NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 28-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2015 |
28-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
45.54 |
45.14 |
-0.40 |
-0.9% |
49.23 |
High |
45.59 |
47.82 |
2.23 |
4.9% |
49.23 |
Low |
44.36 |
44.77 |
0.41 |
0.9% |
45.84 |
Close |
44.91 |
47.60 |
2.69 |
6.0% |
46.25 |
Range |
1.23 |
3.05 |
1.82 |
148.0% |
3.39 |
ATR |
1.60 |
1.71 |
0.10 |
6.4% |
0.00 |
Volume |
33,575 |
38,652 |
5,077 |
15.1% |
211,209 |
|
Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.88 |
54.79 |
49.28 |
|
R3 |
52.83 |
51.74 |
48.44 |
|
R2 |
49.78 |
49.78 |
48.16 |
|
R1 |
48.69 |
48.69 |
47.88 |
49.24 |
PP |
46.73 |
46.73 |
46.73 |
47.00 |
S1 |
45.64 |
45.64 |
47.32 |
46.19 |
S2 |
43.68 |
43.68 |
47.04 |
|
S3 |
40.63 |
42.59 |
46.76 |
|
S4 |
37.58 |
39.54 |
45.92 |
|
|
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 |
47.82 |
44.36 |
3.46 |
7.3% |
1.61 |
3.4% |
94% |
True |
False |
39,311 |
10 |
49.38 |
44.36 |
5.02 |
10.5% |
1.46 |
3.1% |
65% |
False |
False |
37,689 |
20 |
52.60 |
44.36 |
8.24 |
17.3% |
1.73 |
3.6% |
39% |
False |
False |
32,854 |
40 |
52.60 |
44.36 |
8.24 |
17.3% |
1.72 |
3.6% |
39% |
False |
False |
26,715 |
60 |
52.60 |
40.67 |
11.93 |
25.1% |
1.80 |
3.8% |
58% |
False |
False |
24,074 |
80 |
56.31 |
40.67 |
15.64 |
32.9% |
1.69 |
3.6% |
44% |
False |
False |
19,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.78 |
2.618 |
55.80 |
1.618 |
52.75 |
1.000 |
50.87 |
0.618 |
49.70 |
HIGH |
47.82 |
0.618 |
46.65 |
0.500 |
46.30 |
0.382 |
45.94 |
LOW |
44.77 |
0.618 |
42.89 |
1.000 |
41.72 |
1.618 |
39.84 |
2.618 |
36.79 |
4.250 |
31.81 |
|
|
Fisher Pivots for day following 28-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
47.17 |
47.10 |
PP |
46.73 |
46.59 |
S1 |
46.30 |
46.09 |
|