NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 16-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2015 |
16-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
48.32 |
48.84 |
0.52 |
1.1% |
51.29 |
High |
48.98 |
49.38 |
0.40 |
0.8% |
51.85 |
Low |
47.38 |
48.20 |
0.82 |
1.7% |
47.38 |
Close |
48.38 |
49.19 |
0.81 |
1.7% |
49.19 |
Range |
1.60 |
1.18 |
-0.42 |
-26.3% |
4.47 |
ATR |
1.87 |
1.82 |
-0.05 |
-2.6% |
0.00 |
Volume |
30,132 |
30,902 |
770 |
2.6% |
142,387 |
|
Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.46 |
52.01 |
49.84 |
|
R3 |
51.28 |
50.83 |
49.51 |
|
R2 |
50.10 |
50.10 |
49.41 |
|
R1 |
49.65 |
49.65 |
49.30 |
49.88 |
PP |
48.92 |
48.92 |
48.92 |
49.04 |
S1 |
48.47 |
48.47 |
49.08 |
48.70 |
S2 |
47.74 |
47.74 |
48.97 |
|
S3 |
46.56 |
47.29 |
48.87 |
|
S4 |
45.38 |
46.11 |
48.54 |
|
|
Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.88 |
60.51 |
51.65 |
|
R3 |
58.41 |
56.04 |
50.42 |
|
R2 |
53.94 |
53.94 |
50.01 |
|
R1 |
51.57 |
51.57 |
49.60 |
50.52 |
PP |
49.47 |
49.47 |
49.47 |
48.95 |
S1 |
47.10 |
47.10 |
48.78 |
46.05 |
S2 |
45.00 |
45.00 |
48.37 |
|
S3 |
40.53 |
42.63 |
47.96 |
|
S4 |
36.06 |
38.16 |
46.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
51.85 |
47.38 |
4.47 |
9.1% |
1.69 |
3.4% |
40% |
False |
False |
28,477 |
10 |
52.60 |
46.98 |
5.62 |
11.4% |
1.88 |
3.8% |
39% |
False |
False |
29,004 |
20 |
52.60 |
45.73 |
6.87 |
14.0% |
1.72 |
3.5% |
50% |
False |
False |
24,652 |
40 |
52.60 |
40.67 |
11.93 |
24.3% |
2.01 |
4.1% |
71% |
False |
False |
23,306 |
60 |
52.60 |
40.67 |
11.93 |
24.3% |
1.78 |
3.6% |
71% |
False |
False |
19,926 |
80 |
62.08 |
40.67 |
21.41 |
43.5% |
1.72 |
3.5% |
40% |
False |
False |
16,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.40 |
2.618 |
52.47 |
1.618 |
51.29 |
1.000 |
50.56 |
0.618 |
50.11 |
HIGH |
49.38 |
0.618 |
48.93 |
0.500 |
48.79 |
0.382 |
48.65 |
LOW |
48.20 |
0.618 |
47.47 |
1.000 |
47.02 |
1.618 |
46.29 |
2.618 |
45.11 |
4.250 |
43.19 |
|
|
Fisher Pivots for day following 16-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
49.06 |
48.92 |
PP |
48.92 |
48.65 |
S1 |
48.79 |
48.38 |
|