NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 30-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2015 |
30-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
48.28 |
48.02 |
-0.26 |
-0.5% |
47.02 |
High |
48.98 |
49.35 |
0.37 |
0.8% |
49.35 |
Low |
47.55 |
47.79 |
0.24 |
0.5% |
45.07 |
Close |
48.31 |
48.95 |
0.64 |
1.3% |
48.95 |
Range |
1.43 |
1.56 |
0.13 |
9.1% |
4.28 |
ATR |
1.65 |
1.65 |
-0.01 |
-0.4% |
0.00 |
Volume |
39,037 |
23,957 |
-15,080 |
-38.6% |
168,989 |
|
Daily Pivots for day following 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.38 |
52.72 |
49.81 |
|
R3 |
51.82 |
51.16 |
49.38 |
|
R2 |
50.26 |
50.26 |
49.24 |
|
R1 |
49.60 |
49.60 |
49.09 |
49.93 |
PP |
48.70 |
48.70 |
48.70 |
48.86 |
S1 |
48.04 |
48.04 |
48.81 |
48.37 |
S2 |
47.14 |
47.14 |
48.66 |
|
S3 |
45.58 |
46.48 |
48.52 |
|
S4 |
44.02 |
44.92 |
48.09 |
|
|
Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.63 |
59.07 |
51.30 |
|
R3 |
56.35 |
54.79 |
50.13 |
|
R2 |
52.07 |
52.07 |
49.73 |
|
R1 |
50.51 |
50.51 |
49.34 |
51.29 |
PP |
47.79 |
47.79 |
47.79 |
48.18 |
S1 |
46.23 |
46.23 |
48.56 |
47.01 |
S2 |
43.51 |
43.51 |
48.17 |
|
S3 |
39.23 |
41.95 |
47.77 |
|
S4 |
34.95 |
37.67 |
46.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.35 |
45.07 |
4.28 |
8.7% |
1.69 |
3.4% |
91% |
True |
False |
33,797 |
10 |
49.69 |
45.07 |
4.62 |
9.4% |
1.43 |
2.9% |
84% |
False |
False |
35,173 |
20 |
53.01 |
45.07 |
7.94 |
16.2% |
1.63 |
3.3% |
49% |
False |
False |
34,747 |
40 |
53.01 |
45.07 |
7.94 |
16.2% |
1.63 |
3.3% |
49% |
False |
False |
29,516 |
60 |
53.08 |
41.25 |
11.83 |
24.2% |
1.81 |
3.7% |
65% |
False |
False |
28,129 |
80 |
56.63 |
41.25 |
15.38 |
31.4% |
1.68 |
3.4% |
50% |
False |
False |
23,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.98 |
2.618 |
53.43 |
1.618 |
51.87 |
1.000 |
50.91 |
0.618 |
50.31 |
HIGH |
49.35 |
0.618 |
48.75 |
0.500 |
48.57 |
0.382 |
48.39 |
LOW |
47.79 |
0.618 |
46.83 |
1.000 |
46.23 |
1.618 |
45.27 |
2.618 |
43.71 |
4.250 |
41.16 |
|
|
Fisher Pivots for day following 30-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
48.82 |
48.44 |
PP |
48.70 |
47.93 |
S1 |
48.57 |
47.42 |
|