NYMEX Light Sweet Crude Oil Future January 2016
| Trading Metrics calculated at close of trading on 02-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2015 |
02-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
41.73 |
41.69 |
-0.04 |
-0.1% |
41.49 |
| High |
42.23 |
41.97 |
-0.26 |
-0.6% |
43.46 |
| Low |
41.17 |
39.84 |
-1.33 |
-3.2% |
40.41 |
| Close |
41.85 |
39.94 |
-1.91 |
-4.6% |
41.71 |
| Range |
1.06 |
2.13 |
1.07 |
100.9% |
3.05 |
| ATR |
1.58 |
1.62 |
0.04 |
2.5% |
0.00 |
| Volume |
415,537 |
545,289 |
129,752 |
31.2% |
1,646,127 |
|
| Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.97 |
45.59 |
41.11 |
|
| R3 |
44.84 |
43.46 |
40.53 |
|
| R2 |
42.71 |
42.71 |
40.33 |
|
| R1 |
41.33 |
41.33 |
40.14 |
40.96 |
| PP |
40.58 |
40.58 |
40.58 |
40.40 |
| S1 |
39.20 |
39.20 |
39.74 |
38.83 |
| S2 |
38.45 |
38.45 |
39.55 |
|
| S3 |
36.32 |
37.07 |
39.35 |
|
| S4 |
34.19 |
34.94 |
38.77 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.01 |
49.41 |
43.39 |
|
| R3 |
47.96 |
46.36 |
42.55 |
|
| R2 |
44.91 |
44.91 |
42.27 |
|
| R1 |
43.31 |
43.31 |
41.99 |
44.11 |
| PP |
41.86 |
41.86 |
41.86 |
42.26 |
| S1 |
40.26 |
40.26 |
41.43 |
41.06 |
| S2 |
38.81 |
38.81 |
41.15 |
|
| S3 |
35.76 |
37.21 |
40.87 |
|
| S4 |
32.71 |
34.16 |
40.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
43.30 |
39.84 |
3.46 |
8.7% |
1.49 |
3.7% |
3% |
False |
True |
405,993 |
| 10 |
43.46 |
39.84 |
3.62 |
9.1% |
1.53 |
3.8% |
3% |
False |
True |
420,366 |
| 20 |
49.18 |
39.84 |
9.34 |
23.4% |
1.57 |
3.9% |
1% |
False |
True |
322,624 |
| 40 |
52.05 |
39.84 |
12.21 |
30.6% |
1.63 |
4.1% |
1% |
False |
True |
206,022 |
| 60 |
52.05 |
39.84 |
12.21 |
30.6% |
1.68 |
4.2% |
1% |
False |
True |
151,600 |
| 80 |
52.05 |
39.84 |
12.21 |
30.6% |
1.83 |
4.6% |
1% |
False |
True |
123,806 |
| 100 |
55.70 |
39.84 |
15.86 |
39.7% |
1.75 |
4.4% |
1% |
False |
True |
103,124 |
| 120 |
63.15 |
39.84 |
23.31 |
58.4% |
1.73 |
4.3% |
0% |
False |
True |
87,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.02 |
|
2.618 |
47.55 |
|
1.618 |
45.42 |
|
1.000 |
44.10 |
|
0.618 |
43.29 |
|
HIGH |
41.97 |
|
0.618 |
41.16 |
|
0.500 |
40.91 |
|
0.382 |
40.65 |
|
LOW |
39.84 |
|
0.618 |
38.52 |
|
1.000 |
37.71 |
|
1.618 |
36.39 |
|
2.618 |
34.26 |
|
4.250 |
30.79 |
|
|
| Fisher Pivots for day following 02-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
40.91 |
41.23 |
| PP |
40.58 |
40.80 |
| S1 |
40.26 |
40.37 |
|