NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 23-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
44.92 |
44.71 |
-0.21 |
-0.5% |
44.68 |
High |
45.76 |
45.94 |
0.18 |
0.4% |
45.76 |
Low |
44.44 |
43.83 |
-0.61 |
-1.4% |
43.78 |
Close |
45.06 |
45.18 |
0.12 |
0.3% |
45.06 |
Range |
1.32 |
2.11 |
0.79 |
59.8% |
1.98 |
ATR |
1.42 |
1.47 |
0.05 |
3.5% |
0.00 |
Volume |
25,717 |
31,868 |
6,151 |
23.9% |
111,230 |
|
Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.31 |
50.36 |
46.34 |
|
R3 |
49.20 |
48.25 |
45.76 |
|
R2 |
47.09 |
47.09 |
45.57 |
|
R1 |
46.14 |
46.14 |
45.37 |
46.62 |
PP |
44.98 |
44.98 |
44.98 |
45.22 |
S1 |
44.03 |
44.03 |
44.99 |
44.51 |
S2 |
42.87 |
42.87 |
44.79 |
|
S3 |
40.76 |
41.92 |
44.60 |
|
S4 |
38.65 |
39.81 |
44.02 |
|
|
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 |
45.94 |
43.83 |
2.11 |
4.7% |
1.37 |
3.0% |
64% |
True |
True |
23,796 |
10 |
48.10 |
43.78 |
4.32 |
9.6% |
1.42 |
3.2% |
32% |
False |
False |
22,683 |
20 |
51.29 |
43.78 |
7.51 |
16.6% |
1.48 |
3.3% |
19% |
False |
False |
19,484 |
40 |
53.35 |
43.78 |
9.57 |
21.2% |
1.46 |
3.2% |
15% |
False |
False |
15,723 |
60 |
53.50 |
43.78 |
9.72 |
21.5% |
1.62 |
3.6% |
14% |
False |
False |
13,347 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.91 |
2.618 |
51.46 |
1.618 |
49.35 |
1.000 |
48.05 |
0.618 |
47.24 |
HIGH |
45.94 |
0.618 |
45.13 |
0.500 |
44.89 |
0.382 |
44.64 |
LOW |
43.83 |
0.618 |
42.53 |
1.000 |
41.72 |
1.618 |
40.42 |
2.618 |
38.31 |
4.250 |
34.86 |
|
|
Fisher Pivots for day following 23-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
45.08 |
45.08 |
PP |
44.98 |
44.98 |
S1 |
44.89 |
44.89 |
|