NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 06-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2015 |
06-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
48.29 |
47.24 |
-1.05 |
-2.2% |
48.10 |
High |
48.30 |
47.56 |
-0.74 |
-1.5% |
50.02 |
Low |
47.03 |
46.20 |
-0.83 |
-1.8% |
46.20 |
Close |
47.09 |
46.33 |
-0.76 |
-1.6% |
46.33 |
Range |
1.27 |
1.36 |
0.09 |
7.1% |
3.82 |
ATR |
1.69 |
1.66 |
-0.02 |
-1.4% |
0.00 |
Volume |
65,822 |
56,264 |
-9,558 |
-14.5% |
211,297 |
|
Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.78 |
49.91 |
47.08 |
|
R3 |
49.42 |
48.55 |
46.70 |
|
R2 |
48.06 |
48.06 |
46.58 |
|
R1 |
47.19 |
47.19 |
46.45 |
46.95 |
PP |
46.70 |
46.70 |
46.70 |
46.57 |
S1 |
45.83 |
45.83 |
46.21 |
45.59 |
S2 |
45.34 |
45.34 |
46.08 |
|
S3 |
43.98 |
44.47 |
45.96 |
|
S4 |
42.62 |
43.11 |
45.58 |
|
|
Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.98 |
56.47 |
48.43 |
|
R3 |
55.16 |
52.65 |
47.38 |
|
R2 |
51.34 |
51.34 |
47.03 |
|
R1 |
48.83 |
48.83 |
46.68 |
48.18 |
PP |
47.52 |
47.52 |
47.52 |
47.19 |
S1 |
45.01 |
45.01 |
45.98 |
44.36 |
S2 |
43.70 |
43.70 |
45.63 |
|
S3 |
39.88 |
41.19 |
45.28 |
|
S4 |
36.06 |
37.37 |
44.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.02 |
46.20 |
3.82 |
8.2% |
1.63 |
3.5% |
3% |
False |
True |
42,259 |
10 |
50.02 |
44.36 |
5.66 |
12.2% |
1.67 |
3.6% |
35% |
False |
False |
39,337 |
20 |
51.85 |
44.36 |
7.49 |
16.2% |
1.57 |
3.4% |
26% |
False |
False |
37,348 |
40 |
52.60 |
44.36 |
8.24 |
17.8% |
1.63 |
3.5% |
24% |
False |
False |
30,470 |
60 |
52.60 |
40.67 |
11.93 |
25.8% |
1.82 |
3.9% |
47% |
False |
False |
26,969 |
80 |
54.03 |
40.67 |
13.36 |
28.8% |
1.69 |
3.6% |
42% |
False |
False |
22,902 |
100 |
63.11 |
40.67 |
22.44 |
48.4% |
1.67 |
3.6% |
25% |
False |
False |
19,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.34 |
2.618 |
51.12 |
1.618 |
49.76 |
1.000 |
48.92 |
0.618 |
48.40 |
HIGH |
47.56 |
0.618 |
47.04 |
0.500 |
46.88 |
0.382 |
46.72 |
LOW |
46.20 |
0.618 |
45.36 |
1.000 |
44.84 |
1.618 |
44.00 |
2.618 |
42.64 |
4.250 |
40.42 |
|
|
Fisher Pivots for day following 06-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
46.88 |
48.10 |
PP |
46.70 |
47.51 |
S1 |
46.51 |
46.92 |
|