NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 06-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2015 |
06-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
48.96 |
48.05 |
-0.91 |
-1.9% |
48.80 |
High |
48.99 |
48.28 |
-0.71 |
-1.4% |
50.70 |
Low |
47.75 |
46.95 |
-0.80 |
-1.7% |
46.95 |
Close |
47.83 |
47.09 |
-0.74 |
-1.5% |
47.09 |
Range |
1.24 |
1.33 |
0.09 |
7.3% |
3.75 |
ATR |
1.65 |
1.63 |
-0.02 |
-1.4% |
0.00 |
Volume |
57,126 |
41,542 |
-15,584 |
-27.3% |
187,713 |
|
Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.43 |
50.59 |
47.82 |
|
R3 |
50.10 |
49.26 |
47.46 |
|
R2 |
48.77 |
48.77 |
47.33 |
|
R1 |
47.93 |
47.93 |
47.21 |
47.69 |
PP |
47.44 |
47.44 |
47.44 |
47.32 |
S1 |
46.60 |
46.60 |
46.97 |
46.36 |
S2 |
46.11 |
46.11 |
46.85 |
|
S3 |
44.78 |
45.27 |
46.72 |
|
S4 |
43.45 |
43.94 |
46.36 |
|
|
Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.50 |
57.04 |
49.15 |
|
R3 |
55.75 |
53.29 |
48.12 |
|
R2 |
52.00 |
52.00 |
47.78 |
|
R1 |
49.54 |
49.54 |
47.43 |
48.90 |
PP |
48.25 |
48.25 |
48.25 |
47.92 |
S1 |
45.79 |
45.79 |
46.75 |
45.15 |
S2 |
44.50 |
44.50 |
46.40 |
|
S3 |
40.75 |
42.04 |
46.06 |
|
S4 |
37.00 |
38.29 |
45.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.70 |
46.95 |
3.75 |
8.0% |
1.61 |
3.4% |
4% |
False |
True |
37,542 |
10 |
50.70 |
45.07 |
5.63 |
12.0% |
1.65 |
3.5% |
36% |
False |
False |
35,670 |
20 |
52.26 |
45.07 |
7.19 |
15.3% |
1.53 |
3.3% |
28% |
False |
False |
34,045 |
40 |
53.01 |
45.07 |
7.94 |
16.9% |
1.60 |
3.4% |
25% |
False |
False |
31,956 |
60 |
53.08 |
41.25 |
11.83 |
25.1% |
1.82 |
3.9% |
49% |
False |
False |
29,313 |
80 |
54.45 |
41.25 |
13.20 |
28.0% |
1.67 |
3.6% |
44% |
False |
False |
25,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.93 |
2.618 |
51.76 |
1.618 |
50.43 |
1.000 |
49.61 |
0.618 |
49.10 |
HIGH |
48.28 |
0.618 |
47.77 |
0.500 |
47.62 |
0.382 |
47.46 |
LOW |
46.95 |
0.618 |
46.13 |
1.000 |
45.62 |
1.618 |
44.80 |
2.618 |
43.47 |
4.250 |
41.30 |
|
|
Fisher Pivots for day following 06-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
47.62 |
48.81 |
PP |
47.44 |
48.24 |
S1 |
47.27 |
47.66 |
|