NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 17-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2015 |
17-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
44.68 |
45.34 |
0.66 |
1.5% |
47.65 |
High |
45.67 |
45.60 |
-0.07 |
-0.2% |
48.47 |
Low |
43.78 |
44.31 |
0.53 |
1.2% |
44.20 |
Close |
45.33 |
44.36 |
-0.97 |
-2.1% |
44.56 |
Range |
1.89 |
1.29 |
-0.60 |
-31.7% |
4.27 |
ATR |
1.50 |
1.49 |
-0.02 |
-1.0% |
0.00 |
Volume |
24,117 |
18,847 |
-5,270 |
-21.9% |
103,662 |
|
Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.63 |
47.78 |
45.07 |
|
R3 |
47.34 |
46.49 |
44.71 |
|
R2 |
46.05 |
46.05 |
44.60 |
|
R1 |
45.20 |
45.20 |
44.48 |
44.98 |
PP |
44.76 |
44.76 |
44.76 |
44.65 |
S1 |
43.91 |
43.91 |
44.24 |
43.69 |
S2 |
43.47 |
43.47 |
44.12 |
|
S3 |
42.18 |
42.62 |
44.01 |
|
S4 |
40.89 |
41.33 |
43.65 |
|
|
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 |
47.82 |
43.78 |
4.04 |
9.1% |
1.55 |
3.5% |
14% |
False |
False |
22,531 |
10 |
51.29 |
43.78 |
7.51 |
16.9% |
1.44 |
3.3% |
8% |
False |
False |
19,705 |
20 |
51.29 |
43.78 |
7.51 |
16.9% |
1.42 |
3.2% |
8% |
False |
False |
17,605 |
40 |
53.35 |
43.78 |
9.57 |
21.6% |
1.46 |
3.3% |
6% |
False |
False |
14,391 |
60 |
53.50 |
42.47 |
11.03 |
24.9% |
1.68 |
3.8% |
17% |
False |
False |
12,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.08 |
2.618 |
48.98 |
1.618 |
47.69 |
1.000 |
46.89 |
0.618 |
46.40 |
HIGH |
45.60 |
0.618 |
45.11 |
0.500 |
44.96 |
0.382 |
44.80 |
LOW |
44.31 |
0.618 |
43.51 |
1.000 |
43.02 |
1.618 |
42.22 |
2.618 |
40.93 |
4.250 |
38.83 |
|
|
Fisher Pivots for day following 17-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
44.96 |
44.81 |
PP |
44.76 |
44.66 |
S1 |
44.56 |
44.51 |
|