NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 16-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
43.91 |
43.15 |
-0.76 |
-1.7% |
46.09 |
High |
44.48 |
44.20 |
-0.28 |
-0.6% |
47.16 |
Low |
42.64 |
42.21 |
-0.43 |
-1.0% |
42.64 |
Close |
43.02 |
43.77 |
0.75 |
1.7% |
43.02 |
Range |
1.84 |
1.99 |
0.15 |
8.2% |
4.52 |
ATR |
1.61 |
1.64 |
0.03 |
1.7% |
0.00 |
Volume |
75,608 |
100,439 |
24,831 |
32.8% |
338,135 |
|
Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.36 |
48.56 |
44.86 |
|
R3 |
47.37 |
46.57 |
44.32 |
|
R2 |
45.38 |
45.38 |
44.13 |
|
R1 |
44.58 |
44.58 |
43.95 |
44.98 |
PP |
43.39 |
43.39 |
43.39 |
43.60 |
S1 |
42.59 |
42.59 |
43.59 |
42.99 |
S2 |
41.40 |
41.40 |
43.41 |
|
S3 |
39.41 |
40.60 |
43.22 |
|
S4 |
37.42 |
38.61 |
42.68 |
|
|
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 |
46.79 |
42.21 |
4.58 |
10.5% |
1.60 |
3.6% |
34% |
False |
True |
71,470 |
10 |
50.02 |
42.21 |
7.81 |
17.8% |
1.64 |
3.8% |
20% |
False |
True |
62,578 |
20 |
50.02 |
42.21 |
7.81 |
17.8% |
1.54 |
3.5% |
20% |
False |
True |
50,375 |
40 |
52.60 |
42.21 |
10.39 |
23.7% |
1.62 |
3.7% |
15% |
False |
True |
38,072 |
60 |
52.60 |
40.67 |
11.93 |
27.3% |
1.86 |
4.2% |
26% |
False |
False |
32,685 |
80 |
52.60 |
40.67 |
11.93 |
27.3% |
1.72 |
3.9% |
26% |
False |
False |
27,921 |
100 |
61.65 |
40.67 |
20.98 |
47.9% |
1.69 |
3.9% |
15% |
False |
False |
23,536 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.66 |
2.618 |
49.41 |
1.618 |
47.42 |
1.000 |
46.19 |
0.618 |
45.43 |
HIGH |
44.20 |
0.618 |
43.44 |
0.500 |
43.21 |
0.382 |
42.97 |
LOW |
42.21 |
0.618 |
40.98 |
1.000 |
40.22 |
1.618 |
38.99 |
2.618 |
37.00 |
4.250 |
33.75 |
|
|
Fisher Pivots for day following 16-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
43.58 |
43.82 |
PP |
43.39 |
43.80 |
S1 |
43.21 |
43.79 |
|