NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 12-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2015 |
12-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
44.92 |
44.24 |
-0.68 |
-1.5% |
47.26 |
High |
45.39 |
44.54 |
-0.85 |
-1.9% |
49.23 |
Low |
43.91 |
42.85 |
-1.06 |
-2.4% |
45.30 |
Close |
44.20 |
43.03 |
-1.17 |
-2.6% |
45.47 |
Range |
1.48 |
1.69 |
0.21 |
14.2% |
3.93 |
ATR |
1.65 |
1.66 |
0.00 |
0.2% |
0.00 |
Volume |
237,600 |
260,264 |
22,664 |
9.5% |
597,450 |
|
Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.54 |
47.48 |
43.96 |
|
R3 |
46.85 |
45.79 |
43.49 |
|
R2 |
45.16 |
45.16 |
43.34 |
|
R1 |
44.10 |
44.10 |
43.18 |
43.79 |
PP |
43.47 |
43.47 |
43.47 |
43.32 |
S1 |
42.41 |
42.41 |
42.88 |
42.10 |
S2 |
41.78 |
41.78 |
42.72 |
|
S3 |
40.09 |
40.72 |
42.57 |
|
S4 |
38.40 |
39.03 |
42.10 |
|
|
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 |
46.71 |
42.85 |
3.86 |
9.0% |
1.42 |
3.3% |
5% |
False |
True |
223,687 |
10 |
49.23 |
42.85 |
6.38 |
14.8% |
1.57 |
3.7% |
3% |
False |
True |
160,635 |
20 |
49.23 |
42.85 |
6.38 |
14.8% |
1.55 |
3.6% |
3% |
False |
True |
127,233 |
40 |
52.05 |
42.85 |
9.20 |
21.4% |
1.70 |
3.9% |
2% |
False |
True |
93,271 |
60 |
52.05 |
39.97 |
12.08 |
28.1% |
1.93 |
4.5% |
25% |
False |
False |
75,927 |
80 |
52.05 |
39.97 |
12.08 |
28.1% |
1.80 |
4.2% |
25% |
False |
False |
64,020 |
100 |
62.97 |
39.97 |
23.00 |
53.5% |
1.77 |
4.1% |
13% |
False |
False |
54,068 |
120 |
63.32 |
39.97 |
23.35 |
54.3% |
1.70 |
4.0% |
13% |
False |
False |
46,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.72 |
2.618 |
48.96 |
1.618 |
47.27 |
1.000 |
46.23 |
0.618 |
45.58 |
HIGH |
44.54 |
0.618 |
43.89 |
0.500 |
43.70 |
0.382 |
43.50 |
LOW |
42.85 |
0.618 |
41.81 |
1.000 |
41.16 |
1.618 |
40.12 |
2.618 |
38.43 |
4.250 |
35.67 |
|
|
Fisher Pivots for day following 12-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
43.70 |
44.39 |
PP |
43.47 |
43.94 |
S1 |
43.25 |
43.48 |
|