NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 19-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2015 |
19-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
41.11 |
40.72 |
-0.39 |
-0.9% |
44.52 |
High |
41.55 |
41.05 |
-0.50 |
-1.2% |
45.12 |
Low |
39.91 |
39.89 |
-0.02 |
-0.1% |
40.22 |
Close |
40.75 |
40.54 |
-0.21 |
-0.5% |
40.74 |
Range |
1.64 |
1.16 |
-0.48 |
-29.3% |
4.90 |
ATR |
1.74 |
1.69 |
-0.04 |
-2.4% |
0.00 |
Volume |
251,518 |
131,356 |
-120,162 |
-47.8% |
2,462,580 |
|
Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.97 |
43.42 |
41.18 |
|
R3 |
42.81 |
42.26 |
40.86 |
|
R2 |
41.65 |
41.65 |
40.75 |
|
R1 |
41.10 |
41.10 |
40.65 |
40.80 |
PP |
40.49 |
40.49 |
40.49 |
40.34 |
S1 |
39.94 |
39.94 |
40.43 |
39.64 |
S2 |
39.33 |
39.33 |
40.33 |
|
S3 |
38.17 |
38.78 |
40.22 |
|
S4 |
37.01 |
37.62 |
39.90 |
|
|
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 |
42.25 |
39.89 |
2.36 |
5.8% |
1.69 |
4.2% |
28% |
False |
True |
352,532 |
10 |
45.64 |
39.89 |
5.75 |
14.2% |
1.59 |
3.9% |
11% |
False |
True |
419,248 |
20 |
48.36 |
39.89 |
8.47 |
20.9% |
1.68 |
4.1% |
8% |
False |
True |
411,517 |
40 |
51.42 |
39.89 |
11.53 |
28.4% |
1.71 |
4.2% |
6% |
False |
True |
318,136 |
60 |
51.42 |
39.89 |
11.53 |
28.4% |
1.99 |
4.9% |
6% |
False |
True |
249,159 |
80 |
51.42 |
39.22 |
12.20 |
30.1% |
1.87 |
4.6% |
11% |
False |
False |
210,953 |
100 |
60.26 |
39.22 |
21.04 |
51.9% |
1.85 |
4.6% |
6% |
False |
False |
181,656 |
120 |
63.12 |
39.22 |
23.90 |
59.0% |
1.79 |
4.4% |
6% |
False |
False |
159,167 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.98 |
2.618 |
44.09 |
1.618 |
42.93 |
1.000 |
42.21 |
0.618 |
41.77 |
HIGH |
41.05 |
0.618 |
40.61 |
0.500 |
40.47 |
0.382 |
40.33 |
LOW |
39.89 |
0.618 |
39.17 |
1.000 |
38.73 |
1.618 |
38.01 |
2.618 |
36.85 |
4.250 |
34.96 |
|
|
Fisher Pivots for day following 19-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
40.52 |
40.96 |
PP |
40.49 |
40.82 |
S1 |
40.47 |
40.68 |
|