NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 13-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
46.53 |
45.39 |
-1.14 |
-2.5% |
47.65 |
High |
46.77 |
45.83 |
-0.94 |
-2.0% |
48.47 |
Low |
45.25 |
44.20 |
-1.05 |
-2.3% |
44.20 |
Close |
45.45 |
44.56 |
-0.89 |
-2.0% |
44.56 |
Range |
1.52 |
1.63 |
0.11 |
7.2% |
4.27 |
ATR |
1.46 |
1.47 |
0.01 |
0.8% |
0.00 |
Volume |
23,957 |
24,202 |
245 |
1.0% |
103,662 |
|
Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.75 |
48.79 |
45.46 |
|
R3 |
48.12 |
47.16 |
45.01 |
|
R2 |
46.49 |
46.49 |
44.86 |
|
R1 |
45.53 |
45.53 |
44.71 |
45.20 |
PP |
44.86 |
44.86 |
44.86 |
44.70 |
S1 |
43.90 |
43.90 |
44.41 |
43.57 |
S2 |
43.23 |
43.23 |
44.26 |
|
S3 |
41.60 |
42.27 |
44.11 |
|
S4 |
39.97 |
40.64 |
43.66 |
|
|
Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.55 |
55.83 |
46.91 |
|
R3 |
54.28 |
51.56 |
45.73 |
|
R2 |
50.01 |
50.01 |
45.34 |
|
R1 |
47.29 |
47.29 |
44.95 |
46.52 |
PP |
45.74 |
45.74 |
45.74 |
45.36 |
S1 |
43.02 |
43.02 |
44.17 |
42.25 |
S2 |
41.47 |
41.47 |
43.78 |
|
S3 |
37.20 |
38.75 |
43.39 |
|
S4 |
32.93 |
34.48 |
42.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
48.47 |
44.20 |
4.27 |
9.6% |
1.36 |
3.0% |
8% |
False |
True |
20,732 |
10 |
51.29 |
44.20 |
7.09 |
15.9% |
1.43 |
3.2% |
5% |
False |
True |
18,006 |
20 |
51.29 |
44.20 |
7.09 |
15.9% |
1.38 |
3.1% |
5% |
False |
True |
17,010 |
40 |
53.35 |
44.20 |
9.15 |
20.5% |
1.45 |
3.3% |
4% |
False |
True |
13,612 |
60 |
53.50 |
41.93 |
11.57 |
26.0% |
1.68 |
3.8% |
23% |
False |
False |
11,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.76 |
2.618 |
50.10 |
1.618 |
48.47 |
1.000 |
47.46 |
0.618 |
46.84 |
HIGH |
45.83 |
0.618 |
45.21 |
0.500 |
45.02 |
0.382 |
44.82 |
LOW |
44.20 |
0.618 |
43.19 |
1.000 |
42.57 |
1.618 |
41.56 |
2.618 |
39.93 |
4.250 |
37.27 |
|
|
Fisher Pivots for day following 13-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
45.02 |
46.01 |
PP |
44.86 |
45.53 |
S1 |
44.71 |
45.04 |
|