NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 23-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2015 |
23-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
46.74 |
46.88 |
0.14 |
0.3% |
49.23 |
High |
47.51 |
47.32 |
-0.19 |
-0.4% |
49.23 |
Low |
46.43 |
45.84 |
-0.59 |
-1.3% |
45.84 |
Close |
46.86 |
46.25 |
-0.61 |
-1.3% |
46.25 |
Range |
1.08 |
1.48 |
0.40 |
37.0% |
3.39 |
ATR |
1.67 |
1.66 |
-0.01 |
-0.8% |
0.00 |
Volume |
39,626 |
52,280 |
12,654 |
31.9% |
211,209 |
|
Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.91 |
50.06 |
47.06 |
|
R3 |
49.43 |
48.58 |
46.66 |
|
R2 |
47.95 |
47.95 |
46.52 |
|
R1 |
47.10 |
47.10 |
46.39 |
46.79 |
PP |
46.47 |
46.47 |
46.47 |
46.31 |
S1 |
45.62 |
45.62 |
46.11 |
45.31 |
S2 |
44.99 |
44.99 |
45.98 |
|
S3 |
43.51 |
44.14 |
45.84 |
|
S4 |
42.03 |
42.66 |
45.44 |
|
|
Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.28 |
55.15 |
48.11 |
|
R3 |
53.89 |
51.76 |
47.18 |
|
R2 |
50.50 |
50.50 |
46.87 |
|
R1 |
48.37 |
48.37 |
46.56 |
47.74 |
PP |
47.11 |
47.11 |
47.11 |
46.79 |
S1 |
44.98 |
44.98 |
45.94 |
44.35 |
S2 |
43.72 |
43.72 |
45.63 |
|
S3 |
40.33 |
41.59 |
45.32 |
|
S4 |
36.94 |
38.20 |
44.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.23 |
45.84 |
3.39 |
7.3% |
1.26 |
2.7% |
12% |
False |
True |
42,241 |
10 |
51.85 |
45.84 |
6.01 |
13.0% |
1.48 |
3.2% |
7% |
False |
True |
35,359 |
20 |
52.60 |
45.73 |
6.87 |
14.9% |
1.63 |
3.5% |
8% |
False |
False |
30,299 |
40 |
52.60 |
45.23 |
7.37 |
15.9% |
1.93 |
4.2% |
14% |
False |
False |
26,321 |
60 |
52.60 |
40.67 |
11.93 |
25.8% |
1.78 |
3.8% |
47% |
False |
False |
22,755 |
80 |
60.00 |
40.67 |
19.33 |
41.8% |
1.73 |
3.7% |
29% |
False |
False |
18,830 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.61 |
2.618 |
51.19 |
1.618 |
49.71 |
1.000 |
48.80 |
0.618 |
48.23 |
HIGH |
47.32 |
0.618 |
46.75 |
0.500 |
46.58 |
0.382 |
46.41 |
LOW |
45.84 |
0.618 |
44.93 |
1.000 |
44.36 |
1.618 |
43.45 |
2.618 |
41.97 |
4.250 |
39.55 |
|
|
Fisher Pivots for day following 23-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
46.58 |
46.68 |
PP |
46.47 |
46.54 |
S1 |
46.36 |
46.39 |
|