NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 03-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2015 |
03-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
48.80 |
48.63 |
-0.17 |
-0.3% |
47.02 |
High |
49.06 |
50.70 |
1.64 |
3.3% |
49.35 |
Low |
47.99 |
48.40 |
0.41 |
0.9% |
45.07 |
Close |
48.58 |
50.34 |
1.76 |
3.6% |
48.95 |
Range |
1.07 |
2.30 |
1.23 |
115.0% |
4.28 |
ATR |
1.61 |
1.66 |
0.05 |
3.1% |
0.00 |
Volume |
24,099 |
32,947 |
8,848 |
36.7% |
168,989 |
|
Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.71 |
55.83 |
51.61 |
|
R3 |
54.41 |
53.53 |
50.97 |
|
R2 |
52.11 |
52.11 |
50.76 |
|
R1 |
51.23 |
51.23 |
50.55 |
51.67 |
PP |
49.81 |
49.81 |
49.81 |
50.04 |
S1 |
48.93 |
48.93 |
50.13 |
49.37 |
S2 |
47.51 |
47.51 |
49.92 |
|
S3 |
45.21 |
46.63 |
49.71 |
|
S4 |
42.91 |
44.33 |
49.08 |
|
|
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 |
50.70 |
45.49 |
5.21 |
10.3% |
1.88 |
3.7% |
93% |
True |
False |
31,610 |
10 |
50.70 |
45.07 |
5.63 |
11.2% |
1.53 |
3.0% |
94% |
True |
False |
33,749 |
20 |
53.01 |
45.07 |
7.94 |
15.8% |
1.57 |
3.1% |
66% |
False |
False |
34,252 |
40 |
53.01 |
45.07 |
7.94 |
15.8% |
1.63 |
3.2% |
66% |
False |
False |
30,182 |
60 |
53.08 |
41.25 |
11.83 |
23.5% |
1.81 |
3.6% |
77% |
False |
False |
28,469 |
80 |
56.44 |
41.25 |
15.19 |
30.2% |
1.68 |
3.3% |
60% |
False |
False |
24,352 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.48 |
2.618 |
56.72 |
1.618 |
54.42 |
1.000 |
53.00 |
0.618 |
52.12 |
HIGH |
50.70 |
0.618 |
49.82 |
0.500 |
49.55 |
0.382 |
49.28 |
LOW |
48.40 |
0.618 |
46.98 |
1.000 |
46.10 |
1.618 |
44.68 |
2.618 |
42.38 |
4.250 |
38.63 |
|
|
Fisher Pivots for day following 03-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
50.08 |
49.98 |
PP |
49.81 |
49.61 |
S1 |
49.55 |
49.25 |
|