NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 12-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2015 |
12-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
43.63 |
43.05 |
-0.58 |
-1.3% |
46.43 |
High |
44.11 |
43.33 |
-0.78 |
-1.8% |
48.36 |
Low |
42.62 |
41.54 |
-1.08 |
-2.5% |
44.11 |
Close |
42.93 |
41.75 |
-1.18 |
-2.7% |
44.29 |
Range |
1.49 |
1.79 |
0.30 |
20.1% |
4.25 |
ATR |
1.71 |
1.71 |
0.01 |
0.3% |
0.00 |
Volume |
502,371 |
545,351 |
42,980 |
8.6% |
2,085,178 |
|
Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.58 |
46.45 |
42.73 |
|
R3 |
45.79 |
44.66 |
42.24 |
|
R2 |
44.00 |
44.00 |
42.08 |
|
R1 |
42.87 |
42.87 |
41.91 |
42.54 |
PP |
42.21 |
42.21 |
42.21 |
42.04 |
S1 |
41.08 |
41.08 |
41.59 |
40.75 |
S2 |
40.42 |
40.42 |
41.42 |
|
S3 |
38.63 |
39.29 |
41.26 |
|
S4 |
36.84 |
37.50 |
40.77 |
|
|
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 |
45.64 |
41.54 |
4.10 |
9.8% |
1.50 |
3.6% |
5% |
False |
True |
485,964 |
10 |
48.36 |
41.54 |
6.82 |
16.3% |
1.62 |
3.9% |
3% |
False |
True |
443,017 |
20 |
48.36 |
41.54 |
6.82 |
16.3% |
1.59 |
3.8% |
3% |
False |
True |
410,797 |
40 |
51.42 |
41.54 |
9.88 |
23.7% |
1.75 |
4.2% |
2% |
False |
True |
285,996 |
60 |
51.42 |
39.22 |
12.20 |
29.2% |
1.99 |
4.8% |
21% |
False |
False |
229,841 |
80 |
51.43 |
39.22 |
12.21 |
29.2% |
1.86 |
4.5% |
21% |
False |
False |
193,066 |
100 |
62.80 |
39.22 |
23.58 |
56.5% |
1.83 |
4.4% |
11% |
False |
False |
166,066 |
120 |
63.12 |
39.22 |
23.90 |
57.2% |
1.79 |
4.3% |
11% |
False |
False |
146,886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.94 |
2.618 |
48.02 |
1.618 |
46.23 |
1.000 |
45.12 |
0.618 |
44.44 |
HIGH |
43.33 |
0.618 |
42.65 |
0.500 |
42.44 |
0.382 |
42.22 |
LOW |
41.54 |
0.618 |
40.43 |
1.000 |
39.75 |
1.618 |
38.64 |
2.618 |
36.85 |
4.250 |
33.93 |
|
|
Fisher Pivots for day following 12-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
42.44 |
43.15 |
PP |
42.21 |
42.68 |
S1 |
41.98 |
42.22 |
|