NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 12-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2015 |
12-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
47.31 |
46.53 |
-0.78 |
-1.6% |
49.34 |
High |
47.82 |
46.77 |
-1.05 |
-2.2% |
51.29 |
Low |
46.38 |
45.25 |
-1.13 |
-2.4% |
47.58 |
Close |
46.50 |
45.45 |
-1.05 |
-2.3% |
47.72 |
Range |
1.44 |
1.52 |
0.08 |
5.6% |
3.71 |
ATR |
1.46 |
1.46 |
0.00 |
0.3% |
0.00 |
Volume |
21,533 |
23,957 |
2,424 |
11.3% |
76,400 |
|
Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.38 |
49.44 |
46.29 |
|
R3 |
48.86 |
47.92 |
45.87 |
|
R2 |
47.34 |
47.34 |
45.73 |
|
R1 |
46.40 |
46.40 |
45.59 |
46.11 |
PP |
45.82 |
45.82 |
45.82 |
45.68 |
S1 |
44.88 |
44.88 |
45.31 |
44.59 |
S2 |
44.30 |
44.30 |
45.17 |
|
S3 |
42.78 |
43.36 |
45.03 |
|
S4 |
41.26 |
41.84 |
44.61 |
|
|
Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.99 |
57.57 |
49.76 |
|
R3 |
56.28 |
53.86 |
48.74 |
|
R2 |
52.57 |
52.57 |
48.40 |
|
R1 |
50.15 |
50.15 |
48.06 |
49.51 |
PP |
48.86 |
48.86 |
48.86 |
48.54 |
S1 |
46.44 |
46.44 |
47.38 |
45.80 |
S2 |
45.15 |
45.15 |
47.04 |
|
S3 |
41.44 |
42.73 |
46.70 |
|
S4 |
37.73 |
39.02 |
45.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
48.84 |
45.25 |
3.59 |
7.9% |
1.28 |
2.8% |
6% |
False |
True |
20,308 |
10 |
51.29 |
45.25 |
6.04 |
13.3% |
1.41 |
3.1% |
3% |
False |
True |
17,030 |
20 |
51.29 |
45.25 |
6.04 |
13.3% |
1.36 |
3.0% |
3% |
False |
True |
16,333 |
40 |
53.35 |
45.25 |
8.10 |
17.8% |
1.46 |
3.2% |
2% |
False |
True |
13,172 |
60 |
53.50 |
41.93 |
11.57 |
25.5% |
1.67 |
3.7% |
30% |
False |
False |
11,518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.23 |
2.618 |
50.75 |
1.618 |
49.23 |
1.000 |
48.29 |
0.618 |
47.71 |
HIGH |
46.77 |
0.618 |
46.19 |
0.500 |
46.01 |
0.382 |
45.83 |
LOW |
45.25 |
0.618 |
44.31 |
1.000 |
43.73 |
1.618 |
42.79 |
2.618 |
41.27 |
4.250 |
38.79 |
|
|
Fisher Pivots for day following 12-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
46.01 |
46.68 |
PP |
45.82 |
46.27 |
S1 |
45.64 |
45.86 |
|