NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 19-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2015 |
19-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
49.42 |
49.69 |
0.27 |
0.5% |
51.75 |
High |
49.96 |
49.69 |
-0.27 |
-0.5% |
52.26 |
Low |
48.82 |
48.25 |
-0.57 |
-1.2% |
47.90 |
Close |
49.78 |
48.29 |
-1.49 |
-3.0% |
49.78 |
Range |
1.14 |
1.44 |
0.30 |
26.3% |
4.36 |
ATR |
1.79 |
1.77 |
-0.02 |
-1.0% |
0.00 |
Volume |
28,567 |
31,089 |
2,522 |
8.8% |
141,451 |
|
Daily Pivots for day following 19-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.06 |
52.12 |
49.08 |
|
R3 |
51.62 |
50.68 |
48.69 |
|
R2 |
50.18 |
50.18 |
48.55 |
|
R1 |
49.24 |
49.24 |
48.42 |
48.99 |
PP |
48.74 |
48.74 |
48.74 |
48.62 |
S1 |
47.80 |
47.80 |
48.16 |
47.55 |
S2 |
47.30 |
47.30 |
48.03 |
|
S3 |
45.86 |
46.36 |
47.89 |
|
S4 |
44.42 |
44.92 |
47.50 |
|
|
Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.06 |
60.78 |
52.18 |
|
R3 |
58.70 |
56.42 |
50.98 |
|
R2 |
54.34 |
54.34 |
50.58 |
|
R1 |
52.06 |
52.06 |
50.18 |
51.02 |
PP |
49.98 |
49.98 |
49.98 |
49.46 |
S1 |
47.70 |
47.70 |
49.38 |
46.66 |
S2 |
45.62 |
45.62 |
48.98 |
|
S3 |
41.26 |
43.34 |
48.58 |
|
S4 |
36.90 |
38.98 |
47.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.62 |
47.90 |
2.72 |
5.6% |
1.37 |
2.8% |
14% |
False |
False |
28,828 |
10 |
53.01 |
47.90 |
5.11 |
10.6% |
1.81 |
3.8% |
8% |
False |
False |
34,727 |
20 |
53.01 |
46.25 |
6.76 |
14.0% |
1.67 |
3.5% |
30% |
False |
False |
31,098 |
40 |
53.08 |
41.25 |
11.83 |
24.5% |
2.02 |
4.2% |
60% |
False |
False |
27,847 |
60 |
53.08 |
41.25 |
11.83 |
24.5% |
1.78 |
3.7% |
60% |
False |
False |
24,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.81 |
2.618 |
53.46 |
1.618 |
52.02 |
1.000 |
51.13 |
0.618 |
50.58 |
HIGH |
49.69 |
0.618 |
49.14 |
0.500 |
48.97 |
0.382 |
48.80 |
LOW |
48.25 |
0.618 |
47.36 |
1.000 |
46.81 |
1.618 |
45.92 |
2.618 |
44.48 |
4.250 |
42.13 |
|
|
Fisher Pivots for day following 19-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
48.97 |
48.93 |
PP |
48.74 |
48.72 |
S1 |
48.52 |
48.50 |
|