NYMEX Light Sweet Crude Oil Future February 2016
| Trading Metrics calculated at close of trading on 21-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2015 |
21-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
36.15 |
35.90 |
-0.25 |
-0.7% |
36.99 |
| High |
36.94 |
36.10 |
-0.84 |
-2.3% |
39.13 |
| Low |
35.68 |
35.35 |
-0.33 |
-0.9% |
35.68 |
| Close |
36.06 |
35.81 |
-0.25 |
-0.7% |
36.06 |
| Range |
1.26 |
0.75 |
-0.51 |
-40.5% |
3.45 |
| ATR |
1.64 |
1.58 |
-0.06 |
-3.9% |
0.00 |
| Volume |
402,547 |
298,080 |
-104,467 |
-26.0% |
1,503,981 |
|
| Daily Pivots for day following 21-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
38.00 |
37.66 |
36.22 |
|
| R3 |
37.25 |
36.91 |
36.02 |
|
| R2 |
36.50 |
36.50 |
35.95 |
|
| R1 |
36.16 |
36.16 |
35.88 |
35.96 |
| PP |
35.75 |
35.75 |
35.75 |
35.65 |
| S1 |
35.41 |
35.41 |
35.74 |
35.21 |
| S2 |
35.00 |
35.00 |
35.67 |
|
| S3 |
34.25 |
34.66 |
35.60 |
|
| S4 |
33.50 |
33.91 |
35.40 |
|
|
| 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 |
35.35 |
3.78 |
10.6% |
1.38 |
3.9% |
12% |
False |
True |
313,460 |
| 10 |
40.34 |
35.35 |
4.99 |
13.9% |
1.53 |
4.3% |
9% |
False |
True |
287,803 |
| 20 |
44.82 |
35.35 |
9.47 |
26.4% |
1.64 |
4.6% |
5% |
False |
True |
200,270 |
| 40 |
50.02 |
35.35 |
14.67 |
41.0% |
1.60 |
4.5% |
3% |
False |
True |
129,707 |
| 60 |
52.60 |
35.35 |
17.25 |
48.2% |
1.61 |
4.5% |
3% |
False |
True |
96,571 |
| 80 |
52.60 |
35.35 |
17.25 |
48.2% |
1.77 |
4.9% |
3% |
False |
True |
78,014 |
| 100 |
52.60 |
35.35 |
17.25 |
48.2% |
1.71 |
4.8% |
3% |
False |
True |
65,536 |
| 120 |
60.00 |
35.35 |
24.65 |
68.8% |
1.69 |
4.7% |
2% |
False |
True |
55,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
39.29 |
|
2.618 |
38.06 |
|
1.618 |
37.31 |
|
1.000 |
36.85 |
|
0.618 |
36.56 |
|
HIGH |
36.10 |
|
0.618 |
35.81 |
|
0.500 |
35.73 |
|
0.382 |
35.64 |
|
LOW |
35.35 |
|
0.618 |
34.89 |
|
1.000 |
34.60 |
|
1.618 |
34.14 |
|
2.618 |
33.39 |
|
4.250 |
32.16 |
|
|
| Fisher Pivots for day following 21-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
35.78 |
36.22 |
| PP |
35.75 |
36.08 |
| S1 |
35.73 |
35.95 |
|