NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 17-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2015 |
17-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
40.92 |
41.96 |
1.04 |
2.5% |
44.52 |
High |
42.25 |
42.03 |
-0.22 |
-0.5% |
45.12 |
Low |
40.06 |
40.58 |
0.52 |
1.3% |
40.22 |
Close |
41.74 |
40.67 |
-1.07 |
-2.6% |
40.74 |
Range |
2.19 |
1.45 |
-0.74 |
-33.8% |
4.90 |
ATR |
1.77 |
1.74 |
-0.02 |
-1.3% |
0.00 |
Volume |
535,179 |
363,714 |
-171,465 |
-32.0% |
2,462,580 |
|
Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.44 |
44.51 |
41.47 |
|
R3 |
43.99 |
43.06 |
41.07 |
|
R2 |
42.54 |
42.54 |
40.94 |
|
R1 |
41.61 |
41.61 |
40.80 |
41.35 |
PP |
41.09 |
41.09 |
41.09 |
40.97 |
S1 |
40.16 |
40.16 |
40.54 |
39.90 |
S2 |
39.64 |
39.64 |
40.40 |
|
S3 |
38.19 |
38.71 |
40.27 |
|
S4 |
36.74 |
37.26 |
39.87 |
|
|
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 |
44.11 |
40.06 |
4.05 |
10.0% |
1.78 |
4.4% |
15% |
False |
False |
485,501 |
10 |
48.28 |
40.06 |
8.22 |
20.2% |
1.68 |
4.1% |
7% |
False |
False |
470,655 |
20 |
48.36 |
40.06 |
8.30 |
20.4% |
1.66 |
4.1% |
7% |
False |
False |
427,725 |
40 |
51.42 |
40.06 |
11.36 |
27.9% |
1.75 |
4.3% |
5% |
False |
False |
313,874 |
60 |
51.42 |
39.59 |
11.83 |
29.1% |
1.99 |
4.9% |
9% |
False |
False |
246,675 |
80 |
51.42 |
39.22 |
12.20 |
30.0% |
1.88 |
4.6% |
12% |
False |
False |
207,867 |
100 |
61.00 |
39.22 |
21.78 |
53.6% |
1.85 |
4.6% |
7% |
False |
False |
178,453 |
120 |
63.12 |
39.22 |
23.90 |
58.8% |
1.79 |
4.4% |
6% |
False |
False |
157,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.19 |
2.618 |
45.83 |
1.618 |
44.38 |
1.000 |
43.48 |
0.618 |
42.93 |
HIGH |
42.03 |
0.618 |
41.48 |
0.500 |
41.31 |
0.382 |
41.13 |
LOW |
40.58 |
0.618 |
39.68 |
1.000 |
39.13 |
1.618 |
38.23 |
2.618 |
36.78 |
4.250 |
34.42 |
|
|
Fisher Pivots for day following 17-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
41.31 |
41.16 |
PP |
41.09 |
40.99 |
S1 |
40.88 |
40.83 |
|