NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 29-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2015 |
29-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
46.39 |
48.64 |
2.25 |
4.9% |
50.28 |
High |
49.06 |
49.50 |
0.44 |
0.9% |
50.28 |
Low |
46.23 |
48.15 |
1.92 |
4.2% |
47.34 |
Close |
48.88 |
48.89 |
0.01 |
0.0% |
47.61 |
Range |
2.83 |
1.35 |
-1.48 |
-52.3% |
2.94 |
ATR |
1.55 |
1.53 |
-0.01 |
-0.9% |
0.00 |
Volume |
22,730 |
16,923 |
-5,807 |
-25.5% |
78,729 |
|
Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.90 |
52.24 |
49.63 |
|
R3 |
51.55 |
50.89 |
49.26 |
|
R2 |
50.20 |
50.20 |
49.14 |
|
R1 |
49.54 |
49.54 |
49.01 |
49.87 |
PP |
48.85 |
48.85 |
48.85 |
49.01 |
S1 |
48.19 |
48.19 |
48.77 |
48.52 |
S2 |
47.50 |
47.50 |
48.64 |
|
S3 |
46.15 |
46.84 |
48.52 |
|
S4 |
44.80 |
45.49 |
48.15 |
|
|
Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.23 |
55.36 |
49.23 |
|
R3 |
54.29 |
52.42 |
48.42 |
|
R2 |
51.35 |
51.35 |
48.15 |
|
R1 |
49.48 |
49.48 |
47.88 |
48.95 |
PP |
48.41 |
48.41 |
48.41 |
48.14 |
S1 |
46.54 |
46.54 |
47.34 |
46.01 |
S2 |
45.47 |
45.47 |
47.07 |
|
S3 |
42.53 |
43.60 |
46.80 |
|
S4 |
39.59 |
40.66 |
45.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.50 |
45.79 |
3.71 |
7.6% |
1.56 |
3.2% |
84% |
True |
False |
16,899 |
10 |
50.43 |
45.79 |
4.64 |
9.5% |
1.30 |
2.7% |
67% |
False |
False |
15,636 |
20 |
53.35 |
45.79 |
7.56 |
15.5% |
1.49 |
3.1% |
41% |
False |
False |
13,433 |
40 |
53.35 |
45.79 |
7.56 |
15.5% |
1.51 |
3.1% |
41% |
False |
False |
10,739 |
60 |
53.50 |
41.93 |
11.57 |
23.7% |
1.62 |
3.3% |
60% |
False |
False |
9,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.24 |
2.618 |
53.03 |
1.618 |
51.68 |
1.000 |
50.85 |
0.618 |
50.33 |
HIGH |
49.50 |
0.618 |
48.98 |
0.500 |
48.83 |
0.382 |
48.67 |
LOW |
48.15 |
0.618 |
47.32 |
1.000 |
46.80 |
1.618 |
45.97 |
2.618 |
44.62 |
4.250 |
42.41 |
|
|
Fisher Pivots for day following 29-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
48.87 |
48.48 |
PP |
48.85 |
48.06 |
S1 |
48.83 |
47.65 |
|