NYMEX Light Sweet Crude Oil Future February 2016
| Trading Metrics calculated at close of trading on 18-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2015 |
18-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
37.05 |
36.15 |
-0.90 |
-2.4% |
36.99 |
| High |
37.08 |
36.94 |
-0.14 |
-0.4% |
39.13 |
| Low |
35.96 |
35.68 |
-0.28 |
-0.8% |
35.68 |
| Close |
36.27 |
36.06 |
-0.21 |
-0.6% |
36.06 |
| Range |
1.12 |
1.26 |
0.14 |
12.5% |
3.45 |
| ATR |
1.67 |
1.64 |
-0.03 |
-1.8% |
0.00 |
| Volume |
292,565 |
402,547 |
109,982 |
37.6% |
1,503,981 |
|
| Daily Pivots for day following 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
40.01 |
39.29 |
36.75 |
|
| R3 |
38.75 |
38.03 |
36.41 |
|
| R2 |
37.49 |
37.49 |
36.29 |
|
| R1 |
36.77 |
36.77 |
36.18 |
36.50 |
| PP |
36.23 |
36.23 |
36.23 |
36.09 |
| S1 |
35.51 |
35.51 |
35.94 |
35.24 |
| S2 |
34.97 |
34.97 |
35.83 |
|
| S3 |
33.71 |
34.25 |
35.71 |
|
| S4 |
32.45 |
32.99 |
35.37 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
47.31 |
45.13 |
37.96 |
|
| R3 |
43.86 |
41.68 |
37.01 |
|
| R2 |
40.41 |
40.41 |
36.69 |
|
| R1 |
38.23 |
38.23 |
36.38 |
37.60 |
| PP |
36.96 |
36.96 |
36.96 |
36.64 |
| S1 |
34.78 |
34.78 |
35.74 |
34.15 |
| S2 |
33.51 |
33.51 |
35.43 |
|
| S3 |
30.06 |
31.33 |
35.11 |
|
| S4 |
26.61 |
27.88 |
34.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
39.13 |
35.68 |
3.45 |
9.6% |
1.61 |
4.5% |
11% |
False |
True |
300,796 |
| 10 |
41.61 |
35.68 |
5.93 |
16.4% |
1.71 |
4.7% |
6% |
False |
True |
284,410 |
| 20 |
44.82 |
35.68 |
9.14 |
25.3% |
1.68 |
4.6% |
4% |
False |
True |
190,669 |
| 40 |
50.02 |
35.68 |
14.34 |
39.8% |
1.62 |
4.5% |
3% |
False |
True |
123,562 |
| 60 |
52.60 |
35.68 |
16.92 |
46.9% |
1.62 |
4.5% |
2% |
False |
True |
91,943 |
| 80 |
52.60 |
35.68 |
16.92 |
46.9% |
1.81 |
5.0% |
2% |
False |
True |
74,576 |
| 100 |
52.60 |
35.68 |
16.92 |
46.9% |
1.71 |
4.7% |
2% |
False |
True |
62,665 |
| 120 |
60.69 |
35.68 |
25.01 |
69.4% |
1.69 |
4.7% |
2% |
False |
True |
53,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
42.30 |
|
2.618 |
40.24 |
|
1.618 |
38.98 |
|
1.000 |
38.20 |
|
0.618 |
37.72 |
|
HIGH |
36.94 |
|
0.618 |
36.46 |
|
0.500 |
36.31 |
|
0.382 |
36.16 |
|
LOW |
35.68 |
|
0.618 |
34.90 |
|
1.000 |
34.42 |
|
1.618 |
33.64 |
|
2.618 |
32.38 |
|
4.250 |
30.33 |
|
|
| Fisher Pivots for day following 18-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
36.31 |
37.11 |
| PP |
36.23 |
36.76 |
| S1 |
36.14 |
36.41 |
|