NYMEX Light Sweet Crude Oil Future February 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 |
38.06 |
37.05 |
-1.01 |
-2.7% |
41.61 |
| High |
38.53 |
37.08 |
-1.45 |
-3.8% |
41.61 |
| Low |
36.54 |
35.96 |
-0.58 |
-1.6% |
36.82 |
| Close |
36.75 |
36.27 |
-0.48 |
-1.3% |
37.25 |
| Range |
1.99 |
1.12 |
-0.87 |
-43.7% |
4.79 |
| ATR |
1.72 |
1.67 |
-0.04 |
-2.5% |
0.00 |
| Volume |
300,698 |
292,565 |
-8,133 |
-2.7% |
1,340,123 |
|
| Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
39.80 |
39.15 |
36.89 |
|
| R3 |
38.68 |
38.03 |
36.58 |
|
| R2 |
37.56 |
37.56 |
36.48 |
|
| R1 |
36.91 |
36.91 |
36.37 |
36.68 |
| PP |
36.44 |
36.44 |
36.44 |
36.32 |
| S1 |
35.79 |
35.79 |
36.17 |
35.56 |
| S2 |
35.32 |
35.32 |
36.06 |
|
| S3 |
34.20 |
34.67 |
35.96 |
|
| S4 |
33.08 |
33.55 |
35.65 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.93 |
49.88 |
39.88 |
|
| R3 |
48.14 |
45.09 |
38.57 |
|
| R2 |
43.35 |
43.35 |
38.13 |
|
| R1 |
40.30 |
40.30 |
37.69 |
39.43 |
| PP |
38.56 |
38.56 |
38.56 |
38.13 |
| S1 |
35.51 |
35.51 |
36.81 |
34.64 |
| S2 |
33.77 |
33.77 |
36.37 |
|
| S3 |
28.98 |
30.72 |
35.93 |
|
| S4 |
24.19 |
25.93 |
34.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
39.13 |
35.96 |
3.17 |
8.7% |
1.70 |
4.7% |
10% |
False |
True |
265,918 |
| 10 |
43.37 |
35.96 |
7.41 |
20.4% |
1.82 |
5.0% |
4% |
False |
True |
255,961 |
| 20 |
44.82 |
35.96 |
8.86 |
24.4% |
1.66 |
4.6% |
3% |
False |
True |
174,826 |
| 40 |
50.02 |
35.96 |
14.06 |
38.8% |
1.61 |
4.5% |
2% |
False |
True |
114,489 |
| 60 |
52.60 |
35.96 |
16.64 |
45.9% |
1.62 |
4.5% |
2% |
False |
True |
85,590 |
| 80 |
52.60 |
35.96 |
16.64 |
45.9% |
1.80 |
5.0% |
2% |
False |
True |
69,788 |
| 100 |
52.60 |
35.96 |
16.64 |
45.9% |
1.71 |
4.7% |
2% |
False |
True |
58,729 |
| 120 |
61.44 |
35.96 |
25.48 |
70.3% |
1.69 |
4.7% |
1% |
False |
True |
50,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
41.84 |
|
2.618 |
40.01 |
|
1.618 |
38.89 |
|
1.000 |
38.20 |
|
0.618 |
37.77 |
|
HIGH |
37.08 |
|
0.618 |
36.65 |
|
0.500 |
36.52 |
|
0.382 |
36.39 |
|
LOW |
35.96 |
|
0.618 |
35.27 |
|
1.000 |
34.84 |
|
1.618 |
34.15 |
|
2.618 |
33.03 |
|
4.250 |
31.20 |
|
|
| Fisher Pivots for day following 17-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
36.52 |
37.55 |
| PP |
36.44 |
37.12 |
| S1 |
36.35 |
36.70 |
|