NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 13-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
43.05 |
41.61 |
-1.44 |
-3.3% |
44.52 |
High |
43.33 |
42.21 |
-1.12 |
-2.6% |
45.12 |
Low |
41.54 |
40.22 |
-1.32 |
-3.2% |
40.22 |
Close |
41.75 |
40.74 |
-1.01 |
-2.4% |
40.74 |
Range |
1.79 |
1.99 |
0.20 |
11.2% |
4.90 |
ATR |
1.71 |
1.73 |
0.02 |
1.2% |
0.00 |
Volume |
545,351 |
480,893 |
-64,458 |
-11.8% |
2,462,580 |
|
Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.03 |
45.87 |
41.83 |
|
R3 |
45.04 |
43.88 |
41.29 |
|
R2 |
43.05 |
43.05 |
41.10 |
|
R1 |
41.89 |
41.89 |
40.92 |
41.48 |
PP |
41.06 |
41.06 |
41.06 |
40.85 |
S1 |
39.90 |
39.90 |
40.56 |
39.49 |
S2 |
39.07 |
39.07 |
40.38 |
|
S3 |
37.08 |
37.91 |
40.19 |
|
S4 |
35.09 |
35.92 |
39.65 |
|
|
Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.73 |
53.63 |
43.44 |
|
R3 |
51.83 |
48.73 |
42.09 |
|
R2 |
46.93 |
46.93 |
41.64 |
|
R1 |
43.83 |
43.83 |
41.19 |
42.93 |
PP |
42.03 |
42.03 |
42.03 |
41.58 |
S1 |
38.93 |
38.93 |
40.29 |
38.03 |
S2 |
37.13 |
37.13 |
39.84 |
|
S3 |
32.23 |
34.03 |
39.39 |
|
S4 |
27.33 |
29.13 |
38.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
45.12 |
40.22 |
4.90 |
12.0% |
1.59 |
3.9% |
11% |
False |
True |
492,516 |
10 |
48.36 |
40.22 |
8.14 |
20.0% |
1.67 |
4.1% |
6% |
False |
True |
454,775 |
20 |
48.36 |
40.22 |
8.14 |
20.0% |
1.63 |
4.0% |
6% |
False |
True |
420,626 |
40 |
51.42 |
40.22 |
11.20 |
27.5% |
1.74 |
4.3% |
5% |
False |
True |
295,472 |
60 |
51.42 |
39.22 |
12.20 |
29.9% |
2.00 |
4.9% |
12% |
False |
False |
235,942 |
80 |
51.42 |
39.22 |
12.20 |
29.9% |
1.87 |
4.6% |
12% |
False |
False |
198,207 |
100 |
61.70 |
39.22 |
22.48 |
55.2% |
1.84 |
4.5% |
7% |
False |
False |
170,281 |
120 |
63.12 |
39.22 |
23.90 |
58.7% |
1.79 |
4.4% |
6% |
False |
False |
150,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.67 |
2.618 |
47.42 |
1.618 |
45.43 |
1.000 |
44.20 |
0.618 |
43.44 |
HIGH |
42.21 |
0.618 |
41.45 |
0.500 |
41.22 |
0.382 |
40.98 |
LOW |
40.22 |
0.618 |
38.99 |
1.000 |
38.23 |
1.618 |
37.00 |
2.618 |
35.01 |
4.250 |
31.76 |
|
|
Fisher Pivots for day following 13-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
41.22 |
42.17 |
PP |
41.06 |
41.69 |
S1 |
40.90 |
41.22 |
|