NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 02-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2015 |
02-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
47.27 |
48.10 |
0.83 |
1.8% |
46.42 |
High |
48.67 |
48.33 |
-0.34 |
-0.7% |
48.67 |
Low |
47.08 |
47.29 |
0.21 |
0.4% |
44.36 |
Close |
48.26 |
47.87 |
-0.39 |
-0.8% |
48.26 |
Range |
1.59 |
1.04 |
-0.55 |
-34.6% |
4.31 |
ATR |
1.68 |
1.64 |
-0.05 |
-2.7% |
0.00 |
Volume |
29,880 |
24,091 |
-5,789 |
-19.4% |
182,073 |
|
Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.95 |
50.45 |
48.44 |
|
R3 |
49.91 |
49.41 |
48.16 |
|
R2 |
48.87 |
48.87 |
48.06 |
|
R1 |
48.37 |
48.37 |
47.97 |
48.10 |
PP |
47.83 |
47.83 |
47.83 |
47.70 |
S1 |
47.33 |
47.33 |
47.77 |
47.06 |
S2 |
46.79 |
46.79 |
47.68 |
|
S3 |
45.75 |
46.29 |
47.58 |
|
S4 |
44.71 |
45.25 |
47.30 |
|
|
Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.03 |
58.45 |
50.63 |
|
R3 |
55.72 |
54.14 |
49.45 |
|
R2 |
51.41 |
51.41 |
49.05 |
|
R1 |
49.83 |
49.83 |
48.66 |
50.62 |
PP |
47.10 |
47.10 |
47.10 |
47.49 |
S1 |
45.52 |
45.52 |
47.86 |
46.31 |
S2 |
42.79 |
42.79 |
47.47 |
|
S3 |
38.48 |
41.21 |
47.07 |
|
S4 |
34.17 |
36.90 |
45.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
48.67 |
44.36 |
4.31 |
9.0% |
1.68 |
3.5% |
81% |
False |
False |
34,748 |
10 |
48.67 |
44.36 |
4.31 |
9.0% |
1.43 |
3.0% |
81% |
False |
False |
38,173 |
20 |
52.60 |
44.36 |
8.24 |
17.2% |
1.65 |
3.4% |
43% |
False |
False |
34,595 |
40 |
52.60 |
44.36 |
8.24 |
17.2% |
1.65 |
3.5% |
43% |
False |
False |
27,760 |
60 |
52.60 |
40.67 |
11.93 |
24.9% |
1.80 |
3.8% |
60% |
False |
False |
25,268 |
80 |
56.05 |
40.67 |
15.38 |
32.1% |
1.69 |
3.5% |
47% |
False |
False |
20,929 |
100 |
63.33 |
40.67 |
22.66 |
47.3% |
1.64 |
3.4% |
32% |
False |
False |
17,747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.75 |
2.618 |
51.05 |
1.618 |
50.01 |
1.000 |
49.37 |
0.618 |
48.97 |
HIGH |
48.33 |
0.618 |
47.93 |
0.500 |
47.81 |
0.382 |
47.69 |
LOW |
47.29 |
0.618 |
46.65 |
1.000 |
46.25 |
1.618 |
45.61 |
2.618 |
44.57 |
4.250 |
42.87 |
|
|
Fisher Pivots for day following 02-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
47.85 |
47.83 |
PP |
47.83 |
47.78 |
S1 |
47.81 |
47.74 |
|