NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 19-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2015 |
19-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
43.10 |
43.20 |
0.10 |
0.2% |
46.09 |
High |
43.67 |
43.53 |
-0.14 |
-0.3% |
47.16 |
Low |
42.42 |
42.48 |
0.06 |
0.1% |
42.64 |
Close |
43.09 |
42.89 |
-0.20 |
-0.5% |
43.02 |
Range |
1.25 |
1.05 |
-0.20 |
-16.0% |
4.52 |
ATR |
1.60 |
1.56 |
-0.04 |
-2.4% |
0.00 |
Volume |
93,765 |
85,689 |
-8,076 |
-8.6% |
338,135 |
|
Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.12 |
45.55 |
43.47 |
|
R3 |
45.07 |
44.50 |
43.18 |
|
R2 |
44.02 |
44.02 |
43.08 |
|
R1 |
43.45 |
43.45 |
42.99 |
43.21 |
PP |
42.97 |
42.97 |
42.97 |
42.85 |
S1 |
42.40 |
42.40 |
42.79 |
42.16 |
S2 |
41.92 |
41.92 |
42.70 |
|
S3 |
40.87 |
41.35 |
42.60 |
|
S4 |
39.82 |
40.30 |
42.31 |
|
|
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 |
44.48 |
42.21 |
2.27 |
5.3% |
1.52 |
3.5% |
30% |
False |
False |
84,187 |
10 |
47.56 |
42.21 |
5.35 |
12.5% |
1.45 |
3.4% |
13% |
False |
False |
73,972 |
20 |
50.02 |
42.21 |
7.81 |
18.2% |
1.56 |
3.6% |
9% |
False |
False |
56,455 |
40 |
52.60 |
42.21 |
10.39 |
24.2% |
1.59 |
3.7% |
7% |
False |
False |
42,580 |
60 |
52.60 |
42.16 |
10.44 |
24.3% |
1.85 |
4.3% |
7% |
False |
False |
35,878 |
80 |
52.60 |
40.67 |
11.93 |
27.8% |
1.71 |
4.0% |
19% |
False |
False |
30,664 |
100 |
60.69 |
40.67 |
20.02 |
46.7% |
1.70 |
4.0% |
11% |
False |
False |
25,871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.99 |
2.618 |
46.28 |
1.618 |
45.23 |
1.000 |
44.58 |
0.618 |
44.18 |
HIGH |
43.53 |
0.618 |
43.13 |
0.500 |
43.01 |
0.382 |
42.88 |
LOW |
42.48 |
0.618 |
41.83 |
1.000 |
41.43 |
1.618 |
40.78 |
2.618 |
39.73 |
4.250 |
38.02 |
|
|
Fisher Pivots for day following 19-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
43.01 |
43.27 |
PP |
42.97 |
43.14 |
S1 |
42.93 |
43.02 |
|