NYMEX Light Sweet Crude Oil Future March 2016
| Trading Metrics calculated at close of trading on 22-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2015 |
22-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
37.04 |
36.83 |
-0.21 |
-0.6% |
38.33 |
| High |
37.22 |
37.46 |
0.24 |
0.6% |
40.18 |
| Low |
36.48 |
36.69 |
0.21 |
0.6% |
36.91 |
| Close |
36.87 |
37.06 |
0.19 |
0.5% |
37.21 |
| Range |
0.74 |
0.77 |
0.03 |
4.1% |
3.27 |
| ATR |
1.52 |
1.46 |
-0.05 |
-3.5% |
0.00 |
| Volume |
70,150 |
87,271 |
17,121 |
24.4% |
535,170 |
|
| Daily Pivots for day following 22-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
39.38 |
38.99 |
37.48 |
|
| R3 |
38.61 |
38.22 |
37.27 |
|
| R2 |
37.84 |
37.84 |
37.20 |
|
| R1 |
37.45 |
37.45 |
37.13 |
37.65 |
| PP |
37.07 |
37.07 |
37.07 |
37.17 |
| S1 |
36.68 |
36.68 |
36.99 |
36.88 |
| S2 |
36.30 |
36.30 |
36.92 |
|
| S3 |
35.53 |
35.91 |
36.85 |
|
| S4 |
34.76 |
35.14 |
36.64 |
|
|
| 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 |
39.56 |
36.48 |
3.08 |
8.3% |
1.12 |
3.0% |
19% |
False |
False |
87,475 |
| 10 |
41.44 |
36.48 |
4.96 |
13.4% |
1.37 |
3.7% |
12% |
False |
False |
111,398 |
| 20 |
45.93 |
36.48 |
9.45 |
25.5% |
1.50 |
4.1% |
6% |
False |
False |
93,550 |
| 40 |
50.70 |
36.48 |
14.22 |
38.4% |
1.54 |
4.2% |
4% |
False |
False |
70,506 |
| 60 |
53.01 |
36.48 |
16.53 |
44.6% |
1.55 |
4.2% |
4% |
False |
False |
58,191 |
| 80 |
53.08 |
36.48 |
16.60 |
44.8% |
1.69 |
4.6% |
3% |
False |
False |
49,962 |
| 100 |
53.08 |
36.48 |
16.60 |
44.8% |
1.68 |
4.5% |
3% |
False |
False |
44,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
40.73 |
|
2.618 |
39.48 |
|
1.618 |
38.71 |
|
1.000 |
38.23 |
|
0.618 |
37.94 |
|
HIGH |
37.46 |
|
0.618 |
37.17 |
|
0.500 |
37.08 |
|
0.382 |
36.98 |
|
LOW |
36.69 |
|
0.618 |
36.21 |
|
1.000 |
35.92 |
|
1.618 |
35.44 |
|
2.618 |
34.67 |
|
4.250 |
33.42 |
|
|
| Fisher Pivots for day following 22-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
37.08 |
37.28 |
| PP |
37.07 |
37.21 |
| S1 |
37.07 |
37.13 |
|