NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 18-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2015 |
18-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
45.34 |
44.65 |
-0.69 |
-1.5% |
47.65 |
High |
45.60 |
45.26 |
-0.34 |
-0.7% |
48.47 |
Low |
44.31 |
44.09 |
-0.22 |
-0.5% |
44.20 |
Close |
44.36 |
44.79 |
0.43 |
1.0% |
44.56 |
Range |
1.29 |
1.17 |
-0.12 |
-9.3% |
4.27 |
ATR |
1.49 |
1.46 |
-0.02 |
-1.5% |
0.00 |
Volume |
18,847 |
18,183 |
-664 |
-3.5% |
103,662 |
|
Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.22 |
47.68 |
45.43 |
|
R3 |
47.05 |
46.51 |
45.11 |
|
R2 |
45.88 |
45.88 |
45.00 |
|
R1 |
45.34 |
45.34 |
44.90 |
45.61 |
PP |
44.71 |
44.71 |
44.71 |
44.85 |
S1 |
44.17 |
44.17 |
44.68 |
44.44 |
S2 |
43.54 |
43.54 |
44.58 |
|
S3 |
42.37 |
43.00 |
44.47 |
|
S4 |
41.20 |
41.83 |
44.15 |
|
|
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 |
46.77 |
43.78 |
2.99 |
6.7% |
1.50 |
3.3% |
34% |
False |
False |
21,861 |
10 |
49.46 |
43.78 |
5.68 |
12.7% |
1.35 |
3.0% |
18% |
False |
False |
20,466 |
20 |
51.29 |
43.78 |
7.51 |
16.8% |
1.44 |
3.2% |
13% |
False |
False |
17,903 |
40 |
53.35 |
43.78 |
9.57 |
21.4% |
1.43 |
3.2% |
11% |
False |
False |
14,522 |
60 |
53.50 |
42.86 |
10.64 |
23.8% |
1.68 |
3.8% |
18% |
False |
False |
12,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.23 |
2.618 |
48.32 |
1.618 |
47.15 |
1.000 |
46.43 |
0.618 |
45.98 |
HIGH |
45.26 |
0.618 |
44.81 |
0.500 |
44.68 |
0.382 |
44.54 |
LOW |
44.09 |
0.618 |
43.37 |
1.000 |
42.92 |
1.618 |
42.20 |
2.618 |
41.03 |
4.250 |
39.12 |
|
|
Fisher Pivots for day following 18-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
44.75 |
44.77 |
PP |
44.71 |
44.75 |
S1 |
44.68 |
44.73 |
|