NYMEX Light Sweet Crude Oil Future March 2016
| Trading Metrics calculated at close of trading on 15-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2015 |
15-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
38.33 |
38.68 |
0.35 |
0.9% |
42.68 |
| High |
39.14 |
40.18 |
1.04 |
2.7% |
42.70 |
| Low |
37.33 |
38.48 |
1.15 |
3.1% |
38.18 |
| Close |
38.75 |
39.56 |
0.81 |
2.1% |
38.57 |
| Range |
1.81 |
1.70 |
-0.11 |
-6.1% |
4.52 |
| ATR |
1.63 |
1.63 |
0.01 |
0.3% |
0.00 |
| Volume |
120,275 |
134,938 |
14,663 |
12.2% |
726,700 |
|
| Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
44.51 |
43.73 |
40.50 |
|
| R3 |
42.81 |
42.03 |
40.03 |
|
| R2 |
41.11 |
41.11 |
39.87 |
|
| R1 |
40.33 |
40.33 |
39.72 |
40.72 |
| PP |
39.41 |
39.41 |
39.41 |
39.60 |
| S1 |
38.63 |
38.63 |
39.40 |
39.02 |
| S2 |
37.71 |
37.71 |
39.25 |
|
| S3 |
36.01 |
36.93 |
39.09 |
|
| S4 |
34.31 |
35.23 |
38.63 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.38 |
50.49 |
41.06 |
|
| R3 |
48.86 |
45.97 |
39.81 |
|
| R2 |
44.34 |
44.34 |
39.40 |
|
| R1 |
41.45 |
41.45 |
38.98 |
40.64 |
| PP |
39.82 |
39.82 |
39.82 |
39.41 |
| S1 |
36.93 |
36.93 |
38.16 |
36.12 |
| S2 |
35.30 |
35.30 |
37.74 |
|
| S3 |
30.78 |
32.41 |
37.33 |
|
| S4 |
26.26 |
27.89 |
36.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
41.44 |
37.33 |
4.11 |
10.4% |
1.62 |
4.1% |
54% |
False |
False |
135,322 |
| 10 |
44.45 |
37.33 |
7.12 |
18.0% |
1.78 |
4.5% |
31% |
False |
False |
119,961 |
| 20 |
45.93 |
37.33 |
8.60 |
21.7% |
1.58 |
4.0% |
26% |
False |
False |
86,068 |
| 40 |
50.70 |
37.33 |
13.37 |
33.8% |
1.54 |
3.9% |
17% |
False |
False |
64,226 |
| 60 |
53.01 |
37.33 |
15.68 |
39.6% |
1.58 |
4.0% |
14% |
False |
False |
53,183 |
| 80 |
53.08 |
37.33 |
15.75 |
39.8% |
1.78 |
4.5% |
14% |
False |
False |
46,036 |
| 100 |
53.08 |
37.33 |
15.75 |
39.8% |
1.68 |
4.3% |
14% |
False |
False |
40,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
47.41 |
|
2.618 |
44.63 |
|
1.618 |
42.93 |
|
1.000 |
41.88 |
|
0.618 |
41.23 |
|
HIGH |
40.18 |
|
0.618 |
39.53 |
|
0.500 |
39.33 |
|
0.382 |
39.13 |
|
LOW |
38.48 |
|
0.618 |
37.43 |
|
1.000 |
36.78 |
|
1.618 |
35.73 |
|
2.618 |
34.03 |
|
4.250 |
31.26 |
|
|
| Fisher Pivots for day following 15-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
39.48 |
39.29 |
| PP |
39.41 |
39.02 |
| S1 |
39.33 |
38.76 |
|