NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 18-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2015 |
18-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
44.69 |
43.99 |
-0.70 |
-1.6% |
47.19 |
High |
44.93 |
44.54 |
-0.39 |
-0.9% |
47.87 |
Low |
43.56 |
43.34 |
-0.22 |
-0.5% |
43.49 |
Close |
43.63 |
44.03 |
0.40 |
0.9% |
43.86 |
Range |
1.37 |
1.20 |
-0.17 |
-12.4% |
4.38 |
ATR |
1.59 |
1.56 |
-0.03 |
-1.7% |
0.00 |
Volume |
40,087 |
60,645 |
20,558 |
51.3% |
267,080 |
|
Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.57 |
47.00 |
44.69 |
|
R3 |
46.37 |
45.80 |
44.36 |
|
R2 |
45.17 |
45.17 |
44.25 |
|
R1 |
44.60 |
44.60 |
44.14 |
44.89 |
PP |
43.97 |
43.97 |
43.97 |
44.11 |
S1 |
43.40 |
43.40 |
43.92 |
43.69 |
S2 |
42.77 |
42.77 |
43.81 |
|
S3 |
41.57 |
42.20 |
43.70 |
|
S4 |
40.37 |
41.00 |
43.37 |
|
|
Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.21 |
55.42 |
46.27 |
|
R3 |
53.83 |
51.04 |
45.06 |
|
R2 |
49.45 |
49.45 |
44.66 |
|
R1 |
46.66 |
46.66 |
44.26 |
45.87 |
PP |
45.07 |
45.07 |
45.07 |
44.68 |
S1 |
42.28 |
42.28 |
43.46 |
41.49 |
S2 |
40.69 |
40.69 |
43.06 |
|
S3 |
36.31 |
37.90 |
42.66 |
|
S4 |
31.93 |
33.52 |
41.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.20 |
43.06 |
3.14 |
7.1% |
1.58 |
3.6% |
31% |
False |
False |
57,037 |
10 |
48.99 |
43.06 |
5.93 |
13.5% |
1.42 |
3.2% |
16% |
False |
False |
53,872 |
20 |
50.70 |
43.06 |
7.64 |
17.4% |
1.53 |
3.5% |
13% |
False |
False |
43,624 |
40 |
53.01 |
43.06 |
9.95 |
22.6% |
1.55 |
3.5% |
10% |
False |
False |
37,799 |
60 |
53.08 |
42.26 |
10.82 |
24.6% |
1.82 |
4.1% |
16% |
False |
False |
33,597 |
80 |
53.08 |
41.25 |
11.83 |
26.9% |
1.71 |
3.9% |
23% |
False |
False |
30,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.64 |
2.618 |
47.68 |
1.618 |
46.48 |
1.000 |
45.74 |
0.618 |
45.28 |
HIGH |
44.54 |
0.618 |
44.08 |
0.500 |
43.94 |
0.382 |
43.80 |
LOW |
43.34 |
0.618 |
42.60 |
1.000 |
42.14 |
1.618 |
41.40 |
2.618 |
40.20 |
4.250 |
38.24 |
|
|
Fisher Pivots for day following 18-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
44.00 |
44.04 |
PP |
43.97 |
44.03 |
S1 |
43.94 |
44.03 |
|