NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 11-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2015 |
11-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
44.10 |
43.63 |
-0.47 |
-1.1% |
46.43 |
High |
44.76 |
44.11 |
-0.65 |
-1.5% |
48.36 |
Low |
43.57 |
42.62 |
-0.95 |
-2.2% |
44.11 |
Close |
44.21 |
42.93 |
-1.28 |
-2.9% |
44.29 |
Range |
1.19 |
1.49 |
0.30 |
25.2% |
4.25 |
ATR |
1.72 |
1.71 |
-0.01 |
-0.5% |
0.00 |
Volume |
445,973 |
502,371 |
56,398 |
12.6% |
2,085,178 |
|
Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.69 |
46.80 |
43.75 |
|
R3 |
46.20 |
45.31 |
43.34 |
|
R2 |
44.71 |
44.71 |
43.20 |
|
R1 |
43.82 |
43.82 |
43.07 |
43.52 |
PP |
43.22 |
43.22 |
43.22 |
43.07 |
S1 |
42.33 |
42.33 |
42.79 |
42.03 |
S2 |
41.73 |
41.73 |
42.66 |
|
S3 |
40.24 |
40.84 |
42.52 |
|
S4 |
38.75 |
39.35 |
42.11 |
|
|
Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.34 |
55.56 |
46.63 |
|
R3 |
54.09 |
51.31 |
45.46 |
|
R2 |
49.84 |
49.84 |
45.07 |
|
R1 |
47.06 |
47.06 |
44.68 |
46.33 |
PP |
45.59 |
45.59 |
45.59 |
45.22 |
S1 |
42.81 |
42.81 |
43.90 |
42.08 |
S2 |
41.34 |
41.34 |
43.51 |
|
S3 |
37.09 |
38.56 |
43.12 |
|
S4 |
32.84 |
34.31 |
41.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.65 |
42.62 |
4.03 |
9.4% |
1.44 |
3.4% |
8% |
False |
True |
464,423 |
10 |
48.36 |
42.62 |
5.74 |
13.4% |
1.61 |
3.7% |
5% |
False |
True |
432,133 |
20 |
48.36 |
42.58 |
5.78 |
13.5% |
1.59 |
3.7% |
6% |
False |
False |
397,376 |
40 |
51.42 |
42.58 |
8.84 |
20.6% |
1.74 |
4.1% |
4% |
False |
False |
275,930 |
60 |
51.42 |
39.22 |
12.20 |
28.4% |
2.00 |
4.7% |
30% |
False |
False |
222,307 |
80 |
52.42 |
39.22 |
13.20 |
30.7% |
1.86 |
4.3% |
28% |
False |
False |
186,884 |
100 |
62.80 |
39.22 |
23.58 |
54.9% |
1.83 |
4.3% |
16% |
False |
False |
161,033 |
120 |
63.12 |
39.22 |
23.90 |
55.7% |
1.79 |
4.2% |
16% |
False |
False |
142,653 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.44 |
2.618 |
48.01 |
1.618 |
46.52 |
1.000 |
45.60 |
0.618 |
45.03 |
HIGH |
44.11 |
0.618 |
43.54 |
0.500 |
43.37 |
0.382 |
43.19 |
LOW |
42.62 |
0.618 |
41.70 |
1.000 |
41.13 |
1.618 |
40.21 |
2.618 |
38.72 |
4.250 |
36.29 |
|
|
Fisher Pivots for day following 11-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
43.37 |
43.87 |
PP |
43.22 |
43.56 |
S1 |
43.08 |
43.24 |
|