NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 02-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2015 |
02-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
45.74 |
46.43 |
0.69 |
1.5% |
44.74 |
High |
47.03 |
46.73 |
-0.30 |
-0.6% |
47.03 |
Low |
45.48 |
45.56 |
0.08 |
0.2% |
42.58 |
Close |
46.59 |
46.14 |
-0.45 |
-1.0% |
46.59 |
Range |
1.55 |
1.17 |
-0.38 |
-24.5% |
4.45 |
ATR |
1.79 |
1.75 |
-0.04 |
-2.5% |
0.00 |
Volume |
363,307 |
305,518 |
-57,789 |
-15.9% |
1,994,247 |
|
Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.65 |
49.07 |
46.78 |
|
R3 |
48.48 |
47.90 |
46.46 |
|
R2 |
47.31 |
47.31 |
46.35 |
|
R1 |
46.73 |
46.73 |
46.25 |
46.44 |
PP |
46.14 |
46.14 |
46.14 |
46.00 |
S1 |
45.56 |
45.56 |
46.03 |
45.27 |
S2 |
44.97 |
44.97 |
45.93 |
|
S3 |
43.80 |
44.39 |
45.82 |
|
S4 |
42.63 |
43.22 |
45.50 |
|
|
Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.75 |
57.12 |
49.04 |
|
R3 |
54.30 |
52.67 |
47.81 |
|
R2 |
49.85 |
49.85 |
47.41 |
|
R1 |
48.22 |
48.22 |
47.00 |
49.04 |
PP |
45.40 |
45.40 |
45.40 |
45.81 |
S1 |
43.77 |
43.77 |
46.18 |
44.59 |
S2 |
40.95 |
40.95 |
45.77 |
|
S3 |
36.50 |
39.32 |
45.37 |
|
S4 |
32.05 |
34.87 |
44.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
47.03 |
42.58 |
4.45 |
9.6% |
1.77 |
3.8% |
80% |
False |
False |
399,536 |
10 |
47.03 |
42.58 |
4.45 |
9.6% |
1.53 |
3.3% |
80% |
False |
False |
377,468 |
20 |
51.42 |
42.58 |
8.84 |
19.2% |
1.77 |
3.8% |
40% |
False |
False |
316,807 |
40 |
51.42 |
42.58 |
8.84 |
19.2% |
1.79 |
3.9% |
40% |
False |
False |
211,488 |
60 |
51.42 |
39.22 |
12.20 |
26.4% |
1.97 |
4.3% |
57% |
False |
False |
180,802 |
80 |
55.30 |
39.22 |
16.08 |
34.9% |
1.85 |
4.0% |
43% |
False |
False |
151,729 |
100 |
62.98 |
39.22 |
23.76 |
51.5% |
1.81 |
3.9% |
29% |
False |
False |
131,871 |
120 |
63.65 |
39.22 |
24.43 |
52.9% |
1.78 |
3.9% |
28% |
False |
False |
118,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.70 |
2.618 |
49.79 |
1.618 |
48.62 |
1.000 |
47.90 |
0.618 |
47.45 |
HIGH |
46.73 |
0.618 |
46.28 |
0.500 |
46.15 |
0.382 |
46.01 |
LOW |
45.56 |
0.618 |
44.84 |
1.000 |
44.39 |
1.618 |
43.67 |
2.618 |
42.50 |
4.250 |
40.59 |
|
|
Fisher Pivots for day following 02-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
46.15 |
46.13 |
PP |
46.14 |
46.11 |
S1 |
46.14 |
46.10 |
|