NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 04-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2015 |
04-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
49.27 |
50.87 |
1.60 |
3.2% |
47.80 |
High |
51.25 |
51.29 |
0.04 |
0.1% |
49.90 |
Low |
49.11 |
49.17 |
0.06 |
0.1% |
45.79 |
Close |
50.94 |
49.26 |
-1.68 |
-3.3% |
49.54 |
Range |
2.14 |
2.12 |
-0.02 |
-0.9% |
4.11 |
ATR |
1.53 |
1.57 |
0.04 |
2.8% |
0.00 |
Volume |
14,400 |
10,580 |
-3,820 |
-26.5% |
81,427 |
|
Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.27 |
54.88 |
50.43 |
|
R3 |
54.15 |
52.76 |
49.84 |
|
R2 |
52.03 |
52.03 |
49.65 |
|
R1 |
50.64 |
50.64 |
49.45 |
50.28 |
PP |
49.91 |
49.91 |
49.91 |
49.72 |
S1 |
48.52 |
48.52 |
49.07 |
48.16 |
S2 |
47.79 |
47.79 |
48.87 |
|
S3 |
45.67 |
46.40 |
48.68 |
|
S4 |
43.55 |
44.28 |
48.09 |
|
|
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 |
51.29 |
48.15 |
3.14 |
6.4% |
1.59 |
3.2% |
35% |
True |
False |
13,583 |
10 |
51.29 |
45.79 |
5.50 |
11.2% |
1.52 |
3.1% |
63% |
True |
False |
15,341 |
20 |
53.35 |
45.79 |
7.56 |
15.3% |
1.46 |
3.0% |
46% |
False |
False |
13,892 |
40 |
53.35 |
45.79 |
7.56 |
15.3% |
1.50 |
3.0% |
46% |
False |
False |
11,454 |
60 |
53.50 |
41.93 |
11.57 |
23.5% |
1.65 |
3.3% |
63% |
False |
False |
10,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.30 |
2.618 |
56.84 |
1.618 |
54.72 |
1.000 |
53.41 |
0.618 |
52.60 |
HIGH |
51.29 |
0.618 |
50.48 |
0.500 |
50.23 |
0.382 |
49.98 |
LOW |
49.17 |
0.618 |
47.86 |
1.000 |
47.05 |
1.618 |
45.74 |
2.618 |
43.62 |
4.250 |
40.16 |
|
|
Fisher Pivots for day following 04-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
50.23 |
50.00 |
PP |
49.91 |
49.75 |
S1 |
49.58 |
49.51 |
|