |
63% |
False |
False |
18,827 |
20 |
46.00 |
38.21 |
7.79 |
19.3% |
1.35 |
3.3% |
28% |
False |
False |
22,536 |
40 |
51.63 |
38.21 |
13.42 |
33.2% |
1.35 |
3.3% |
16% |
False |
False |
18,246 |
60 |
53.22 |
38.21 |
15.01 |
37.2% |
1.33 |
3.3% |
15% |
False |
False |
15,225 |
80 |
53.22 |
38.21 |
15.01 |
37.2% |
1.35 |
3.3% |
15% |
False |
False |
12,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.52 |
2.618 |
43.58 |
1.618 |
42.39 |
1.000 |
41.65 |
0.618 |
41.20 |
HIGH |
40.46 |
0.618 |
40.01 |
0.500 |
39.87 |
0.382 |
39.72 |
LOW |
39.27 |
0.618 |
38.53 |
1.000 |
38.08 |
1.618 |
37.34 |
2.618 |
36.15 |
4.250 |
34.21 |
|
|
Fisher Pivots for day following 29-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
40.22 |
40.25 |
PP |
40.04 |
40.10 |
S1 |
39.87 |
39.96 |
|