NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 19-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2015 |
19-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
42.18 |
42.05 |
-0.13 |
-0.3% |
45.62 |
High |
42.65 |
42.37 |
-0.28 |
-0.7% |
46.29 |
Low |
41.28 |
41.25 |
-0.03 |
-0.1% |
41.55 |
Close |
41.95 |
41.72 |
-0.23 |
-0.5% |
42.00 |
Range |
1.37 |
1.12 |
-0.25 |
-18.2% |
4.74 |
ATR |
1.67 |
1.63 |
-0.04 |
-2.3% |
0.00 |
Volume |
372,472 |
422,086 |
49,614 |
13.3% |
1,176,400 |
|
Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.14 |
44.55 |
42.34 |
|
R3 |
44.02 |
43.43 |
42.03 |
|
R2 |
42.90 |
42.90 |
41.93 |
|
R1 |
42.31 |
42.31 |
41.82 |
42.05 |
PP |
41.78 |
41.78 |
41.78 |
41.65 |
S1 |
41.19 |
41.19 |
41.62 |
40.93 |
S2 |
40.66 |
40.66 |
41.51 |
|
S3 |
39.54 |
40.07 |
41.41 |
|
S4 |
38.42 |
38.95 |
41.10 |
|
|
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 |
43.53 |
41.21 |
2.32 |
5.6% |
1.60 |
3.8% |
22% |
False |
False |
334,093 |
10 |
46.71 |
41.21 |
5.50 |
13.2% |
1.51 |
3.6% |
9% |
False |
False |
278,890 |
20 |
49.23 |
41.21 |
8.02 |
19.2% |
1.62 |
3.9% |
6% |
False |
False |
188,554 |
40 |
52.05 |
41.21 |
10.84 |
26.0% |
1.65 |
4.0% |
5% |
False |
False |
130,561 |
60 |
52.05 |
41.21 |
10.84 |
26.0% |
1.93 |
4.6% |
5% |
False |
False |
100,506 |
80 |
52.05 |
39.97 |
12.08 |
29.0% |
1.81 |
4.3% |
14% |
False |
False |
83,782 |
100 |
60.46 |
39.97 |
20.49 |
49.1% |
1.79 |
4.3% |
9% |
False |
False |
70,360 |
120 |
63.32 |
39.97 |
23.35 |
56.0% |
1.71 |
4.1% |
7% |
False |
False |
60,045 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.13 |
2.618 |
45.30 |
1.618 |
44.18 |
1.000 |
43.49 |
0.618 |
43.06 |
HIGH |
42.37 |
0.618 |
41.94 |
0.500 |
41.81 |
0.382 |
41.68 |
LOW |
41.25 |
0.618 |
40.56 |
1.000 |
40.13 |
1.618 |
39.44 |
2.618 |
38.32 |
4.250 |
36.49 |
|
|
Fisher Pivots for day following 19-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
41.81 |
42.19 |
PP |
41.78 |
42.03 |
S1 |
41.75 |
41.88 |
|