NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 30-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2015 |
30-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
43.25 |
41.77 |
-1.48 |
-3.4% |
41.49 |
High |
43.30 |
42.61 |
-0.69 |
-1.6% |
43.46 |
Low |
41.67 |
41.50 |
-0.17 |
-0.4% |
40.41 |
Close |
41.71 |
41.65 |
-0.06 |
-0.1% |
41.71 |
Range |
1.63 |
1.11 |
-0.52 |
-31.9% |
3.05 |
ATR |
1.65 |
1.62 |
-0.04 |
-2.4% |
0.00 |
Volume |
316,475 |
369,509 |
53,034 |
16.8% |
1,646,127 |
|
Daily Pivots for day following 30-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.25 |
44.56 |
42.26 |
|
R3 |
44.14 |
43.45 |
41.96 |
|
R2 |
43.03 |
43.03 |
41.85 |
|
R1 |
42.34 |
42.34 |
41.75 |
42.13 |
PP |
41.92 |
41.92 |
41.92 |
41.82 |
S1 |
41.23 |
41.23 |
41.55 |
41.02 |
S2 |
40.81 |
40.81 |
41.45 |
|
S3 |
39.70 |
40.12 |
41.34 |
|
S4 |
38.59 |
39.01 |
41.04 |
|
|
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% |
1.64 |
3.9% |
41% |
False |
False |
403,127 |
10 |
43.46 |
40.41 |
3.05 |
7.3% |
1.56 |
3.8% |
41% |
False |
False |
387,015 |
20 |
49.23 |
40.41 |
8.82 |
21.2% |
1.59 |
3.8% |
14% |
False |
False |
282,200 |
40 |
52.05 |
40.41 |
11.64 |
27.9% |
1.67 |
4.0% |
11% |
False |
False |
184,382 |
60 |
52.05 |
40.41 |
11.64 |
27.9% |
1.69 |
4.1% |
11% |
False |
False |
136,481 |
80 |
52.05 |
39.97 |
12.08 |
29.0% |
1.83 |
4.4% |
14% |
False |
False |
112,559 |
100 |
56.10 |
39.97 |
16.13 |
38.7% |
1.75 |
4.2% |
10% |
False |
False |
93,871 |
120 |
63.15 |
39.97 |
23.18 |
55.7% |
1.71 |
4.1% |
7% |
False |
False |
79,981 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.33 |
2.618 |
45.52 |
1.618 |
44.41 |
1.000 |
43.72 |
0.618 |
43.30 |
HIGH |
42.61 |
0.618 |
42.19 |
0.500 |
42.06 |
0.382 |
41.92 |
LOW |
41.50 |
0.618 |
40.81 |
1.000 |
40.39 |
1.618 |
39.70 |
2.618 |
38.59 |
4.250 |
36.78 |
|
|
Fisher Pivots for day following 30-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
42.06 |
42.40 |
PP |
41.92 |
42.15 |
S1 |
41.79 |
41.90 |
|