NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 10-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2015 |
10-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
47.19 |
47.04 |
-0.15 |
-0.3% |
48.80 |
High |
47.87 |
47.51 |
-0.36 |
-0.8% |
50.70 |
Low |
46.58 |
46.50 |
-0.08 |
-0.2% |
46.95 |
Close |
46.84 |
47.13 |
0.29 |
0.6% |
47.09 |
Range |
1.29 |
1.01 |
-0.28 |
-21.7% |
3.75 |
ATR |
1.61 |
1.56 |
-0.04 |
-2.7% |
0.00 |
Volume |
62,733 |
37,951 |
-24,782 |
-39.5% |
187,713 |
|
Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.08 |
49.61 |
47.69 |
|
R3 |
49.07 |
48.60 |
47.41 |
|
R2 |
48.06 |
48.06 |
47.32 |
|
R1 |
47.59 |
47.59 |
47.22 |
47.83 |
PP |
47.05 |
47.05 |
47.05 |
47.16 |
S1 |
46.58 |
46.58 |
47.04 |
46.82 |
S2 |
46.04 |
46.04 |
46.94 |
|
S3 |
45.03 |
45.57 |
46.85 |
|
S4 |
44.02 |
44.56 |
46.57 |
|
|
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 |
50.67 |
46.50 |
4.17 |
8.8% |
1.39 |
3.0% |
15% |
False |
True |
46,270 |
10 |
50.70 |
45.49 |
5.21 |
11.1% |
1.63 |
3.5% |
31% |
False |
False |
38,940 |
20 |
50.70 |
45.07 |
5.63 |
11.9% |
1.42 |
3.0% |
37% |
False |
False |
36,011 |
40 |
53.01 |
45.07 |
7.94 |
16.8% |
1.60 |
3.4% |
26% |
False |
False |
33,060 |
60 |
53.08 |
41.25 |
11.83 |
25.1% |
1.83 |
3.9% |
50% |
False |
False |
30,540 |
80 |
54.45 |
41.25 |
13.20 |
28.0% |
1.68 |
3.6% |
45% |
False |
False |
26,643 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.80 |
2.618 |
50.15 |
1.618 |
49.14 |
1.000 |
48.52 |
0.618 |
48.13 |
HIGH |
47.51 |
0.618 |
47.12 |
0.500 |
47.01 |
0.382 |
46.89 |
LOW |
46.50 |
0.618 |
45.88 |
1.000 |
45.49 |
1.618 |
44.87 |
2.618 |
43.86 |
4.250 |
42.21 |
|
|
Fisher Pivots for day following 10-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
47.09 |
47.39 |
PP |
47.05 |
47.30 |
S1 |
47.01 |
47.22 |
|