NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 25-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2015 |
25-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
44.57 |
45.39 |
0.82 |
1.8% |
43.98 |
High |
45.93 |
45.71 |
-0.22 |
-0.5% |
45.04 |
Low |
44.39 |
44.35 |
-0.04 |
-0.1% |
43.06 |
Close |
45.47 |
45.46 |
-0.01 |
0.0% |
44.23 |
Range |
1.54 |
1.36 |
-0.18 |
-11.7% |
1.98 |
ATR |
1.56 |
1.55 |
-0.01 |
-0.9% |
0.00 |
Volume |
54,076 |
44,920 |
-9,156 |
-16.9% |
284,340 |
|
Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.25 |
48.72 |
46.21 |
|
R3 |
47.89 |
47.36 |
45.83 |
|
R2 |
46.53 |
46.53 |
45.71 |
|
R1 |
46.00 |
46.00 |
45.58 |
46.27 |
PP |
45.17 |
45.17 |
45.17 |
45.31 |
S1 |
44.64 |
44.64 |
45.34 |
44.91 |
S2 |
43.81 |
43.81 |
45.21 |
|
S3 |
42.45 |
43.28 |
45.09 |
|
S4 |
41.09 |
41.92 |
44.71 |
|
|
Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.05 |
49.12 |
45.32 |
|
R3 |
48.07 |
47.14 |
44.77 |
|
R2 |
46.09 |
46.09 |
44.59 |
|
R1 |
45.16 |
45.16 |
44.41 |
45.63 |
PP |
44.11 |
44.11 |
44.11 |
44.34 |
S1 |
43.18 |
43.18 |
44.05 |
43.65 |
S2 |
42.13 |
42.13 |
43.87 |
|
S3 |
40.15 |
41.20 |
43.69 |
|
S4 |
38.17 |
39.22 |
43.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
45.93 |
42.94 |
2.99 |
6.6% |
1.49 |
3.3% |
84% |
False |
False |
57,203 |
10 |
46.20 |
42.94 |
3.26 |
7.2% |
1.54 |
3.4% |
77% |
False |
False |
57,120 |
20 |
50.70 |
42.94 |
7.76 |
17.1% |
1.51 |
3.3% |
32% |
False |
False |
48,839 |
40 |
53.01 |
42.94 |
10.07 |
22.2% |
1.59 |
3.5% |
25% |
False |
False |
41,982 |
60 |
53.01 |
42.94 |
10.07 |
22.2% |
1.63 |
3.6% |
25% |
False |
False |
35,849 |
80 |
53.08 |
41.25 |
11.83 |
26.0% |
1.73 |
3.8% |
36% |
False |
False |
32,916 |
100 |
56.63 |
41.25 |
15.38 |
33.8% |
1.64 |
3.6% |
27% |
False |
False |
28,461 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.49 |
2.618 |
49.27 |
1.618 |
47.91 |
1.000 |
47.07 |
0.618 |
46.55 |
HIGH |
45.71 |
0.618 |
45.19 |
0.500 |
45.03 |
0.382 |
44.87 |
LOW |
44.35 |
0.618 |
43.51 |
1.000 |
42.99 |
1.618 |
42.15 |
2.618 |
40.79 |
4.250 |
38.57 |
|
|
Fisher Pivots for day following 25-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
45.32 |
45.12 |
PP |
45.17 |
44.78 |
S1 |
45.03 |
44.44 |
|