NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 17-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2015 |
17-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
42.10 |
43.02 |
0.92 |
2.2% |
45.62 |
High |
43.24 |
43.12 |
-0.12 |
-0.3% |
46.29 |
Low |
41.21 |
41.62 |
0.41 |
1.0% |
41.55 |
Close |
42.79 |
41.71 |
-1.08 |
-2.5% |
42.00 |
Range |
2.03 |
1.50 |
-0.53 |
-26.1% |
4.74 |
ATR |
1.70 |
1.69 |
-0.01 |
-0.9% |
0.00 |
Volume |
354,422 |
272,900 |
-81,522 |
-23.0% |
1,176,400 |
|
Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.65 |
45.68 |
42.54 |
|
R3 |
45.15 |
44.18 |
42.12 |
|
R2 |
43.65 |
43.65 |
41.99 |
|
R1 |
42.68 |
42.68 |
41.85 |
42.42 |
PP |
42.15 |
42.15 |
42.15 |
42.02 |
S1 |
41.18 |
41.18 |
41.57 |
40.92 |
S2 |
40.65 |
40.65 |
41.44 |
|
S3 |
39.15 |
39.68 |
41.30 |
|
S4 |
37.65 |
38.18 |
40.89 |
|
|
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 |
45.39 |
41.21 |
4.18 |
10.0% |
1.74 |
4.2% |
12% |
False |
False |
274,755 |
10 |
49.18 |
41.21 |
7.97 |
19.1% |
1.61 |
3.9% |
6% |
False |
False |
224,882 |
20 |
49.23 |
41.21 |
8.02 |
19.2% |
1.62 |
3.9% |
6% |
False |
False |
158,219 |
40 |
52.05 |
41.21 |
10.84 |
26.0% |
1.69 |
4.1% |
5% |
False |
False |
112,931 |
60 |
52.05 |
40.23 |
11.82 |
28.3% |
1.94 |
4.6% |
13% |
False |
False |
88,589 |
80 |
52.05 |
39.97 |
12.08 |
29.0% |
1.83 |
4.4% |
14% |
False |
False |
74,278 |
100 |
61.26 |
39.97 |
21.29 |
51.0% |
1.79 |
4.3% |
8% |
False |
False |
62,565 |
120 |
63.32 |
39.97 |
23.35 |
56.0% |
1.71 |
4.1% |
7% |
False |
False |
53,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.50 |
2.618 |
47.05 |
1.618 |
45.55 |
1.000 |
44.62 |
0.618 |
44.05 |
HIGH |
43.12 |
0.618 |
42.55 |
0.500 |
42.37 |
0.382 |
42.19 |
LOW |
41.62 |
0.618 |
40.69 |
1.000 |
40.12 |
1.618 |
39.19 |
2.618 |
37.69 |
4.250 |
35.25 |
|
|
Fisher Pivots for day following 17-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
42.37 |
42.37 |
PP |
42.15 |
42.15 |
S1 |
41.93 |
41.93 |
|