NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 17-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2015 |
17-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
43.15 |
43.93 |
0.78 |
1.8% |
46.09 |
High |
44.20 |
44.11 |
-0.09 |
-0.2% |
47.16 |
Low |
42.21 |
42.66 |
0.45 |
1.1% |
42.64 |
Close |
43.77 |
42.74 |
-1.03 |
-2.4% |
43.02 |
Range |
1.99 |
1.45 |
-0.54 |
-27.1% |
4.52 |
ATR |
1.64 |
1.62 |
-0.01 |
-0.8% |
0.00 |
Volume |
100,439 |
65,437 |
-35,002 |
-34.8% |
338,135 |
|
Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.52 |
46.58 |
43.54 |
|
R3 |
46.07 |
45.13 |
43.14 |
|
R2 |
44.62 |
44.62 |
43.01 |
|
R1 |
43.68 |
43.68 |
42.87 |
43.43 |
PP |
43.17 |
43.17 |
43.17 |
43.04 |
S1 |
42.23 |
42.23 |
42.61 |
41.98 |
S2 |
41.72 |
41.72 |
42.47 |
|
S3 |
40.27 |
40.78 |
42.34 |
|
S4 |
38.82 |
39.33 |
41.94 |
|
|
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 |
46.38 |
42.21 |
4.17 |
9.8% |
1.68 |
3.9% |
13% |
False |
False |
75,481 |
10 |
50.00 |
42.21 |
7.79 |
18.2% |
1.56 |
3.6% |
7% |
False |
False |
65,823 |
20 |
50.02 |
42.21 |
7.81 |
18.3% |
1.56 |
3.6% |
7% |
False |
False |
51,478 |
40 |
52.60 |
42.21 |
10.39 |
24.3% |
1.63 |
3.8% |
5% |
False |
False |
39,221 |
60 |
52.60 |
41.45 |
11.15 |
26.1% |
1.85 |
4.3% |
12% |
False |
False |
33,461 |
80 |
52.60 |
40.67 |
11.93 |
27.9% |
1.73 |
4.0% |
17% |
False |
False |
28,641 |
100 |
61.44 |
40.67 |
20.77 |
48.6% |
1.70 |
4.0% |
10% |
False |
False |
24,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.27 |
2.618 |
47.91 |
1.618 |
46.46 |
1.000 |
45.56 |
0.618 |
45.01 |
HIGH |
44.11 |
0.618 |
43.56 |
0.500 |
43.39 |
0.382 |
43.21 |
LOW |
42.66 |
0.618 |
41.76 |
1.000 |
41.21 |
1.618 |
40.31 |
2.618 |
38.86 |
4.250 |
36.50 |
|
|
Fisher Pivots for day following 17-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
43.39 |
43.35 |
PP |
43.17 |
43.14 |
S1 |
42.96 |
42.94 |
|