NYMEX Light Sweet Crude Oil Future March 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 |
37.32 |
37.04 |
-0.28 |
-0.8% |
38.33 |
| High |
38.08 |
37.22 |
-0.86 |
-2.3% |
40.18 |
| Low |
36.91 |
36.48 |
-0.43 |
-1.2% |
36.91 |
| Close |
37.21 |
36.87 |
-0.34 |
-0.9% |
37.21 |
| Range |
1.17 |
0.74 |
-0.43 |
-36.8% |
3.27 |
| ATR |
1.57 |
1.52 |
-0.06 |
-3.8% |
0.00 |
| Volume |
69,035 |
70,150 |
1,115 |
1.6% |
535,170 |
|
| Daily Pivots for day following 21-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
39.08 |
38.71 |
37.28 |
|
| R3 |
38.34 |
37.97 |
37.07 |
|
| R2 |
37.60 |
37.60 |
37.01 |
|
| R1 |
37.23 |
37.23 |
36.94 |
37.05 |
| PP |
36.86 |
36.86 |
36.86 |
36.76 |
| S1 |
36.49 |
36.49 |
36.80 |
36.31 |
| S2 |
36.12 |
36.12 |
36.73 |
|
| S3 |
35.38 |
35.75 |
36.67 |
|
| S4 |
34.64 |
35.01 |
36.46 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
47.91 |
45.83 |
39.01 |
|
| R3 |
44.64 |
42.56 |
38.11 |
|
| R2 |
41.37 |
41.37 |
37.81 |
|
| R1 |
39.29 |
39.29 |
37.51 |
38.70 |
| PP |
38.10 |
38.10 |
38.10 |
37.80 |
| S1 |
36.02 |
36.02 |
36.91 |
35.43 |
| S2 |
34.83 |
34.83 |
36.61 |
|
| S3 |
31.56 |
32.75 |
36.31 |
|
| S4 |
28.29 |
29.48 |
35.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
40.18 |
36.48 |
3.70 |
10.0% |
1.31 |
3.5% |
11% |
False |
True |
97,009 |
| 10 |
41.44 |
36.48 |
4.96 |
13.5% |
1.45 |
3.9% |
8% |
False |
True |
120,628 |
| 20 |
45.93 |
36.48 |
9.45 |
25.6% |
1.57 |
4.3% |
4% |
False |
True |
92,969 |
| 40 |
50.70 |
36.48 |
14.22 |
38.6% |
1.55 |
4.2% |
3% |
False |
True |
69,187 |
| 60 |
53.01 |
36.48 |
16.53 |
44.8% |
1.56 |
4.2% |
2% |
False |
True |
57,167 |
| 80 |
53.08 |
36.48 |
16.60 |
45.0% |
1.73 |
4.7% |
2% |
False |
True |
49,258 |
| 100 |
53.08 |
36.48 |
16.60 |
45.0% |
1.69 |
4.6% |
2% |
False |
True |
43,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
40.37 |
|
2.618 |
39.16 |
|
1.618 |
38.42 |
|
1.000 |
37.96 |
|
0.618 |
37.68 |
|
HIGH |
37.22 |
|
0.618 |
36.94 |
|
0.500 |
36.85 |
|
0.382 |
36.76 |
|
LOW |
36.48 |
|
0.618 |
36.02 |
|
1.000 |
35.74 |
|
1.618 |
35.28 |
|
2.618 |
34.54 |
|
4.250 |
33.34 |
|
|
| Fisher Pivots for day following 21-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
36.86 |
37.36 |
| PP |
36.86 |
37.19 |
| S1 |
36.85 |
37.03 |
|