NYMEX Light Sweet Crude Oil Future March 2016
| Trading Metrics calculated at close of trading on 05-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2015 |
05-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
50.10 |
48.96 |
-1.14 |
-2.3% |
47.02 |
| High |
50.67 |
48.99 |
-1.68 |
-3.3% |
49.35 |
| Low |
48.58 |
47.75 |
-0.83 |
-1.7% |
45.07 |
| Close |
48.69 |
47.83 |
-0.86 |
-1.8% |
48.95 |
| Range |
2.09 |
1.24 |
-0.85 |
-40.7% |
4.28 |
| ATR |
1.69 |
1.65 |
-0.03 |
-1.9% |
0.00 |
| Volume |
31,999 |
57,126 |
25,127 |
78.5% |
168,989 |
|
| Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.91 |
51.11 |
48.51 |
|
| R3 |
50.67 |
49.87 |
48.17 |
|
| R2 |
49.43 |
49.43 |
48.06 |
|
| R1 |
48.63 |
48.63 |
47.94 |
48.41 |
| PP |
48.19 |
48.19 |
48.19 |
48.08 |
| S1 |
47.39 |
47.39 |
47.72 |
47.17 |
| S2 |
46.95 |
46.95 |
47.60 |
|
| S3 |
45.71 |
46.15 |
47.49 |
|
| S4 |
44.47 |
44.91 |
47.15 |
|
|
| 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 |
47.75 |
2.95 |
6.2% |
1.65 |
3.5% |
3% |
False |
True |
34,025 |
| 10 |
50.70 |
45.07 |
5.63 |
11.8% |
1.65 |
3.5% |
49% |
False |
False |
35,286 |
| 20 |
53.01 |
45.07 |
7.94 |
16.6% |
1.55 |
3.2% |
35% |
False |
False |
34,367 |
| 40 |
53.01 |
45.07 |
7.94 |
16.6% |
1.61 |
3.4% |
35% |
False |
False |
31,447 |
| 60 |
53.08 |
41.25 |
11.83 |
24.7% |
1.82 |
3.8% |
56% |
False |
False |
29,171 |
| 80 |
55.05 |
41.25 |
13.80 |
28.9% |
1.67 |
3.5% |
48% |
False |
False |
25,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.26 |
|
2.618 |
52.24 |
|
1.618 |
51.00 |
|
1.000 |
50.23 |
|
0.618 |
49.76 |
|
HIGH |
48.99 |
|
0.618 |
48.52 |
|
0.500 |
48.37 |
|
0.382 |
48.22 |
|
LOW |
47.75 |
|
0.618 |
46.98 |
|
1.000 |
46.51 |
|
1.618 |
45.74 |
|
2.618 |
44.50 |
|
4.250 |
42.48 |
|
|
| Fisher Pivots for day following 05-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
48.37 |
49.23 |
| PP |
48.19 |
48.76 |
| S1 |
48.01 |
48.30 |
|