NYMEX Light Sweet Crude Oil Future April 2016
| Trading Metrics calculated at close of trading on 02-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2015 |
02-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
48.50 |
49.34 |
0.84 |
1.7% |
47.80 |
| High |
49.90 |
49.61 |
-0.29 |
-0.6% |
49.90 |
| Low |
48.48 |
48.70 |
0.22 |
0.5% |
45.79 |
| Close |
49.54 |
49.18 |
-0.36 |
-0.7% |
49.54 |
| Range |
1.42 |
0.91 |
-0.51 |
-35.9% |
4.11 |
| ATR |
1.52 |
1.48 |
-0.04 |
-2.9% |
0.00 |
| Volume |
14,445 |
11,569 |
-2,876 |
-19.9% |
81,427 |
|
| Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.89 |
51.45 |
49.68 |
|
| R3 |
50.98 |
50.54 |
49.43 |
|
| R2 |
50.07 |
50.07 |
49.35 |
|
| R1 |
49.63 |
49.63 |
49.26 |
49.40 |
| PP |
49.16 |
49.16 |
49.16 |
49.05 |
| S1 |
48.72 |
48.72 |
49.10 |
48.49 |
| S2 |
48.25 |
48.25 |
49.01 |
|
| S3 |
47.34 |
47.81 |
48.93 |
|
| S4 |
46.43 |
46.90 |
48.68 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.74 |
59.25 |
51.80 |
|
| R3 |
56.63 |
55.14 |
50.67 |
|
| R2 |
52.52 |
52.52 |
50.29 |
|
| R1 |
51.03 |
51.03 |
49.92 |
51.78 |
| PP |
48.41 |
48.41 |
48.41 |
48.78 |
| S1 |
46.92 |
46.92 |
49.16 |
47.67 |
| S2 |
44.30 |
44.30 |
48.79 |
|
| S3 |
40.19 |
42.81 |
48.41 |
|
| S4 |
36.08 |
38.70 |
47.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.90 |
45.79 |
4.11 |
8.4% |
1.51 |
3.1% |
82% |
False |
False |
15,618 |
| 10 |
49.90 |
45.79 |
4.11 |
8.4% |
1.28 |
2.6% |
82% |
False |
False |
15,888 |
| 20 |
53.35 |
45.79 |
7.56 |
15.4% |
1.46 |
3.0% |
45% |
False |
False |
13,827 |
| 40 |
53.35 |
45.79 |
7.56 |
15.4% |
1.49 |
3.0% |
45% |
False |
False |
11,044 |
| 60 |
53.50 |
41.93 |
11.57 |
23.5% |
1.64 |
3.3% |
63% |
False |
False |
10,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.48 |
|
2.618 |
51.99 |
|
1.618 |
51.08 |
|
1.000 |
50.52 |
|
0.618 |
50.17 |
|
HIGH |
49.61 |
|
0.618 |
49.26 |
|
0.500 |
49.16 |
|
0.382 |
49.05 |
|
LOW |
48.70 |
|
0.618 |
48.14 |
|
1.000 |
47.79 |
|
1.618 |
47.23 |
|
2.618 |
46.32 |
|
4.250 |
44.83 |
|
|
| Fisher Pivots for day following 02-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
49.17 |
49.13 |
| PP |
49.16 |
49.08 |
| S1 |
49.16 |
49.03 |
|