NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 25-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2015 |
25-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
42.04 |
42.69 |
0.65 |
1.5% |
42.10 |
High |
43.46 |
43.25 |
-0.21 |
-0.5% |
43.24 |
Low |
41.86 |
41.72 |
-0.14 |
-0.3% |
41.21 |
Close |
42.87 |
43.04 |
0.17 |
0.4% |
41.90 |
Range |
1.60 |
1.53 |
-0.07 |
-4.4% |
2.03 |
ATR |
1.67 |
1.66 |
-0.01 |
-0.6% |
0.00 |
Volume |
430,304 |
383,158 |
-47,146 |
-11.0% |
1,854,522 |
|
Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.26 |
46.68 |
43.88 |
|
R3 |
45.73 |
45.15 |
43.46 |
|
R2 |
44.20 |
44.20 |
43.32 |
|
R1 |
43.62 |
43.62 |
43.18 |
43.91 |
PP |
42.67 |
42.67 |
42.67 |
42.82 |
S1 |
42.09 |
42.09 |
42.90 |
42.38 |
S2 |
41.14 |
41.14 |
42.76 |
|
S3 |
39.61 |
40.56 |
42.62 |
|
S4 |
38.08 |
39.03 |
42.20 |
|
|
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% |
1.60 |
3.7% |
86% |
False |
False |
436,876 |
10 |
44.54 |
40.41 |
4.13 |
9.6% |
1.66 |
3.8% |
64% |
False |
False |
369,302 |
20 |
49.23 |
40.41 |
8.82 |
20.5% |
1.61 |
3.7% |
30% |
False |
False |
257,595 |
40 |
52.05 |
40.41 |
11.64 |
27.0% |
1.70 |
4.0% |
23% |
False |
False |
170,383 |
60 |
52.05 |
40.41 |
11.64 |
27.0% |
1.74 |
4.0% |
23% |
False |
False |
126,670 |
80 |
52.05 |
39.97 |
12.08 |
28.1% |
1.83 |
4.3% |
25% |
False |
False |
104,798 |
100 |
56.10 |
39.97 |
16.13 |
37.5% |
1.76 |
4.1% |
19% |
False |
False |
87,331 |
120 |
63.32 |
39.97 |
23.35 |
54.3% |
1.72 |
4.0% |
13% |
False |
False |
74,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.75 |
2.618 |
47.26 |
1.618 |
45.73 |
1.000 |
44.78 |
0.618 |
44.20 |
HIGH |
43.25 |
0.618 |
42.67 |
0.500 |
42.49 |
0.382 |
42.30 |
LOW |
41.72 |
0.618 |
40.77 |
1.000 |
40.19 |
1.618 |
39.24 |
2.618 |
37.71 |
4.250 |
35.22 |
|
|
Fisher Pivots for day following 25-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
42.86 |
42.67 |
PP |
42.67 |
42.30 |
S1 |
42.49 |
41.94 |
|