NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 22-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2015 |
22-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
47.41 |
46.74 |
-0.67 |
-1.4% |
51.29 |
High |
47.52 |
47.51 |
-0.01 |
0.0% |
51.85 |
Low |
46.40 |
46.43 |
0.03 |
0.1% |
47.38 |
Close |
46.65 |
46.86 |
0.21 |
0.5% |
49.19 |
Range |
1.12 |
1.08 |
-0.04 |
-3.6% |
4.47 |
ATR |
1.71 |
1.67 |
-0.05 |
-2.6% |
0.00 |
Volume |
40,289 |
39,626 |
-663 |
-1.6% |
142,387 |
|
Daily Pivots for day following 22-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.17 |
49.60 |
47.45 |
|
R3 |
49.09 |
48.52 |
47.16 |
|
R2 |
48.01 |
48.01 |
47.06 |
|
R1 |
47.44 |
47.44 |
46.96 |
47.73 |
PP |
46.93 |
46.93 |
46.93 |
47.08 |
S1 |
46.36 |
46.36 |
46.76 |
46.65 |
S2 |
45.85 |
45.85 |
46.66 |
|
S3 |
44.77 |
45.28 |
46.56 |
|
S4 |
43.69 |
44.20 |
46.27 |
|
|
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 |
49.38 |
46.40 |
2.98 |
6.4% |
1.20 |
2.6% |
15% |
False |
False |
37,966 |
10 |
52.60 |
46.40 |
6.20 |
13.2% |
1.50 |
3.2% |
7% |
False |
False |
33,913 |
20 |
52.60 |
45.73 |
6.87 |
14.7% |
1.62 |
3.4% |
16% |
False |
False |
28,706 |
40 |
52.60 |
42.16 |
10.44 |
22.3% |
2.00 |
4.3% |
45% |
False |
False |
25,590 |
60 |
52.60 |
40.67 |
11.93 |
25.5% |
1.76 |
3.8% |
52% |
False |
False |
22,067 |
80 |
60.69 |
40.67 |
20.02 |
42.7% |
1.73 |
3.7% |
31% |
False |
False |
18,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.10 |
2.618 |
50.34 |
1.618 |
49.26 |
1.000 |
48.59 |
0.618 |
48.18 |
HIGH |
47.51 |
0.618 |
47.10 |
0.500 |
46.97 |
0.382 |
46.84 |
LOW |
46.43 |
0.618 |
45.76 |
1.000 |
45.35 |
1.618 |
44.68 |
2.618 |
43.60 |
4.250 |
41.84 |
|
|
Fisher Pivots for day following 22-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
46.97 |
47.32 |
PP |
46.93 |
47.17 |
S1 |
46.90 |
47.01 |
|