NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 25-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2015 |
25-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
43.41 |
44.17 |
0.76 |
1.8% |
43.15 |
High |
44.82 |
44.61 |
-0.21 |
-0.5% |
44.20 |
Low |
43.26 |
43.16 |
-0.10 |
-0.2% |
42.21 |
Close |
44.33 |
44.39 |
0.06 |
0.1% |
43.19 |
Range |
1.56 |
1.45 |
-0.11 |
-7.1% |
1.99 |
ATR |
1.60 |
1.59 |
-0.01 |
-0.7% |
0.00 |
Volume |
78,637 |
68,617 |
-10,020 |
-12.7% |
451,388 |
|
Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.40 |
47.85 |
45.19 |
|
R3 |
46.95 |
46.40 |
44.79 |
|
R2 |
45.50 |
45.50 |
44.66 |
|
R1 |
44.95 |
44.95 |
44.52 |
45.23 |
PP |
44.05 |
44.05 |
44.05 |
44.19 |
S1 |
43.50 |
43.50 |
44.26 |
43.78 |
S2 |
42.60 |
42.60 |
44.12 |
|
S3 |
41.15 |
42.05 |
43.99 |
|
S4 |
39.70 |
40.60 |
43.59 |
|
|
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 |
44.82 |
41.84 |
2.98 |
6.7% |
1.54 |
3.5% |
86% |
False |
False |
93,030 |
10 |
45.43 |
41.84 |
3.59 |
8.1% |
1.59 |
3.6% |
71% |
False |
False |
86,760 |
20 |
50.02 |
41.84 |
8.18 |
18.4% |
1.55 |
3.5% |
31% |
False |
False |
67,582 |
40 |
52.60 |
41.84 |
10.76 |
24.2% |
1.64 |
3.7% |
24% |
False |
False |
50,218 |
60 |
52.60 |
41.84 |
10.76 |
24.2% |
1.66 |
3.7% |
24% |
False |
False |
40,337 |
80 |
52.60 |
40.67 |
11.93 |
26.9% |
1.74 |
3.9% |
31% |
False |
False |
34,951 |
100 |
56.31 |
40.67 |
15.64 |
35.2% |
1.66 |
3.8% |
24% |
False |
False |
29,425 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.77 |
2.618 |
48.41 |
1.618 |
46.96 |
1.000 |
46.06 |
0.618 |
45.51 |
HIGH |
44.61 |
0.618 |
44.06 |
0.500 |
43.89 |
0.382 |
43.71 |
LOW |
43.16 |
0.618 |
42.26 |
1.000 |
41.71 |
1.618 |
40.81 |
2.618 |
39.36 |
4.250 |
37.00 |
|
|
Fisher Pivots for day following 25-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
44.22 |
44.04 |
PP |
44.05 |
43.68 |
S1 |
43.89 |
43.33 |
|