NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 29-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2015 |
29-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
43.44 |
46.06 |
2.62 |
6.0% |
47.72 |
High |
46.22 |
46.79 |
0.57 |
1.2% |
47.91 |
Low |
43.06 |
45.16 |
2.10 |
4.9% |
44.20 |
Close |
45.94 |
46.06 |
0.12 |
0.3% |
44.60 |
Range |
3.16 |
1.63 |
-1.53 |
-48.4% |
3.71 |
ATR |
1.83 |
1.81 |
-0.01 |
-0.8% |
0.00 |
Volume |
521,518 |
436,513 |
-85,005 |
-16.3% |
1,870,523 |
|
Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.89 |
50.11 |
46.96 |
|
R3 |
49.26 |
48.48 |
46.51 |
|
R2 |
47.63 |
47.63 |
46.36 |
|
R1 |
46.85 |
46.85 |
46.21 |
46.88 |
PP |
46.00 |
46.00 |
46.00 |
46.02 |
S1 |
45.22 |
45.22 |
45.91 |
45.25 |
S2 |
44.37 |
44.37 |
45.76 |
|
S3 |
42.74 |
43.59 |
45.61 |
|
S4 |
41.11 |
41.96 |
45.16 |
|
|
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 |
46.79 |
42.58 |
4.21 |
9.1% |
1.79 |
3.9% |
83% |
True |
False |
407,503 |
10 |
47.97 |
42.58 |
5.39 |
11.7% |
1.56 |
3.4% |
65% |
False |
False |
378,577 |
20 |
51.42 |
42.58 |
8.84 |
19.2% |
1.81 |
3.9% |
39% |
False |
False |
297,464 |
40 |
51.42 |
42.58 |
8.84 |
19.2% |
1.83 |
4.0% |
39% |
False |
False |
201,307 |
60 |
51.42 |
39.22 |
12.20 |
26.5% |
1.96 |
4.3% |
56% |
False |
False |
172,597 |
80 |
55.70 |
39.22 |
16.48 |
35.8% |
1.87 |
4.1% |
42% |
False |
False |
145,234 |
100 |
63.12 |
39.22 |
23.90 |
51.9% |
1.81 |
3.9% |
29% |
False |
False |
126,301 |
120 |
64.39 |
39.22 |
25.17 |
54.6% |
1.79 |
3.9% |
27% |
False |
False |
113,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.72 |
2.618 |
51.06 |
1.618 |
49.43 |
1.000 |
48.42 |
0.618 |
47.80 |
HIGH |
46.79 |
0.618 |
46.17 |
0.500 |
45.98 |
0.382 |
45.78 |
LOW |
45.16 |
0.618 |
44.15 |
1.000 |
43.53 |
1.618 |
42.52 |
2.618 |
40.89 |
4.250 |
38.23 |
|
|
Fisher Pivots for day following 29-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
46.03 |
45.60 |
PP |
46.00 |
45.14 |
S1 |
45.98 |
44.69 |
|