NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 18-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2015 |
18-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
43.02 |
42.18 |
-0.84 |
-2.0% |
45.62 |
High |
43.12 |
42.65 |
-0.47 |
-1.1% |
46.29 |
Low |
41.62 |
41.28 |
-0.34 |
-0.8% |
41.55 |
Close |
41.71 |
41.95 |
0.24 |
0.6% |
42.00 |
Range |
1.50 |
1.37 |
-0.13 |
-8.7% |
4.74 |
ATR |
1.69 |
1.67 |
-0.02 |
-1.4% |
0.00 |
Volume |
272,900 |
372,472 |
99,572 |
36.5% |
1,176,400 |
|
Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.07 |
45.38 |
42.70 |
|
R3 |
44.70 |
44.01 |
42.33 |
|
R2 |
43.33 |
43.33 |
42.20 |
|
R1 |
42.64 |
42.64 |
42.08 |
42.30 |
PP |
41.96 |
41.96 |
41.96 |
41.79 |
S1 |
41.27 |
41.27 |
41.82 |
40.93 |
S2 |
40.59 |
40.59 |
41.70 |
|
S3 |
39.22 |
39.90 |
41.57 |
|
S4 |
37.85 |
38.53 |
41.20 |
|
|
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 |
44.54 |
41.21 |
3.33 |
7.9% |
1.71 |
4.1% |
22% |
False |
False |
301,729 |
10 |
47.54 |
41.21 |
6.33 |
15.1% |
1.54 |
3.7% |
12% |
False |
False |
251,439 |
20 |
49.23 |
41.21 |
8.02 |
19.1% |
1.63 |
3.9% |
9% |
False |
False |
172,121 |
40 |
52.05 |
41.21 |
10.84 |
25.8% |
1.66 |
4.0% |
7% |
False |
False |
121,285 |
60 |
52.05 |
40.86 |
11.19 |
26.7% |
1.93 |
4.6% |
10% |
False |
False |
94,113 |
80 |
52.05 |
39.97 |
12.08 |
28.8% |
1.82 |
4.3% |
16% |
False |
False |
78,751 |
100 |
61.26 |
39.97 |
21.29 |
50.8% |
1.80 |
4.3% |
9% |
False |
False |
66,240 |
120 |
63.32 |
39.97 |
23.35 |
55.7% |
1.71 |
4.1% |
8% |
False |
False |
56,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.47 |
2.618 |
46.24 |
1.618 |
44.87 |
1.000 |
44.02 |
0.618 |
43.50 |
HIGH |
42.65 |
0.618 |
42.13 |
0.500 |
41.97 |
0.382 |
41.80 |
LOW |
41.28 |
0.618 |
40.43 |
1.000 |
39.91 |
1.618 |
39.06 |
2.618 |
37.69 |
4.250 |
35.46 |
|
|
Fisher Pivots for day following 18-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
41.97 |
42.23 |
PP |
41.96 |
42.13 |
S1 |
41.96 |
42.04 |
|