NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 27-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2015 |
27-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
44.74 |
43.78 |
-0.96 |
-2.1% |
47.72 |
High |
44.94 |
43.91 |
-1.03 |
-2.3% |
47.91 |
Low |
43.64 |
42.58 |
-1.06 |
-2.4% |
44.20 |
Close |
43.98 |
43.20 |
-0.78 |
-1.8% |
44.60 |
Range |
1.30 |
1.33 |
0.03 |
2.3% |
3.71 |
ATR |
1.75 |
1.72 |
-0.02 |
-1.4% |
0.00 |
Volume |
302,084 |
370,825 |
68,741 |
22.8% |
1,870,523 |
|
Daily Pivots for day following 27-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.22 |
46.54 |
43.93 |
|
R3 |
45.89 |
45.21 |
43.57 |
|
R2 |
44.56 |
44.56 |
43.44 |
|
R1 |
43.88 |
43.88 |
43.32 |
43.56 |
PP |
43.23 |
43.23 |
43.23 |
43.07 |
S1 |
42.55 |
42.55 |
43.08 |
42.23 |
S2 |
41.90 |
41.90 |
42.96 |
|
S3 |
40.57 |
41.22 |
42.83 |
|
S4 |
39.24 |
39.89 |
42.47 |
|
|
Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.70 |
54.36 |
46.64 |
|
R3 |
52.99 |
50.65 |
45.62 |
|
R2 |
49.28 |
49.28 |
45.28 |
|
R1 |
46.94 |
46.94 |
44.94 |
46.26 |
PP |
45.57 |
45.57 |
45.57 |
45.23 |
S1 |
43.23 |
43.23 |
44.26 |
42.55 |
S2 |
41.86 |
41.86 |
43.92 |
|
S3 |
38.15 |
39.52 |
43.58 |
|
S4 |
34.44 |
35.81 |
42.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.10 |
42.58 |
3.52 |
8.1% |
1.32 |
3.1% |
18% |
False |
True |
357,303 |
10 |
47.97 |
42.58 |
5.39 |
12.5% |
1.36 |
3.1% |
12% |
False |
True |
329,655 |
20 |
51.42 |
42.58 |
8.84 |
20.5% |
1.75 |
4.1% |
7% |
False |
True |
263,269 |
40 |
51.42 |
42.58 |
8.84 |
20.5% |
1.91 |
4.4% |
7% |
False |
True |
185,844 |
60 |
51.42 |
39.22 |
12.20 |
28.2% |
1.93 |
4.5% |
33% |
False |
False |
158,796 |
80 |
55.70 |
39.22 |
16.48 |
38.1% |
1.86 |
4.3% |
24% |
False |
False |
135,315 |
100 |
63.12 |
39.22 |
23.90 |
55.3% |
1.79 |
4.1% |
17% |
False |
False |
117,776 |
120 |
64.39 |
39.22 |
25.17 |
58.3% |
1.77 |
4.1% |
16% |
False |
False |
106,450 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.56 |
2.618 |
47.39 |
1.618 |
46.06 |
1.000 |
45.24 |
0.618 |
44.73 |
HIGH |
43.91 |
0.618 |
43.40 |
0.500 |
43.25 |
0.382 |
43.09 |
LOW |
42.58 |
0.618 |
41.76 |
1.000 |
41.25 |
1.618 |
40.43 |
2.618 |
39.10 |
4.250 |
36.93 |
|
|
Fisher Pivots for day following 27-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
43.25 |
44.17 |
PP |
43.23 |
43.84 |
S1 |
43.22 |
43.52 |
|