NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 16-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
45.39 |
44.68 |
-0.71 |
-1.6% |
47.65 |
High |
45.83 |
45.67 |
-0.16 |
-0.3% |
48.47 |
Low |
44.20 |
43.78 |
-0.42 |
-1.0% |
44.20 |
Close |
44.56 |
45.33 |
0.77 |
1.7% |
44.56 |
Range |
1.63 |
1.89 |
0.26 |
16.0% |
4.27 |
ATR |
1.47 |
1.50 |
0.03 |
2.0% |
0.00 |
Volume |
24,202 |
24,117 |
-85 |
-0.4% |
103,662 |
|
Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.60 |
49.85 |
46.37 |
|
R3 |
48.71 |
47.96 |
45.85 |
|
R2 |
46.82 |
46.82 |
45.68 |
|
R1 |
46.07 |
46.07 |
45.50 |
46.45 |
PP |
44.93 |
44.93 |
44.93 |
45.11 |
S1 |
44.18 |
44.18 |
45.16 |
44.56 |
S2 |
43.04 |
43.04 |
44.98 |
|
S3 |
41.15 |
42.29 |
44.81 |
|
S4 |
39.26 |
40.40 |
44.29 |
|
|
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 |
48.10 |
43.78 |
4.32 |
9.5% |
1.48 |
3.3% |
36% |
False |
True |
21,569 |
10 |
51.29 |
43.78 |
7.51 |
16.6% |
1.53 |
3.4% |
21% |
False |
True |
19,261 |
20 |
51.29 |
43.78 |
7.51 |
16.6% |
1.40 |
3.1% |
21% |
False |
True |
17,574 |
40 |
53.35 |
43.78 |
9.57 |
21.1% |
1.46 |
3.2% |
16% |
False |
True |
14,103 |
60 |
53.50 |
41.93 |
11.57 |
25.5% |
1.69 |
3.7% |
29% |
False |
False |
12,016 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.70 |
2.618 |
50.62 |
1.618 |
48.73 |
1.000 |
47.56 |
0.618 |
46.84 |
HIGH |
45.67 |
0.618 |
44.95 |
0.500 |
44.73 |
0.382 |
44.50 |
LOW |
43.78 |
0.618 |
42.61 |
1.000 |
41.89 |
1.618 |
40.72 |
2.618 |
38.83 |
4.250 |
35.75 |
|
|
Fisher Pivots for day following 16-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
45.13 |
45.31 |
PP |
44.93 |
45.29 |
S1 |
44.73 |
45.28 |
|