NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 31-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
31-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
39.84 |
39.38 |
-0.46 |
-1.2% |
38.95 |
High |
39.91 |
40.55 |
0.64 |
1.6% |
40.73 |
Low |
39.08 |
38.96 |
-0.12 |
-0.3% |
38.21 |
Close |
39.27 |
39.98 |
0.71 |
1.8% |
40.64 |
Range |
0.83 |
1.59 |
0.76 |
91.6% |
2.52 |
ATR |
1.33 |
1.35 |
0.02 |
1.4% |
0.00 |
Volume |
11,098 |
20,146 |
9,048 |
81.5% |
77,381 |
|
Daily Pivots for day following 31-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.60 |
43.88 |
40.85 |
|
R3 |
43.01 |
42.29 |
40.42 |
|
R2 |
41.42 |
41.42 |
40.27 |
|
R1 |
40.70 |
40.70 |
40.13 |
41.06 |
PP |
39.83 |
39.83 |
39.83 |
40.01 |
S1 |
39.11 |
39.11 |
39.83 |
39.47 |
S2 |
38.24 |
38.24 |
39.69 |
|
S3 |
36.65 |
37.52 |
39.54 |
|
S4 |
35.06 |
35.93 |
39.11 |
|
|
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 |
38.96 |
1.77 |
4.4% |
1.20 |
3.0% |
58% |
False |
True |
13,553 |
10 |
40.73 |
38.21 |
2.52 |
6.3% |
1.10 |
2.7% |
70% |
False |
False |
16,662 |
20 |
46.00 |
38.21 |
7.79 |
19.5% |
1.35 |
3.4% |
23% |
False |
False |
22,354 |
40 |
51.63 |
38.21 |
13.42 |
33.6% |
1.34 |
3.3% |
13% |
False |
False |
18,604 |
60 |
53.22 |
38.21 |
15.01 |
37.5% |
1.31 |
3.3% |
12% |
False |
False |
15,543 |
80 |
53.22 |
38.21 |
15.01 |
37.5% |
1.34 |
3.3% |
12% |
False |
False |
12,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.31 |
2.618 |
44.71 |
1.618 |
43.12 |
1.000 |
42.14 |
0.618 |
41.53 |
HIGH |
40.55 |
0.618 |
39.94 |
0.500 |
39.76 |
0.382 |
39.57 |
LOW |
38.96 |
0.618 |
37.98 |
1.000 |
37.37 |
1.618 |
36.39 |
2.618 |
34.80 |
4.250 |
32.20 |
|
|
Fisher Pivots for day following 31-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
39.91 |
39.91 |
PP |
39.83 |
39.83 |
S1 |
39.76 |
39.76 |
|