NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 13-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
45.16 |
43.91 |
-1.25 |
-2.8% |
46.09 |
High |
45.43 |
44.48 |
-0.95 |
-2.1% |
47.16 |
Low |
43.81 |
42.64 |
-1.17 |
-2.7% |
42.64 |
Close |
44.00 |
43.02 |
-0.98 |
-2.2% |
43.02 |
Range |
1.62 |
1.84 |
0.22 |
13.6% |
4.52 |
ATR |
1.59 |
1.61 |
0.02 |
1.1% |
0.00 |
Volume |
67,204 |
75,608 |
8,404 |
12.5% |
338,135 |
|
Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.90 |
47.80 |
44.03 |
|
R3 |
47.06 |
45.96 |
43.53 |
|
R2 |
45.22 |
45.22 |
43.36 |
|
R1 |
44.12 |
44.12 |
43.19 |
43.75 |
PP |
43.38 |
43.38 |
43.38 |
43.20 |
S1 |
42.28 |
42.28 |
42.85 |
41.91 |
S2 |
41.54 |
41.54 |
42.68 |
|
S3 |
39.70 |
40.44 |
42.51 |
|
S4 |
37.86 |
38.60 |
42.01 |
|
|
Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.83 |
54.95 |
45.51 |
|
R3 |
53.31 |
50.43 |
44.26 |
|
R2 |
48.79 |
48.79 |
43.85 |
|
R1 |
45.91 |
45.91 |
43.43 |
45.09 |
PP |
44.27 |
44.27 |
44.27 |
43.87 |
S1 |
41.39 |
41.39 |
42.61 |
40.57 |
S2 |
39.75 |
39.75 |
42.19 |
|
S3 |
35.23 |
36.87 |
41.78 |
|
S4 |
30.71 |
32.35 |
40.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
47.16 |
42.64 |
4.52 |
10.5% |
1.47 |
3.4% |
8% |
False |
True |
67,627 |
10 |
50.02 |
42.64 |
7.38 |
17.2% |
1.55 |
3.6% |
5% |
False |
True |
54,943 |
20 |
50.02 |
42.64 |
7.38 |
17.2% |
1.52 |
3.5% |
5% |
False |
True |
47,135 |
40 |
52.60 |
42.64 |
9.96 |
23.2% |
1.62 |
3.8% |
4% |
False |
True |
35,893 |
60 |
52.60 |
40.67 |
11.93 |
27.7% |
1.84 |
4.3% |
20% |
False |
False |
31,249 |
80 |
52.60 |
40.67 |
11.93 |
27.7% |
1.71 |
4.0% |
20% |
False |
False |
26,729 |
100 |
62.08 |
40.67 |
21.41 |
49.8% |
1.68 |
3.9% |
11% |
False |
False |
22,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.30 |
2.618 |
49.30 |
1.618 |
47.46 |
1.000 |
46.32 |
0.618 |
45.62 |
HIGH |
44.48 |
0.618 |
43.78 |
0.500 |
43.56 |
0.382 |
43.34 |
LOW |
42.64 |
0.618 |
41.50 |
1.000 |
40.80 |
1.618 |
39.66 |
2.618 |
37.82 |
4.250 |
34.82 |
|
|
Fisher Pivots for day following 13-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
43.56 |
44.51 |
PP |
43.38 |
44.01 |
S1 |
43.20 |
43.52 |
|