NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 16-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
41.61 |
40.92 |
-0.69 |
-1.7% |
44.52 |
High |
42.21 |
42.25 |
0.04 |
0.1% |
45.12 |
Low |
40.22 |
40.06 |
-0.16 |
-0.4% |
40.22 |
Close |
40.74 |
41.74 |
1.00 |
2.5% |
40.74 |
Range |
1.99 |
2.19 |
0.20 |
10.1% |
4.90 |
ATR |
1.73 |
1.77 |
0.03 |
1.9% |
0.00 |
Volume |
480,893 |
535,179 |
54,286 |
11.3% |
2,462,580 |
|
Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.92 |
47.02 |
42.94 |
|
R3 |
45.73 |
44.83 |
42.34 |
|
R2 |
43.54 |
43.54 |
42.14 |
|
R1 |
42.64 |
42.64 |
41.94 |
43.09 |
PP |
41.35 |
41.35 |
41.35 |
41.58 |
S1 |
40.45 |
40.45 |
41.54 |
40.90 |
S2 |
39.16 |
39.16 |
41.34 |
|
S3 |
36.97 |
38.26 |
41.14 |
|
S4 |
34.78 |
36.07 |
40.54 |
|
|
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 |
44.76 |
40.06 |
4.70 |
11.3% |
1.73 |
4.1% |
36% |
False |
True |
501,953 |
10 |
48.36 |
40.06 |
8.30 |
19.9% |
1.77 |
4.2% |
20% |
False |
True |
477,741 |
20 |
48.36 |
40.06 |
8.30 |
19.9% |
1.65 |
4.0% |
20% |
False |
True |
427,605 |
40 |
51.42 |
40.06 |
11.36 |
27.2% |
1.74 |
4.2% |
15% |
False |
True |
306,496 |
60 |
51.42 |
39.22 |
12.20 |
29.2% |
2.01 |
4.8% |
21% |
False |
False |
242,596 |
80 |
51.42 |
39.22 |
12.20 |
29.2% |
1.88 |
4.5% |
21% |
False |
False |
203,952 |
100 |
61.20 |
39.22 |
21.98 |
52.7% |
1.85 |
4.4% |
11% |
False |
False |
175,120 |
120 |
63.12 |
39.22 |
23.90 |
57.3% |
1.80 |
4.3% |
11% |
False |
False |
154,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.56 |
2.618 |
47.98 |
1.618 |
45.79 |
1.000 |
44.44 |
0.618 |
43.60 |
HIGH |
42.25 |
0.618 |
41.41 |
0.500 |
41.16 |
0.382 |
40.90 |
LOW |
40.06 |
0.618 |
38.71 |
1.000 |
37.87 |
1.618 |
36.52 |
2.618 |
34.33 |
4.250 |
30.75 |
|
|
Fisher Pivots for day following 16-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
41.55 |
41.73 |
PP |
41.35 |
41.71 |
S1 |
41.16 |
41.70 |
|