NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 13-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
44.24 |
42.92 |
-1.32 |
-3.0% |
45.62 |
High |
44.54 |
43.53 |
-1.01 |
-2.3% |
46.29 |
Low |
42.85 |
41.55 |
-1.30 |
-3.0% |
41.55 |
Close |
43.03 |
42.00 |
-1.03 |
-2.4% |
42.00 |
Range |
1.69 |
1.98 |
0.29 |
17.2% |
4.74 |
ATR |
1.66 |
1.68 |
0.02 |
1.4% |
0.00 |
Volume |
260,264 |
248,589 |
-11,675 |
-4.5% |
1,176,400 |
|
Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.30 |
47.13 |
43.09 |
|
R3 |
46.32 |
45.15 |
42.54 |
|
R2 |
44.34 |
44.34 |
42.36 |
|
R1 |
43.17 |
43.17 |
42.18 |
42.77 |
PP |
42.36 |
42.36 |
42.36 |
42.16 |
S1 |
41.19 |
41.19 |
41.82 |
40.79 |
S2 |
40.38 |
40.38 |
41.64 |
|
S3 |
38.40 |
39.21 |
41.46 |
|
S4 |
36.42 |
37.23 |
40.91 |
|
|
Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.50 |
54.49 |
44.61 |
|
R3 |
52.76 |
49.75 |
43.30 |
|
R2 |
48.02 |
48.02 |
42.87 |
|
R1 |
45.01 |
45.01 |
42.43 |
44.15 |
PP |
43.28 |
43.28 |
43.28 |
42.85 |
S1 |
40.27 |
40.27 |
41.57 |
39.41 |
S2 |
38.54 |
38.54 |
41.13 |
|
S3 |
33.80 |
35.53 |
40.70 |
|
S4 |
29.06 |
30.79 |
39.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.29 |
41.55 |
4.74 |
11.3% |
1.54 |
3.7% |
9% |
False |
True |
235,280 |
10 |
49.23 |
41.55 |
7.68 |
18.3% |
1.61 |
3.8% |
6% |
False |
True |
177,385 |
20 |
49.23 |
41.55 |
7.68 |
18.3% |
1.58 |
3.8% |
6% |
False |
True |
136,236 |
40 |
52.05 |
41.55 |
10.50 |
25.0% |
1.68 |
4.0% |
4% |
False |
True |
98,673 |
60 |
52.05 |
39.97 |
12.08 |
28.8% |
1.95 |
4.6% |
17% |
False |
False |
79,248 |
80 |
52.05 |
39.97 |
12.08 |
28.8% |
1.81 |
4.3% |
17% |
False |
False |
66,864 |
100 |
61.86 |
39.97 |
21.89 |
52.1% |
1.77 |
4.2% |
9% |
False |
False |
56,460 |
120 |
63.32 |
39.97 |
23.35 |
55.6% |
1.71 |
4.1% |
9% |
False |
False |
48,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.95 |
2.618 |
48.71 |
1.618 |
46.73 |
1.000 |
45.51 |
0.618 |
44.75 |
HIGH |
43.53 |
0.618 |
42.77 |
0.500 |
42.54 |
0.382 |
42.31 |
LOW |
41.55 |
0.618 |
40.33 |
1.000 |
39.57 |
1.618 |
38.35 |
2.618 |
36.37 |
4.250 |
33.14 |
|
|
Fisher Pivots for day following 13-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
42.54 |
43.47 |
PP |
42.36 |
42.98 |
S1 |
42.18 |
42.49 |
|