NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 10-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2015 |
10-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
46.09 |
46.26 |
0.17 |
0.4% |
48.10 |
High |
47.16 |
46.79 |
-0.37 |
-0.8% |
50.02 |
Low |
45.80 |
45.74 |
-0.06 |
-0.1% |
46.20 |
Close |
46.05 |
46.36 |
0.31 |
0.7% |
46.33 |
Range |
1.36 |
1.05 |
-0.31 |
-22.8% |
3.82 |
ATR |
1.64 |
1.60 |
-0.04 |
-2.6% |
0.00 |
Volume |
81,222 |
45,384 |
-35,838 |
-44.1% |
211,297 |
|
Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.45 |
48.95 |
46.94 |
|
R3 |
48.40 |
47.90 |
46.65 |
|
R2 |
47.35 |
47.35 |
46.55 |
|
R1 |
46.85 |
46.85 |
46.46 |
47.10 |
PP |
46.30 |
46.30 |
46.30 |
46.42 |
S1 |
45.80 |
45.80 |
46.26 |
46.05 |
S2 |
45.25 |
45.25 |
46.17 |
|
S3 |
44.20 |
44.75 |
46.07 |
|
S4 |
43.15 |
43.70 |
45.78 |
|
|
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 |
50.00 |
45.74 |
4.26 |
9.2% |
1.43 |
3.1% |
15% |
False |
True |
56,165 |
10 |
50.02 |
44.77 |
5.25 |
11.3% |
1.67 |
3.6% |
30% |
False |
False |
45,397 |
20 |
50.02 |
44.36 |
5.66 |
12.2% |
1.46 |
3.1% |
35% |
False |
False |
40,831 |
40 |
52.60 |
44.36 |
8.24 |
17.8% |
1.64 |
3.5% |
24% |
False |
False |
32,198 |
60 |
52.60 |
40.67 |
11.93 |
25.7% |
1.84 |
4.0% |
48% |
False |
False |
28,658 |
80 |
54.03 |
40.67 |
13.36 |
28.8% |
1.70 |
3.7% |
43% |
False |
False |
24,385 |
100 |
63.11 |
40.67 |
22.44 |
48.4% |
1.67 |
3.6% |
25% |
False |
False |
20,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.25 |
2.618 |
49.54 |
1.618 |
48.49 |
1.000 |
47.84 |
0.618 |
47.44 |
HIGH |
46.79 |
0.618 |
46.39 |
0.500 |
46.27 |
0.382 |
46.14 |
LOW |
45.74 |
0.618 |
45.09 |
1.000 |
44.69 |
1.618 |
44.04 |
2.618 |
42.99 |
4.250 |
41.28 |
|
|
Fisher Pivots for day following 10-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
46.33 |
46.65 |
PP |
46.30 |
46.55 |
S1 |
46.27 |
46.46 |
|