NYMEX Light Sweet Crude Oil Future May 2016
| Trading Metrics calculated at close of trading on 28-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2015 |
28-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
40.09 |
40.48 |
0.39 |
1.0% |
38.95 |
| High |
40.73 |
40.48 |
-0.25 |
-0.6% |
40.73 |
| Low |
39.66 |
39.18 |
-0.48 |
-1.2% |
38.21 |
| Close |
40.64 |
39.40 |
-1.24 |
-3.1% |
40.64 |
| Range |
1.07 |
1.30 |
0.23 |
21.5% |
2.52 |
| ATR |
1.33 |
1.34 |
0.01 |
0.7% |
0.00 |
| Volume |
13,924 |
11,492 |
-2,432 |
-17.5% |
77,381 |
|
| Daily Pivots for day following 28-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
43.59 |
42.79 |
40.12 |
|
| R3 |
42.29 |
41.49 |
39.76 |
|
| R2 |
40.99 |
40.99 |
39.64 |
|
| R1 |
40.19 |
40.19 |
39.52 |
39.94 |
| PP |
39.69 |
39.69 |
39.69 |
39.56 |
| S1 |
38.89 |
38.89 |
39.28 |
38.64 |
| S2 |
38.39 |
38.39 |
39.16 |
|
| S3 |
37.09 |
37.59 |
39.04 |
|
| S4 |
35.79 |
36.29 |
38.69 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
47.42 |
46.55 |
42.03 |
|
| R3 |
44.90 |
44.03 |
41.33 |
|
| R2 |
42.38 |
42.38 |
41.10 |
|
| R1 |
41.51 |
41.51 |
40.87 |
41.95 |
| PP |
39.86 |
39.86 |
39.86 |
40.08 |
| S1 |
38.99 |
38.99 |
40.41 |
39.43 |
| S2 |
37.34 |
37.34 |
40.18 |
|
| S3 |
34.82 |
36.47 |
39.95 |
|
| S4 |
32.30 |
33.95 |
39.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
40.73 |
38.21 |
2.52 |
6.4% |
1.04 |
2.6% |
47% |
False |
False |
17,774 |
| 10 |
41.66 |
38.21 |
3.45 |
8.8% |
1.22 |
3.1% |
34% |
False |
False |
20,585 |
| 20 |
46.46 |
38.21 |
8.25 |
20.9% |
1.35 |
3.4% |
14% |
False |
False |
22,838 |
| 40 |
51.63 |
38.21 |
13.42 |
34.1% |
1.35 |
3.4% |
9% |
False |
False |
18,205 |
| 60 |
53.22 |
38.21 |
15.01 |
38.1% |
1.34 |
3.4% |
8% |
False |
False |
15,177 |
| 80 |
53.22 |
38.21 |
15.01 |
38.1% |
1.34 |
3.4% |
8% |
False |
False |
12,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
46.01 |
|
2.618 |
43.88 |
|
1.618 |
42.58 |
|
1.000 |
41.78 |
|
0.618 |
41.28 |
|
HIGH |
40.48 |
|
0.618 |
39.98 |
|
0.500 |
39.83 |
|
0.382 |
39.68 |
|
LOW |
39.18 |
|
0.618 |
38.38 |
|
1.000 |
37.88 |
|
1.618 |
37.08 |
|
2.618 |
35.78 |
|
4.250 |
33.66 |
|
|
| Fisher Pivots for day following 28-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
39.83 |
39.71 |
| PP |
39.69 |
39.60 |
| S1 |
39.54 |
39.50 |
|