NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 24-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2015 |
24-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
41.49 |
42.04 |
0.55 |
1.3% |
42.10 |
High |
42.75 |
43.46 |
0.71 |
1.7% |
43.24 |
Low |
40.41 |
41.86 |
1.45 |
3.6% |
41.21 |
Close |
41.75 |
42.87 |
1.12 |
2.7% |
41.90 |
Range |
2.34 |
1.60 |
-0.74 |
-31.6% |
2.03 |
ATR |
1.66 |
1.67 |
0.00 |
0.2% |
0.00 |
Volume |
516,190 |
430,304 |
-85,886 |
-16.6% |
1,854,522 |
|
Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.53 |
46.80 |
43.75 |
|
R3 |
45.93 |
45.20 |
43.31 |
|
R2 |
44.33 |
44.33 |
43.16 |
|
R1 |
43.60 |
43.60 |
43.02 |
43.97 |
PP |
42.73 |
42.73 |
42.73 |
42.91 |
S1 |
42.00 |
42.00 |
42.72 |
42.37 |
S2 |
41.13 |
41.13 |
42.58 |
|
S3 |
39.53 |
40.40 |
42.43 |
|
S4 |
37.93 |
38.80 |
41.99 |
|
|
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 |
43.46 |
40.41 |
3.05 |
7.1% |
1.56 |
3.6% |
81% |
True |
False |
434,738 |
10 |
45.39 |
40.41 |
4.98 |
11.6% |
1.65 |
3.8% |
49% |
False |
False |
354,746 |
20 |
49.23 |
40.41 |
8.82 |
20.6% |
1.69 |
3.9% |
28% |
False |
False |
243,772 |
40 |
52.05 |
40.41 |
11.64 |
27.2% |
1.69 |
4.0% |
21% |
False |
False |
161,841 |
60 |
52.05 |
40.41 |
11.64 |
27.2% |
1.79 |
4.2% |
21% |
False |
False |
121,303 |
80 |
52.05 |
39.97 |
12.08 |
28.2% |
1.82 |
4.3% |
24% |
False |
False |
100,227 |
100 |
56.10 |
39.97 |
16.13 |
37.6% |
1.77 |
4.1% |
18% |
False |
False |
83,646 |
120 |
63.32 |
39.97 |
23.35 |
54.5% |
1.71 |
4.0% |
12% |
False |
False |
71,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.26 |
2.618 |
47.65 |
1.618 |
46.05 |
1.000 |
45.06 |
0.618 |
44.45 |
HIGH |
43.46 |
0.618 |
42.85 |
0.500 |
42.66 |
0.382 |
42.47 |
LOW |
41.86 |
0.618 |
40.87 |
1.000 |
40.26 |
1.618 |
39.27 |
2.618 |
37.67 |
4.250 |
35.06 |
|
|
Fisher Pivots for day following 24-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
42.80 |
42.56 |
PP |
42.73 |
42.25 |
S1 |
42.66 |
41.94 |
|