NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 30-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2015 |
30-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
39.27 |
39.84 |
0.57 |
1.5% |
38.95 |
High |
40.46 |
39.91 |
-0.55 |
-1.4% |
40.73 |
Low |
39.27 |
39.08 |
-0.19 |
-0.5% |
38.21 |
Close |
40.40 |
39.27 |
-1.13 |
-2.8% |
40.64 |
Range |
1.19 |
0.83 |
-0.36 |
-30.3% |
2.52 |
ATR |
1.33 |
1.33 |
0.00 |
-0.1% |
0.00 |
Volume |
11,108 |
11,098 |
-10 |
-0.1% |
77,381 |
|
Daily Pivots for day following 30-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.91 |
41.42 |
39.73 |
|
R3 |
41.08 |
40.59 |
39.50 |
|
R2 |
40.25 |
40.25 |
39.42 |
|
R1 |
39.76 |
39.76 |
39.35 |
39.59 |
PP |
39.42 |
39.42 |
39.42 |
39.34 |
S1 |
38.93 |
38.93 |
39.19 |
38.76 |
S2 |
38.59 |
38.59 |
39.12 |
|
S3 |
37.76 |
38.10 |
39.04 |
|
S4 |
36.93 |
37.27 |
38.81 |
|
|
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 |
38.68 |
2.05 |
5.2% |
1.17 |
3.0% |
29% |
False |
False |
14,575 |
10 |
41.15 |
38.21 |
2.94 |
7.5% |
1.10 |
2.8% |
36% |
False |
False |
17,503 |
20 |
46.00 |
38.21 |
7.79 |
19.8% |
1.35 |
3.4% |
14% |
False |
False |
22,414 |
40 |
51.63 |
38.21 |
13.42 |
34.2% |
1.35 |
3.4% |
8% |
False |
False |
18,342 |
60 |
53.22 |
38.21 |
15.01 |
38.2% |
1.33 |
3.4% |
7% |
False |
False |
15,330 |
80 |
53.22 |
38.21 |
15.01 |
38.2% |
1.34 |
3.4% |
7% |
False |
False |
12,694 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.44 |
2.618 |
42.08 |
1.618 |
41.25 |
1.000 |
40.74 |
0.618 |
40.42 |
HIGH |
39.91 |
0.618 |
39.59 |
0.500 |
39.50 |
0.382 |
39.40 |
LOW |
39.08 |
0.618 |
38.57 |
1.000 |
38.25 |
1.618 |
37.74 |
2.618 |
36.91 |
4.250 |
35.55 |
|
|
Fisher Pivots for day following 30-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
39.50 |
39.78 |
PP |
39.42 |
39.61 |
S1 |
39.35 |
39.44 |
|