NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 16-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
42.92 |
42.10 |
-0.82 |
-1.9% |
45.62 |
High |
43.53 |
43.24 |
-0.29 |
-0.7% |
46.29 |
Low |
41.55 |
41.21 |
-0.34 |
-0.8% |
41.55 |
Close |
42.00 |
42.79 |
0.79 |
1.9% |
42.00 |
Range |
1.98 |
2.03 |
0.05 |
2.5% |
4.74 |
ATR |
1.68 |
1.70 |
0.03 |
1.5% |
0.00 |
Volume |
248,589 |
354,422 |
105,833 |
42.6% |
1,176,400 |
|
Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.50 |
47.68 |
43.91 |
|
R3 |
46.47 |
45.65 |
43.35 |
|
R2 |
44.44 |
44.44 |
43.16 |
|
R1 |
43.62 |
43.62 |
42.98 |
44.03 |
PP |
42.41 |
42.41 |
42.41 |
42.62 |
S1 |
41.59 |
41.59 |
42.60 |
42.00 |
S2 |
40.38 |
40.38 |
42.42 |
|
S3 |
38.35 |
39.56 |
42.23 |
|
S4 |
36.32 |
37.53 |
41.67 |
|
|
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 |
45.93 |
41.21 |
4.72 |
11.0% |
1.66 |
3.9% |
33% |
False |
True |
258,646 |
10 |
49.23 |
41.21 |
8.02 |
18.7% |
1.70 |
4.0% |
20% |
False |
True |
206,365 |
20 |
49.23 |
41.21 |
8.02 |
18.7% |
1.60 |
3.7% |
20% |
False |
True |
149,307 |
40 |
52.05 |
41.21 |
10.84 |
25.3% |
1.69 |
3.9% |
15% |
False |
True |
106,917 |
60 |
52.05 |
39.97 |
12.08 |
28.2% |
1.96 |
4.6% |
23% |
False |
False |
84,610 |
80 |
52.05 |
39.97 |
12.08 |
28.2% |
1.82 |
4.3% |
23% |
False |
False |
71,104 |
100 |
61.36 |
39.97 |
21.39 |
50.0% |
1.79 |
4.2% |
13% |
False |
False |
59,911 |
120 |
63.32 |
39.97 |
23.35 |
54.6% |
1.71 |
4.0% |
12% |
False |
False |
51,427 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.87 |
2.618 |
48.55 |
1.618 |
46.52 |
1.000 |
45.27 |
0.618 |
44.49 |
HIGH |
43.24 |
0.618 |
42.46 |
0.500 |
42.23 |
0.382 |
41.99 |
LOW |
41.21 |
0.618 |
39.96 |
1.000 |
39.18 |
1.618 |
37.93 |
2.618 |
35.90 |
4.250 |
32.58 |
|
|
Fisher Pivots for day following 16-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
42.60 |
42.88 |
PP |
42.41 |
42.85 |
S1 |
42.23 |
42.82 |
|