NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 18-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2015 |
18-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
43.93 |
43.10 |
-0.83 |
-1.9% |
46.09 |
High |
44.11 |
43.67 |
-0.44 |
-1.0% |
47.16 |
Low |
42.66 |
42.42 |
-0.24 |
-0.6% |
42.64 |
Close |
42.74 |
43.09 |
0.35 |
0.8% |
43.02 |
Range |
1.45 |
1.25 |
-0.20 |
-13.8% |
4.52 |
ATR |
1.62 |
1.60 |
-0.03 |
-1.6% |
0.00 |
Volume |
65,437 |
93,765 |
28,328 |
43.3% |
338,135 |
|
Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.81 |
46.20 |
43.78 |
|
R3 |
45.56 |
44.95 |
43.43 |
|
R2 |
44.31 |
44.31 |
43.32 |
|
R1 |
43.70 |
43.70 |
43.20 |
43.38 |
PP |
43.06 |
43.06 |
43.06 |
42.90 |
S1 |
42.45 |
42.45 |
42.98 |
42.13 |
S2 |
41.81 |
41.81 |
42.86 |
|
S3 |
40.56 |
41.20 |
42.75 |
|
S4 |
39.31 |
39.95 |
42.40 |
|
|
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 |
45.43 |
42.21 |
3.22 |
7.5% |
1.63 |
3.8% |
27% |
False |
False |
80,490 |
10 |
48.30 |
42.21 |
6.09 |
14.1% |
1.47 |
3.4% |
14% |
False |
False |
71,986 |
20 |
50.02 |
42.21 |
7.81 |
18.1% |
1.57 |
3.6% |
11% |
False |
False |
54,152 |
40 |
52.60 |
42.21 |
10.39 |
24.1% |
1.60 |
3.7% |
8% |
False |
False |
40,972 |
60 |
52.60 |
41.56 |
11.04 |
25.6% |
1.85 |
4.3% |
14% |
False |
False |
34,776 |
80 |
52.60 |
40.67 |
11.93 |
27.7% |
1.72 |
4.0% |
20% |
False |
False |
29,705 |
100 |
61.44 |
40.67 |
20.77 |
48.2% |
1.70 |
3.9% |
12% |
False |
False |
25,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.98 |
2.618 |
46.94 |
1.618 |
45.69 |
1.000 |
44.92 |
0.618 |
44.44 |
HIGH |
43.67 |
0.618 |
43.19 |
0.500 |
43.05 |
0.382 |
42.90 |
LOW |
42.42 |
0.618 |
41.65 |
1.000 |
41.17 |
1.618 |
40.40 |
2.618 |
39.15 |
4.250 |
37.11 |
|
|
Fisher Pivots for day following 18-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
43.08 |
43.21 |
PP |
43.06 |
43.17 |
S1 |
43.05 |
43.13 |
|