NYMEX Light Sweet Crude Oil Future March 2016
| Trading Metrics calculated at close of trading on 01-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2015 |
01-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
44.10 |
43.93 |
-0.17 |
-0.4% |
43.94 |
| High |
44.93 |
44.41 |
-0.52 |
-1.2% |
45.93 |
| Low |
43.82 |
43.40 |
-0.42 |
-1.0% |
42.94 |
| Close |
43.93 |
44.08 |
0.15 |
0.3% |
44.10 |
| Range |
1.11 |
1.01 |
-0.10 |
-9.0% |
2.99 |
| ATR |
1.52 |
1.48 |
-0.04 |
-2.4% |
0.00 |
| Volume |
48,379 |
59,844 |
11,465 |
23.7% |
201,445 |
|
| Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.99 |
46.55 |
44.64 |
|
| R3 |
45.98 |
45.54 |
44.36 |
|
| R2 |
44.97 |
44.97 |
44.27 |
|
| R1 |
44.53 |
44.53 |
44.17 |
44.75 |
| PP |
43.96 |
43.96 |
43.96 |
44.08 |
| S1 |
43.52 |
43.52 |
43.99 |
43.74 |
| S2 |
42.95 |
42.95 |
43.89 |
|
| S3 |
41.94 |
42.51 |
43.80 |
|
| S4 |
40.93 |
41.50 |
43.52 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.29 |
51.69 |
45.74 |
|
| R3 |
50.30 |
48.70 |
44.92 |
|
| R2 |
47.31 |
47.31 |
44.65 |
|
| R1 |
45.71 |
45.71 |
44.37 |
46.51 |
| PP |
44.32 |
44.32 |
44.32 |
44.73 |
| S1 |
42.72 |
42.72 |
43.83 |
43.52 |
| S2 |
41.33 |
41.33 |
43.55 |
|
| S3 |
38.34 |
39.73 |
43.28 |
|
| S4 |
35.35 |
36.74 |
42.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
45.93 |
43.40 |
2.53 |
5.7% |
1.32 |
3.0% |
27% |
False |
True |
46,802 |
| 10 |
45.93 |
42.94 |
2.99 |
6.8% |
1.38 |
3.1% |
38% |
False |
False |
52,176 |
| 20 |
50.70 |
42.94 |
7.76 |
17.6% |
1.49 |
3.4% |
15% |
False |
False |
51,235 |
| 40 |
53.01 |
42.94 |
10.07 |
22.8% |
1.55 |
3.5% |
11% |
False |
False |
42,918 |
| 60 |
53.01 |
42.94 |
10.07 |
22.8% |
1.58 |
3.6% |
11% |
False |
False |
36,887 |
| 80 |
53.08 |
41.25 |
11.83 |
26.8% |
1.73 |
3.9% |
24% |
False |
False |
34,017 |
| 100 |
56.44 |
41.25 |
15.19 |
34.5% |
1.63 |
3.7% |
19% |
False |
False |
29,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
48.70 |
|
2.618 |
47.05 |
|
1.618 |
46.04 |
|
1.000 |
45.42 |
|
0.618 |
45.03 |
|
HIGH |
44.41 |
|
0.618 |
44.02 |
|
0.500 |
43.91 |
|
0.382 |
43.79 |
|
LOW |
43.40 |
|
0.618 |
42.78 |
|
1.000 |
42.39 |
|
1.618 |
41.77 |
|
2.618 |
40.76 |
|
4.250 |
39.11 |
|
|
| Fisher Pivots for day following 01-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
44.02 |
44.53 |
| PP |
43.96 |
44.38 |
| S1 |
43.91 |
44.23 |
|