NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 20-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2015 |
20-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
45.19 |
44.92 |
-0.27 |
-0.6% |
44.68 |
High |
45.22 |
45.76 |
0.54 |
1.2% |
45.76 |
Low |
44.28 |
44.44 |
0.16 |
0.4% |
43.78 |
Close |
44.68 |
45.06 |
0.38 |
0.9% |
45.06 |
Range |
0.94 |
1.32 |
0.38 |
40.4% |
1.98 |
ATR |
1.43 |
1.42 |
-0.01 |
-0.5% |
0.00 |
Volume |
24,366 |
25,717 |
1,351 |
5.5% |
111,230 |
|
Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.05 |
48.37 |
45.79 |
|
R3 |
47.73 |
47.05 |
45.42 |
|
R2 |
46.41 |
46.41 |
45.30 |
|
R1 |
45.73 |
45.73 |
45.18 |
46.07 |
PP |
45.09 |
45.09 |
45.09 |
45.26 |
S1 |
44.41 |
44.41 |
44.94 |
44.75 |
S2 |
43.77 |
43.77 |
44.82 |
|
S3 |
42.45 |
43.09 |
44.70 |
|
S4 |
41.13 |
41.77 |
44.33 |
|
|
Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.81 |
49.91 |
46.15 |
|
R3 |
48.83 |
47.93 |
45.60 |
|
R2 |
46.85 |
46.85 |
45.42 |
|
R1 |
45.95 |
45.95 |
45.24 |
46.40 |
PP |
44.87 |
44.87 |
44.87 |
45.09 |
S1 |
43.97 |
43.97 |
44.88 |
44.42 |
S2 |
42.89 |
42.89 |
44.70 |
|
S3 |
40.91 |
41.99 |
44.52 |
|
S4 |
38.93 |
40.01 |
43.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
45.76 |
43.78 |
1.98 |
4.4% |
1.32 |
2.9% |
65% |
True |
False |
22,246 |
10 |
48.47 |
43.78 |
4.69 |
10.4% |
1.34 |
3.0% |
27% |
False |
False |
21,489 |
20 |
51.29 |
43.78 |
7.51 |
16.7% |
1.44 |
3.2% |
17% |
False |
False |
18,635 |
40 |
53.35 |
43.78 |
9.57 |
21.2% |
1.43 |
3.2% |
13% |
False |
False |
15,168 |
60 |
53.50 |
43.78 |
9.72 |
21.6% |
1.64 |
3.7% |
13% |
False |
False |
13,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.37 |
2.618 |
49.22 |
1.618 |
47.90 |
1.000 |
47.08 |
0.618 |
46.58 |
HIGH |
45.76 |
0.618 |
45.26 |
0.500 |
45.10 |
0.382 |
44.94 |
LOW |
44.44 |
0.618 |
43.62 |
1.000 |
43.12 |
1.618 |
42.30 |
2.618 |
40.98 |
4.250 |
38.83 |
|
|
Fisher Pivots for day following 20-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
45.10 |
45.02 |
PP |
45.09 |
44.97 |
S1 |
45.07 |
44.93 |
|