NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 20-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2015 |
20-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
42.05 |
41.89 |
-0.16 |
-0.4% |
42.10 |
High |
42.37 |
42.76 |
0.39 |
0.9% |
43.24 |
Low |
41.25 |
41.37 |
0.12 |
0.3% |
41.21 |
Close |
41.72 |
41.90 |
0.18 |
0.4% |
41.90 |
Range |
1.12 |
1.39 |
0.27 |
24.1% |
2.03 |
ATR |
1.63 |
1.61 |
-0.02 |
-1.0% |
0.00 |
Volume |
422,086 |
432,642 |
10,556 |
2.5% |
1,854,522 |
|
Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.18 |
45.43 |
42.66 |
|
R3 |
44.79 |
44.04 |
42.28 |
|
R2 |
43.40 |
43.40 |
42.15 |
|
R1 |
42.65 |
42.65 |
42.03 |
43.03 |
PP |
42.01 |
42.01 |
42.01 |
42.20 |
S1 |
41.26 |
41.26 |
41.77 |
41.64 |
S2 |
40.62 |
40.62 |
41.65 |
|
S3 |
39.23 |
39.87 |
41.52 |
|
S4 |
37.84 |
38.48 |
41.14 |
|
|
Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.21 |
47.08 |
43.02 |
|
R3 |
46.18 |
45.05 |
42.46 |
|
R2 |
44.15 |
44.15 |
42.27 |
|
R1 |
43.02 |
43.02 |
42.09 |
42.57 |
PP |
42.12 |
42.12 |
42.12 |
41.89 |
S1 |
40.99 |
40.99 |
41.71 |
40.54 |
S2 |
40.09 |
40.09 |
41.53 |
|
S3 |
38.06 |
38.96 |
41.34 |
|
S4 |
36.03 |
36.93 |
40.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.24 |
41.21 |
2.03 |
4.8% |
1.48 |
3.5% |
34% |
False |
False |
370,904 |
10 |
46.29 |
41.21 |
5.08 |
12.1% |
1.51 |
3.6% |
14% |
False |
False |
303,092 |
20 |
49.23 |
41.21 |
8.02 |
19.1% |
1.62 |
3.9% |
9% |
False |
False |
204,201 |
40 |
52.05 |
41.21 |
10.84 |
25.9% |
1.66 |
4.0% |
6% |
False |
False |
139,975 |
60 |
52.05 |
41.21 |
10.84 |
25.9% |
1.89 |
4.5% |
6% |
False |
False |
107,087 |
80 |
52.05 |
39.97 |
12.08 |
28.8% |
1.82 |
4.3% |
16% |
False |
False |
88,978 |
100 |
59.75 |
39.97 |
19.78 |
47.2% |
1.79 |
4.3% |
10% |
False |
False |
74,519 |
120 |
63.32 |
39.97 |
23.35 |
55.7% |
1.71 |
4.1% |
8% |
False |
False |
63,590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.67 |
2.618 |
46.40 |
1.618 |
45.01 |
1.000 |
44.15 |
0.618 |
43.62 |
HIGH |
42.76 |
0.618 |
42.23 |
0.500 |
42.07 |
0.382 |
41.90 |
LOW |
41.37 |
0.618 |
40.51 |
1.000 |
39.98 |
1.618 |
39.12 |
2.618 |
37.73 |
4.250 |
35.46 |
|
|
Fisher Pivots for day following 20-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
42.07 |
42.01 |
PP |
42.01 |
41.97 |
S1 |
41.96 |
41.94 |
|