NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 03-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2015 |
03-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
49.34 |
49.27 |
-0.07 |
-0.1% |
47.80 |
High |
49.61 |
51.25 |
1.64 |
3.3% |
49.90 |
Low |
48.70 |
49.11 |
0.41 |
0.8% |
45.79 |
Close |
49.18 |
50.94 |
1.76 |
3.6% |
49.54 |
Range |
0.91 |
2.14 |
1.23 |
135.2% |
4.11 |
ATR |
1.48 |
1.53 |
0.05 |
3.2% |
0.00 |
Volume |
11,569 |
14,400 |
2,831 |
24.5% |
81,427 |
|
Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.85 |
56.04 |
52.12 |
|
R3 |
54.71 |
53.90 |
51.53 |
|
R2 |
52.57 |
52.57 |
51.33 |
|
R1 |
51.76 |
51.76 |
51.14 |
52.17 |
PP |
50.43 |
50.43 |
50.43 |
50.64 |
S1 |
49.62 |
49.62 |
50.74 |
50.03 |
S2 |
48.29 |
48.29 |
50.55 |
|
S3 |
46.15 |
47.48 |
50.35 |
|
S4 |
44.01 |
45.34 |
49.76 |
|
|
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 |
51.25 |
46.23 |
5.02 |
9.9% |
1.73 |
3.4% |
94% |
True |
False |
16,013 |
10 |
51.25 |
45.79 |
5.46 |
10.7% |
1.40 |
2.8% |
94% |
True |
False |
15,505 |
20 |
53.35 |
45.79 |
7.56 |
14.8% |
1.44 |
2.8% |
68% |
False |
False |
14,025 |
40 |
53.35 |
45.79 |
7.56 |
14.8% |
1.49 |
2.9% |
68% |
False |
False |
11,303 |
60 |
53.50 |
41.93 |
11.57 |
22.7% |
1.65 |
3.2% |
78% |
False |
False |
10,300 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.35 |
2.618 |
56.85 |
1.618 |
54.71 |
1.000 |
53.39 |
0.618 |
52.57 |
HIGH |
51.25 |
0.618 |
50.43 |
0.500 |
50.18 |
0.382 |
49.93 |
LOW |
49.11 |
0.618 |
47.79 |
1.000 |
46.97 |
1.618 |
45.65 |
2.618 |
43.51 |
4.250 |
40.02 |
|
|
Fisher Pivots for day following 03-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
50.69 |
50.58 |
PP |
50.43 |
50.22 |
S1 |
50.18 |
49.87 |
|