NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 23-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
43.00 |
42.79 |
-0.21 |
-0.5% |
43.15 |
High |
44.01 |
44.09 |
0.08 |
0.2% |
44.20 |
Low |
42.60 |
41.84 |
-0.76 |
-1.8% |
42.21 |
Close |
43.19 |
43.15 |
-0.04 |
-0.1% |
43.19 |
Range |
1.41 |
2.25 |
0.84 |
59.6% |
1.99 |
ATR |
1.55 |
1.60 |
0.05 |
3.2% |
0.00 |
Volume |
106,058 |
126,149 |
20,091 |
18.9% |
451,388 |
|
Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.78 |
48.71 |
44.39 |
|
R3 |
47.53 |
46.46 |
43.77 |
|
R2 |
45.28 |
45.28 |
43.56 |
|
R1 |
44.21 |
44.21 |
43.36 |
44.75 |
PP |
43.03 |
43.03 |
43.03 |
43.29 |
S1 |
41.96 |
41.96 |
42.94 |
42.50 |
S2 |
40.78 |
40.78 |
42.74 |
|
S3 |
38.53 |
39.71 |
42.53 |
|
S4 |
36.28 |
37.46 |
41.91 |
|
|
Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.17 |
48.17 |
44.28 |
|
R3 |
47.18 |
46.18 |
43.74 |
|
R2 |
45.19 |
45.19 |
43.55 |
|
R1 |
44.19 |
44.19 |
43.37 |
44.69 |
PP |
43.20 |
43.20 |
43.20 |
43.45 |
S1 |
42.20 |
42.20 |
43.01 |
42.70 |
S2 |
41.21 |
41.21 |
42.83 |
|
S3 |
39.22 |
40.21 |
42.64 |
|
S4 |
37.23 |
38.22 |
42.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
44.11 |
41.84 |
2.27 |
5.3% |
1.48 |
3.4% |
58% |
False |
True |
95,419 |
10 |
46.79 |
41.84 |
4.95 |
11.5% |
1.54 |
3.6% |
26% |
False |
True |
83,445 |
20 |
50.02 |
41.84 |
8.18 |
19.0% |
1.61 |
3.7% |
16% |
False |
True |
63,830 |
40 |
52.60 |
41.84 |
10.76 |
24.9% |
1.62 |
3.8% |
12% |
False |
True |
47,334 |
60 |
52.60 |
41.84 |
10.76 |
24.9% |
1.78 |
4.1% |
12% |
False |
True |
39,038 |
80 |
52.60 |
40.67 |
11.93 |
27.6% |
1.73 |
4.0% |
21% |
False |
False |
33,315 |
100 |
58.89 |
40.67 |
18.22 |
42.2% |
1.70 |
3.9% |
14% |
False |
False |
28,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.65 |
2.618 |
49.98 |
1.618 |
47.73 |
1.000 |
46.34 |
0.618 |
45.48 |
HIGH |
44.09 |
0.618 |
43.23 |
0.500 |
42.97 |
0.382 |
42.70 |
LOW |
41.84 |
0.618 |
40.45 |
1.000 |
39.59 |
1.618 |
38.20 |
2.618 |
35.95 |
4.250 |
32.28 |
|
|
Fisher Pivots for day following 23-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
43.09 |
43.09 |
PP |
43.03 |
43.03 |
S1 |
42.97 |
42.97 |
|