NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 27-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2015 |
27-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
42.69 |
43.25 |
0.56 |
1.3% |
41.49 |
High |
43.25 |
43.30 |
0.05 |
0.1% |
43.46 |
Low |
41.72 |
41.67 |
-0.05 |
-0.1% |
40.41 |
Close |
43.04 |
41.71 |
-1.33 |
-3.1% |
41.71 |
Range |
1.53 |
1.63 |
0.10 |
6.5% |
3.05 |
ATR |
1.66 |
1.65 |
0.00 |
-0.1% |
0.00 |
Volume |
383,158 |
316,475 |
-66,683 |
-17.4% |
1,646,127 |
|
Daily Pivots for day following 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.12 |
46.04 |
42.61 |
|
R3 |
45.49 |
44.41 |
42.16 |
|
R2 |
43.86 |
43.86 |
42.01 |
|
R1 |
42.78 |
42.78 |
41.86 |
42.51 |
PP |
42.23 |
42.23 |
42.23 |
42.09 |
S1 |
41.15 |
41.15 |
41.56 |
40.88 |
S2 |
40.60 |
40.60 |
41.41 |
|
S3 |
38.97 |
39.52 |
41.26 |
|
S4 |
37.34 |
37.89 |
40.81 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.01 |
49.41 |
43.39 |
|
R3 |
47.96 |
46.36 |
42.55 |
|
R2 |
44.91 |
44.91 |
42.27 |
|
R1 |
43.31 |
43.31 |
41.99 |
44.11 |
PP |
41.86 |
41.86 |
41.86 |
42.26 |
S1 |
40.26 |
40.26 |
41.43 |
41.06 |
S2 |
38.81 |
38.81 |
41.15 |
|
S3 |
35.76 |
37.21 |
40.87 |
|
S4 |
32.71 |
34.16 |
40.03 |
|
|
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 |
7.3% |
1.70 |
4.1% |
43% |
False |
False |
415,753 |
10 |
43.53 |
40.41 |
3.12 |
7.5% |
1.65 |
4.0% |
42% |
False |
False |
374,923 |
20 |
49.23 |
40.41 |
8.82 |
21.1% |
1.61 |
3.9% |
15% |
False |
False |
267,779 |
40 |
52.05 |
40.41 |
11.64 |
27.9% |
1.69 |
4.0% |
11% |
False |
False |
176,721 |
60 |
52.05 |
40.41 |
11.64 |
27.9% |
1.71 |
4.1% |
11% |
False |
False |
130,958 |
80 |
52.05 |
39.97 |
12.08 |
29.0% |
1.83 |
4.4% |
14% |
False |
False |
108,463 |
100 |
56.10 |
39.97 |
16.13 |
38.7% |
1.76 |
4.2% |
11% |
False |
False |
90,298 |
120 |
63.32 |
39.97 |
23.35 |
56.0% |
1.72 |
4.1% |
7% |
False |
False |
77,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.23 |
2.618 |
47.57 |
1.618 |
45.94 |
1.000 |
44.93 |
0.618 |
44.31 |
HIGH |
43.30 |
0.618 |
42.68 |
0.500 |
42.49 |
0.382 |
42.29 |
LOW |
41.67 |
0.618 |
40.66 |
1.000 |
40.04 |
1.618 |
39.03 |
2.618 |
37.40 |
4.250 |
34.74 |
|
|
Fisher Pivots for day following 27-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
42.49 |
42.57 |
PP |
42.23 |
42.28 |
S1 |
41.97 |
42.00 |
|