NYMEX Light Sweet Crude Oil Future January 2016
| Trading Metrics calculated at close of trading on 17-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
36.79 |
35.80 |
-0.99 |
-2.7% |
40.10 |
| High |
37.35 |
35.84 |
-1.51 |
-4.0% |
40.15 |
| Low |
35.29 |
34.63 |
-0.66 |
-1.9% |
35.16 |
| Close |
35.52 |
34.95 |
-0.57 |
-1.6% |
35.62 |
| Range |
2.06 |
1.21 |
-0.85 |
-41.3% |
4.99 |
| ATR |
1.80 |
1.76 |
-0.04 |
-2.3% |
0.00 |
| Volume |
402,967 |
196,227 |
-206,740 |
-51.3% |
3,068,109 |
|
| Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
38.77 |
38.07 |
35.62 |
|
| R3 |
37.56 |
36.86 |
35.28 |
|
| R2 |
36.35 |
36.35 |
35.17 |
|
| R1 |
35.65 |
35.65 |
35.06 |
35.40 |
| PP |
35.14 |
35.14 |
35.14 |
35.01 |
| S1 |
34.44 |
34.44 |
34.84 |
34.19 |
| S2 |
33.93 |
33.93 |
34.73 |
|
| S3 |
32.72 |
33.23 |
34.62 |
|
| S4 |
31.51 |
32.02 |
34.28 |
|
|
| 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 |
37.88 |
34.53 |
3.35 |
9.6% |
1.79 |
5.1% |
13% |
False |
False |
425,847 |
| 10 |
42.00 |
34.53 |
7.47 |
21.4% |
1.92 |
5.5% |
6% |
False |
False |
520,269 |
| 20 |
43.46 |
34.53 |
8.93 |
25.6% |
1.74 |
5.0% |
5% |
False |
False |
476,538 |
| 40 |
49.23 |
34.53 |
14.70 |
42.1% |
1.68 |
4.8% |
3% |
False |
False |
324,330 |
| 60 |
52.05 |
34.53 |
17.52 |
50.1% |
1.69 |
4.8% |
2% |
False |
False |
239,702 |
| 80 |
52.05 |
34.53 |
17.52 |
50.1% |
1.88 |
5.4% |
2% |
False |
False |
189,720 |
| 100 |
52.05 |
34.53 |
17.52 |
50.1% |
1.81 |
5.2% |
2% |
False |
False |
158,308 |
| 120 |
61.26 |
34.53 |
26.73 |
76.5% |
1.79 |
5.1% |
2% |
False |
False |
134,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
40.98 |
|
2.618 |
39.01 |
|
1.618 |
37.80 |
|
1.000 |
37.05 |
|
0.618 |
36.59 |
|
HIGH |
35.84 |
|
0.618 |
35.38 |
|
0.500 |
35.24 |
|
0.382 |
35.09 |
|
LOW |
34.63 |
|
0.618 |
33.88 |
|
1.000 |
33.42 |
|
1.618 |
32.67 |
|
2.618 |
31.46 |
|
4.250 |
29.49 |
|
|
| Fisher Pivots for day following 17-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
35.24 |
36.26 |
| PP |
35.14 |
35.82 |
| S1 |
35.05 |
35.39 |
|