NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 18-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2015 |
18-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
41.96 |
41.11 |
-0.85 |
-2.0% |
44.52 |
High |
42.03 |
41.55 |
-0.48 |
-1.1% |
45.12 |
Low |
40.58 |
39.91 |
-0.67 |
-1.7% |
40.22 |
Close |
40.67 |
40.75 |
0.08 |
0.2% |
40.74 |
Range |
1.45 |
1.64 |
0.19 |
13.1% |
4.90 |
ATR |
1.74 |
1.74 |
-0.01 |
-0.4% |
0.00 |
Volume |
363,714 |
251,518 |
-112,196 |
-30.8% |
2,462,580 |
|
Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.66 |
44.84 |
41.65 |
|
R3 |
44.02 |
43.20 |
41.20 |
|
R2 |
42.38 |
42.38 |
41.05 |
|
R1 |
41.56 |
41.56 |
40.90 |
41.15 |
PP |
40.74 |
40.74 |
40.74 |
40.53 |
S1 |
39.92 |
39.92 |
40.60 |
39.51 |
S2 |
39.10 |
39.10 |
40.45 |
|
S3 |
37.46 |
38.28 |
40.30 |
|
S4 |
35.82 |
36.64 |
39.85 |
|
|
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 |
43.33 |
39.91 |
3.42 |
8.4% |
1.81 |
4.4% |
25% |
False |
True |
435,331 |
10 |
46.65 |
39.91 |
6.74 |
16.5% |
1.63 |
4.0% |
12% |
False |
True |
449,877 |
20 |
48.36 |
39.91 |
8.45 |
20.7% |
1.68 |
4.1% |
10% |
False |
True |
421,086 |
40 |
51.42 |
39.91 |
11.51 |
28.2% |
1.72 |
4.2% |
7% |
False |
True |
317,698 |
60 |
51.42 |
39.91 |
11.51 |
28.2% |
1.99 |
4.9% |
7% |
False |
True |
248,768 |
80 |
51.42 |
39.22 |
12.20 |
29.9% |
1.88 |
4.6% |
13% |
False |
False |
210,214 |
100 |
61.00 |
39.22 |
21.78 |
53.4% |
1.86 |
4.6% |
7% |
False |
False |
180,652 |
120 |
63.12 |
39.22 |
23.90 |
58.7% |
1.79 |
4.4% |
6% |
False |
False |
158,509 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.52 |
2.618 |
45.84 |
1.618 |
44.20 |
1.000 |
43.19 |
0.618 |
42.56 |
HIGH |
41.55 |
0.618 |
40.92 |
0.500 |
40.73 |
0.382 |
40.54 |
LOW |
39.91 |
0.618 |
38.90 |
1.000 |
38.27 |
1.618 |
37.26 |
2.618 |
35.62 |
4.250 |
32.94 |
|
|
Fisher Pivots for day following 18-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
40.74 |
41.08 |
PP |
40.74 |
40.97 |
S1 |
40.73 |
40.86 |
|