NYMEX Light Sweet Crude Oil Future March 2016
| Trading Metrics calculated at close of trading on 03-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2015 |
03-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
43.90 |
42.62 |
-1.28 |
-2.9% |
43.94 |
| High |
44.23 |
44.31 |
0.08 |
0.2% |
45.93 |
| Low |
42.37 |
42.60 |
0.23 |
0.5% |
42.94 |
| Close |
42.49 |
43.60 |
1.11 |
2.6% |
44.10 |
| Range |
1.86 |
1.71 |
-0.15 |
-8.1% |
2.99 |
| ATR |
1.51 |
1.53 |
0.02 |
1.5% |
0.00 |
| Volume |
82,214 |
67,376 |
-14,838 |
-18.0% |
201,445 |
|
| Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.63 |
47.83 |
44.54 |
|
| R3 |
46.92 |
46.12 |
44.07 |
|
| R2 |
45.21 |
45.21 |
43.91 |
|
| R1 |
44.41 |
44.41 |
43.76 |
44.81 |
| PP |
43.50 |
43.50 |
43.50 |
43.71 |
| S1 |
42.70 |
42.70 |
43.44 |
43.10 |
| S2 |
41.79 |
41.79 |
43.29 |
|
| S3 |
40.08 |
40.99 |
43.13 |
|
| S4 |
38.37 |
39.28 |
42.66 |
|
|
| 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 |
45.66 |
42.37 |
3.29 |
7.5% |
1.46 |
3.3% |
37% |
False |
False |
56,921 |
| 10 |
45.93 |
42.37 |
3.56 |
8.2% |
1.48 |
3.4% |
35% |
False |
False |
57,062 |
| 20 |
48.99 |
42.37 |
6.62 |
15.2% |
1.45 |
3.3% |
19% |
False |
False |
55,467 |
| 40 |
53.01 |
42.37 |
10.64 |
24.4% |
1.52 |
3.5% |
12% |
False |
False |
44,550 |
| 60 |
53.01 |
42.37 |
10.64 |
24.4% |
1.57 |
3.6% |
12% |
False |
False |
38,886 |
| 80 |
53.08 |
41.25 |
11.83 |
27.1% |
1.72 |
4.0% |
20% |
False |
False |
35,341 |
| 100 |
56.34 |
41.25 |
15.09 |
34.6% |
1.63 |
3.7% |
16% |
False |
False |
30,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.58 |
|
2.618 |
48.79 |
|
1.618 |
47.08 |
|
1.000 |
46.02 |
|
0.618 |
45.37 |
|
HIGH |
44.31 |
|
0.618 |
43.66 |
|
0.500 |
43.46 |
|
0.382 |
43.25 |
|
LOW |
42.60 |
|
0.618 |
41.54 |
|
1.000 |
40.89 |
|
1.618 |
39.83 |
|
2.618 |
38.12 |
|
4.250 |
35.33 |
|
|
| Fisher Pivots for day following 03-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
43.55 |
43.53 |
| PP |
43.50 |
43.46 |
| S1 |
43.46 |
43.39 |
|