NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 09-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2015 |
09-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
46.45 |
45.62 |
-0.83 |
-1.8% |
47.26 |
High |
46.71 |
46.29 |
-0.42 |
-0.9% |
49.23 |
Low |
45.30 |
44.88 |
-0.42 |
-0.9% |
45.30 |
Close |
45.47 |
45.12 |
-0.35 |
-0.8% |
45.47 |
Range |
1.41 |
1.41 |
0.00 |
0.0% |
3.93 |
ATR |
1.73 |
1.70 |
-0.02 |
-1.3% |
0.00 |
Volume |
190,627 |
237,590 |
46,963 |
24.6% |
597,450 |
|
Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.66 |
48.80 |
45.90 |
|
R3 |
48.25 |
47.39 |
45.51 |
|
R2 |
46.84 |
46.84 |
45.38 |
|
R1 |
45.98 |
45.98 |
45.25 |
45.71 |
PP |
45.43 |
45.43 |
45.43 |
45.29 |
S1 |
44.57 |
44.57 |
44.99 |
44.30 |
S2 |
44.02 |
44.02 |
44.86 |
|
S3 |
42.61 |
43.16 |
44.73 |
|
S4 |
41.20 |
41.75 |
44.34 |
|
|
Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.46 |
55.89 |
47.63 |
|
R3 |
54.53 |
51.96 |
46.55 |
|
R2 |
50.60 |
50.60 |
46.19 |
|
R1 |
48.03 |
48.03 |
45.83 |
47.35 |
PP |
46.67 |
46.67 |
46.67 |
46.33 |
S1 |
44.10 |
44.10 |
45.11 |
43.42 |
S2 |
42.74 |
42.74 |
44.75 |
|
S3 |
38.81 |
40.17 |
44.39 |
|
S4 |
34.88 |
36.24 |
43.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.23 |
44.88 |
4.35 |
9.6% |
1.74 |
3.9% |
6% |
False |
True |
154,084 |
10 |
49.23 |
43.52 |
5.71 |
12.7% |
1.74 |
3.8% |
28% |
False |
False |
122,216 |
20 |
49.57 |
43.52 |
6.05 |
13.4% |
1.56 |
3.5% |
26% |
False |
False |
104,939 |
40 |
52.05 |
43.52 |
8.53 |
18.9% |
1.71 |
3.8% |
19% |
False |
False |
79,574 |
60 |
52.05 |
39.97 |
12.08 |
26.8% |
1.93 |
4.3% |
43% |
False |
False |
65,927 |
80 |
53.60 |
39.97 |
13.63 |
30.2% |
1.79 |
4.0% |
38% |
False |
False |
56,043 |
100 |
62.97 |
39.97 |
23.00 |
51.0% |
1.77 |
3.9% |
22% |
False |
False |
47,419 |
120 |
63.32 |
39.97 |
23.35 |
51.8% |
1.71 |
3.8% |
22% |
False |
False |
41,074 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.28 |
2.618 |
49.98 |
1.618 |
48.57 |
1.000 |
47.70 |
0.618 |
47.16 |
HIGH |
46.29 |
0.618 |
45.75 |
0.500 |
45.59 |
0.382 |
45.42 |
LOW |
44.88 |
0.618 |
44.01 |
1.000 |
43.47 |
1.618 |
42.60 |
2.618 |
41.19 |
4.250 |
38.89 |
|
|
Fisher Pivots for day following 09-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
45.59 |
46.21 |
PP |
45.43 |
45.85 |
S1 |
45.28 |
45.48 |
|