NYMEX Light Sweet Crude Oil Future March 2016
| Trading Metrics calculated at close of trading on 24-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2015 |
24-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
37.36 |
38.75 |
1.39 |
3.7% |
38.33 |
| High |
38.87 |
39.24 |
0.37 |
1.0% |
40.18 |
| Low |
37.21 |
38.28 |
1.07 |
2.9% |
36.91 |
| Close |
38.42 |
39.11 |
0.69 |
1.8% |
37.21 |
| Range |
1.66 |
0.96 |
-0.70 |
-42.2% |
3.27 |
| ATR |
1.49 |
1.45 |
-0.04 |
-2.5% |
0.00 |
| Volume |
97,650 |
46,669 |
-50,981 |
-52.2% |
535,170 |
|
| Daily Pivots for day following 24-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
41.76 |
41.39 |
39.64 |
|
| R3 |
40.80 |
40.43 |
39.37 |
|
| R2 |
39.84 |
39.84 |
39.29 |
|
| R1 |
39.47 |
39.47 |
39.20 |
39.66 |
| PP |
38.88 |
38.88 |
38.88 |
38.97 |
| S1 |
38.51 |
38.51 |
39.02 |
38.70 |
| S2 |
37.92 |
37.92 |
38.93 |
|
| S3 |
36.96 |
37.55 |
38.85 |
|
| S4 |
36.00 |
36.59 |
38.58 |
|
|
| 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 |
39.24 |
36.48 |
2.76 |
7.1% |
1.06 |
2.7% |
95% |
True |
False |
74,155 |
| 10 |
40.18 |
36.48 |
3.70 |
9.5% |
1.34 |
3.4% |
71% |
False |
False |
97,943 |
| 20 |
45.66 |
36.48 |
9.18 |
23.5% |
1.49 |
3.8% |
29% |
False |
False |
95,816 |
| 40 |
50.70 |
36.48 |
14.22 |
36.4% |
1.50 |
3.8% |
18% |
False |
False |
72,327 |
| 60 |
53.01 |
36.48 |
16.53 |
42.3% |
1.56 |
4.0% |
16% |
False |
False |
59,926 |
| 80 |
53.01 |
36.48 |
16.53 |
42.3% |
1.59 |
4.1% |
16% |
False |
False |
50,841 |
| 100 |
53.08 |
36.48 |
16.60 |
42.4% |
1.68 |
4.3% |
16% |
False |
False |
45,496 |
| 120 |
56.63 |
36.48 |
20.15 |
51.5% |
1.62 |
4.1% |
13% |
False |
False |
39,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
43.32 |
|
2.618 |
41.75 |
|
1.618 |
40.79 |
|
1.000 |
40.20 |
|
0.618 |
39.83 |
|
HIGH |
39.24 |
|
0.618 |
38.87 |
|
0.500 |
38.76 |
|
0.382 |
38.65 |
|
LOW |
38.28 |
|
0.618 |
37.69 |
|
1.000 |
37.32 |
|
1.618 |
36.73 |
|
2.618 |
35.77 |
|
4.250 |
34.20 |
|
|
| Fisher Pivots for day following 24-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
38.99 |
38.73 |
| PP |
38.88 |
38.35 |
| S1 |
38.76 |
37.97 |
|