NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 30-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2015 |
30-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
44.51 |
43.05 |
-1.46 |
-3.3% |
42.79 |
High |
44.63 |
43.92 |
-0.71 |
-1.6% |
44.82 |
Low |
43.01 |
42.84 |
-0.17 |
-0.4% |
41.84 |
Close |
43.06 |
42.96 |
-0.10 |
-0.2% |
43.06 |
Range |
1.62 |
1.08 |
-0.54 |
-33.3% |
2.98 |
ATR |
1.59 |
1.56 |
-0.04 |
-2.3% |
0.00 |
Volume |
45,492 |
87,776 |
42,284 |
92.9% |
318,895 |
|
Daily Pivots for day following 30-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.48 |
45.80 |
43.55 |
|
R3 |
45.40 |
44.72 |
43.26 |
|
R2 |
44.32 |
44.32 |
43.16 |
|
R1 |
43.64 |
43.64 |
43.06 |
43.44 |
PP |
43.24 |
43.24 |
43.24 |
43.14 |
S1 |
42.56 |
42.56 |
42.86 |
42.36 |
S2 |
42.16 |
42.16 |
42.76 |
|
S3 |
41.08 |
41.48 |
42.66 |
|
S4 |
40.00 |
40.40 |
42.37 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.18 |
50.60 |
44.70 |
|
R3 |
49.20 |
47.62 |
43.88 |
|
R2 |
46.22 |
46.22 |
43.61 |
|
R1 |
44.64 |
44.64 |
43.33 |
45.43 |
PP |
43.24 |
43.24 |
43.24 |
43.64 |
S1 |
41.66 |
41.66 |
42.79 |
42.45 |
S2 |
40.26 |
40.26 |
42.51 |
|
S3 |
37.28 |
38.68 |
42.24 |
|
S4 |
34.30 |
35.70 |
41.42 |
|
|
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 |
6.9% |
1.59 |
3.7% |
38% |
False |
False |
81,334 |
10 |
44.82 |
41.84 |
2.98 |
6.9% |
1.51 |
3.5% |
38% |
False |
False |
85,805 |
20 |
50.02 |
41.84 |
8.18 |
19.0% |
1.53 |
3.6% |
14% |
False |
False |
70,374 |
40 |
52.60 |
41.84 |
10.76 |
25.0% |
1.61 |
3.7% |
10% |
False |
False |
52,270 |
60 |
52.60 |
41.84 |
10.76 |
25.0% |
1.61 |
3.8% |
10% |
False |
False |
41,774 |
80 |
52.60 |
40.67 |
11.93 |
27.8% |
1.74 |
4.0% |
19% |
False |
False |
36,368 |
100 |
56.31 |
40.67 |
15.64 |
36.4% |
1.66 |
3.9% |
15% |
False |
False |
30,639 |
120 |
63.33 |
40.67 |
22.66 |
52.7% |
1.62 |
3.8% |
10% |
False |
False |
26,366 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.51 |
2.618 |
46.75 |
1.618 |
45.67 |
1.000 |
45.00 |
0.618 |
44.59 |
HIGH |
43.92 |
0.618 |
43.51 |
0.500 |
43.38 |
0.382 |
43.25 |
LOW |
42.84 |
0.618 |
42.17 |
1.000 |
41.76 |
1.618 |
41.09 |
2.618 |
40.01 |
4.250 |
38.25 |
|
|
Fisher Pivots for day following 30-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
43.38 |
43.74 |
PP |
43.24 |
43.48 |
S1 |
43.10 |
43.22 |
|