NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 19-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2015 |
19-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
48.19 |
48.39 |
0.20 |
0.4% |
50.67 |
High |
48.72 |
48.67 |
-0.05 |
-0.1% |
51.29 |
Low |
47.46 |
46.95 |
-0.51 |
-1.1% |
46.62 |
Close |
48.50 |
46.99 |
-1.51 |
-3.1% |
48.50 |
Range |
1.26 |
1.72 |
0.46 |
36.5% |
4.67 |
ATR |
1.89 |
1.88 |
-0.01 |
-0.6% |
0.00 |
Volume |
68,528 |
93,011 |
24,483 |
35.7% |
385,404 |
|
Daily Pivots for day following 19-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.70 |
51.56 |
47.94 |
|
R3 |
50.98 |
49.84 |
47.46 |
|
R2 |
49.26 |
49.26 |
47.31 |
|
R1 |
48.12 |
48.12 |
47.15 |
47.83 |
PP |
47.54 |
47.54 |
47.54 |
47.39 |
S1 |
46.40 |
46.40 |
46.83 |
46.11 |
S2 |
45.82 |
45.82 |
46.67 |
|
S3 |
44.10 |
44.68 |
46.52 |
|
S4 |
42.38 |
42.96 |
46.04 |
|
|
Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.81 |
60.33 |
51.07 |
|
R3 |
58.14 |
55.66 |
49.78 |
|
R2 |
53.47 |
53.47 |
49.36 |
|
R1 |
50.99 |
50.99 |
48.93 |
49.90 |
PP |
48.80 |
48.80 |
48.80 |
48.26 |
S1 |
46.32 |
46.32 |
48.07 |
45.23 |
S2 |
44.13 |
44.13 |
47.64 |
|
S3 |
39.46 |
41.65 |
47.22 |
|
S4 |
34.79 |
36.98 |
45.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.57 |
46.62 |
2.95 |
6.3% |
1.50 |
3.2% |
13% |
False |
False |
81,176 |
10 |
52.05 |
46.62 |
5.43 |
11.6% |
1.95 |
4.2% |
7% |
False |
False |
82,604 |
20 |
52.05 |
45.06 |
6.99 |
14.9% |
1.78 |
3.8% |
28% |
False |
False |
64,528 |
40 |
52.05 |
39.97 |
12.08 |
25.7% |
2.14 |
4.5% |
58% |
False |
False |
52,262 |
60 |
52.05 |
39.97 |
12.08 |
25.7% |
1.90 |
4.0% |
58% |
False |
False |
45,036 |
80 |
61.36 |
39.97 |
21.39 |
45.5% |
1.83 |
3.9% |
33% |
False |
False |
37,562 |
100 |
63.32 |
39.97 |
23.35 |
49.7% |
1.74 |
3.7% |
30% |
False |
False |
31,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.98 |
2.618 |
53.17 |
1.618 |
51.45 |
1.000 |
50.39 |
0.618 |
49.73 |
HIGH |
48.67 |
0.618 |
48.01 |
0.500 |
47.81 |
0.382 |
47.61 |
LOW |
46.95 |
0.618 |
45.89 |
1.000 |
45.23 |
1.618 |
44.17 |
2.618 |
42.45 |
4.250 |
39.64 |
|
|
Fisher Pivots for day following 19-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
47.81 |
47.67 |
PP |
47.54 |
47.44 |
S1 |
47.26 |
47.22 |
|