NYMEX Light Sweet Crude Oil Future January 2016
| Trading Metrics calculated at close of trading on 11-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
37.27 |
36.63 |
-0.64 |
-1.7% |
40.10 |
| High |
37.54 |
36.84 |
-0.70 |
-1.9% |
40.15 |
| Low |
36.38 |
35.16 |
-1.22 |
-3.4% |
35.16 |
| Close |
36.76 |
35.62 |
-1.14 |
-3.1% |
35.62 |
| Range |
1.16 |
1.68 |
0.52 |
44.8% |
4.99 |
| ATR |
1.75 |
1.74 |
0.00 |
-0.3% |
0.00 |
| Volume |
513,940 |
505,406 |
-8,534 |
-1.7% |
3,068,109 |
|
| Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
40.91 |
39.95 |
36.54 |
|
| R3 |
39.23 |
38.27 |
36.08 |
|
| R2 |
37.55 |
37.55 |
35.93 |
|
| R1 |
36.59 |
36.59 |
35.77 |
36.23 |
| PP |
35.87 |
35.87 |
35.87 |
35.70 |
| S1 |
34.91 |
34.91 |
35.47 |
34.55 |
| S2 |
34.19 |
34.19 |
35.31 |
|
| S3 |
32.51 |
33.23 |
35.16 |
|
| S4 |
30.83 |
31.55 |
34.70 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.95 |
48.77 |
38.36 |
|
| R3 |
46.96 |
43.78 |
36.99 |
|
| R2 |
41.97 |
41.97 |
36.53 |
|
| R1 |
38.79 |
38.79 |
36.08 |
37.89 |
| PP |
36.98 |
36.98 |
36.98 |
36.52 |
| S1 |
33.80 |
33.80 |
35.16 |
32.90 |
| S2 |
31.99 |
31.99 |
34.71 |
|
| S3 |
27.00 |
28.81 |
34.25 |
|
| S4 |
22.01 |
23.82 |
32.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
40.15 |
35.16 |
4.99 |
14.0% |
1.91 |
5.4% |
9% |
False |
True |
613,621 |
| 10 |
42.61 |
35.16 |
7.45 |
20.9% |
1.80 |
5.0% |
6% |
False |
True |
540,608 |
| 20 |
43.53 |
35.16 |
8.37 |
23.5% |
1.72 |
4.8% |
5% |
False |
True |
457,766 |
| 40 |
49.23 |
35.16 |
14.07 |
39.5% |
1.63 |
4.6% |
3% |
False |
True |
292,500 |
| 60 |
52.05 |
35.16 |
16.89 |
47.4% |
1.71 |
4.8% |
3% |
False |
True |
214,769 |
| 80 |
52.05 |
35.16 |
16.89 |
47.4% |
1.88 |
5.3% |
3% |
False |
True |
171,386 |
| 100 |
52.05 |
35.16 |
16.89 |
47.4% |
1.79 |
5.0% |
3% |
False |
True |
142,769 |
| 120 |
62.97 |
35.16 |
27.81 |
78.1% |
1.76 |
4.9% |
2% |
False |
True |
121,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
43.98 |
|
2.618 |
41.24 |
|
1.618 |
39.56 |
|
1.000 |
38.52 |
|
0.618 |
37.88 |
|
HIGH |
36.84 |
|
0.618 |
36.20 |
|
0.500 |
36.00 |
|
0.382 |
35.80 |
|
LOW |
35.16 |
|
0.618 |
34.12 |
|
1.000 |
33.48 |
|
1.618 |
32.44 |
|
2.618 |
30.76 |
|
4.250 |
28.02 |
|
|
| Fisher Pivots for day following 11-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
36.00 |
37.08 |
| PP |
35.87 |
36.59 |
| S1 |
35.75 |
36.11 |
|