NYMEX Light Sweet Crude Oil Future January 2016
| Trading Metrics calculated at close of trading on 03-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2015 |
03-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
41.69 |
40.15 |
-1.54 |
-3.7% |
41.49 |
| High |
41.97 |
41.78 |
-0.19 |
-0.5% |
43.46 |
| Low |
39.84 |
40.07 |
0.23 |
0.6% |
40.41 |
| Close |
39.94 |
41.08 |
1.14 |
2.9% |
41.71 |
| Range |
2.13 |
1.71 |
-0.42 |
-19.7% |
3.05 |
| ATR |
1.62 |
1.63 |
0.02 |
1.0% |
0.00 |
| Volume |
545,289 |
496,884 |
-48,405 |
-8.9% |
1,646,127 |
|
| Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.11 |
45.30 |
42.02 |
|
| R3 |
44.40 |
43.59 |
41.55 |
|
| R2 |
42.69 |
42.69 |
41.39 |
|
| R1 |
41.88 |
41.88 |
41.24 |
42.29 |
| PP |
40.98 |
40.98 |
40.98 |
41.18 |
| S1 |
40.17 |
40.17 |
40.92 |
40.58 |
| S2 |
39.27 |
39.27 |
40.77 |
|
| S3 |
37.56 |
38.46 |
40.61 |
|
| S4 |
35.85 |
36.75 |
40.14 |
|
|
| 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 |
8.4% |
1.53 |
3.7% |
36% |
False |
False |
428,738 |
| 10 |
43.46 |
39.84 |
3.62 |
8.8% |
1.56 |
3.8% |
34% |
False |
False |
432,807 |
| 20 |
47.54 |
39.84 |
7.70 |
18.7% |
1.55 |
3.8% |
16% |
False |
False |
342,123 |
| 40 |
52.05 |
39.84 |
12.21 |
29.7% |
1.62 |
3.9% |
10% |
False |
False |
216,103 |
| 60 |
52.05 |
39.84 |
12.21 |
29.7% |
1.68 |
4.1% |
10% |
False |
False |
159,333 |
| 80 |
52.05 |
39.84 |
12.21 |
29.7% |
1.83 |
4.5% |
10% |
False |
False |
129,462 |
| 100 |
55.64 |
39.84 |
15.80 |
38.5% |
1.74 |
4.2% |
8% |
False |
False |
107,865 |
| 120 |
63.15 |
39.84 |
23.31 |
56.7% |
1.73 |
4.2% |
5% |
False |
False |
91,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
49.05 |
|
2.618 |
46.26 |
|
1.618 |
44.55 |
|
1.000 |
43.49 |
|
0.618 |
42.84 |
|
HIGH |
41.78 |
|
0.618 |
41.13 |
|
0.500 |
40.93 |
|
0.382 |
40.72 |
|
LOW |
40.07 |
|
0.618 |
39.01 |
|
1.000 |
38.36 |
|
1.618 |
37.30 |
|
2.618 |
35.59 |
|
4.250 |
32.80 |
|
|
| Fisher Pivots for day following 03-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
41.03 |
41.07 |
| PP |
40.98 |
41.05 |
| S1 |
40.93 |
41.04 |
|