NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 24-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2015 |
24-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
44.71 |
45.50 |
0.79 |
1.8% |
44.68 |
High |
45.94 |
46.78 |
0.84 |
1.8% |
45.76 |
Low |
43.83 |
45.33 |
1.50 |
3.4% |
43.78 |
Close |
45.18 |
46.40 |
1.22 |
2.7% |
45.06 |
Range |
2.11 |
1.45 |
-0.66 |
-31.3% |
1.98 |
ATR |
1.47 |
1.48 |
0.01 |
0.6% |
0.00 |
Volume |
31,868 |
22,413 |
-9,455 |
-29.7% |
111,230 |
|
Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.52 |
49.91 |
47.20 |
|
R3 |
49.07 |
48.46 |
46.80 |
|
R2 |
47.62 |
47.62 |
46.67 |
|
R1 |
47.01 |
47.01 |
46.53 |
47.32 |
PP |
46.17 |
46.17 |
46.17 |
46.32 |
S1 |
45.56 |
45.56 |
46.27 |
45.87 |
S2 |
44.72 |
44.72 |
46.13 |
|
S3 |
43.27 |
44.11 |
46.00 |
|
S4 |
41.82 |
42.66 |
45.60 |
|
|
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 |
46.78 |
43.83 |
2.95 |
6.4% |
1.40 |
3.0% |
87% |
True |
False |
24,509 |
10 |
47.82 |
43.78 |
4.04 |
8.7% |
1.48 |
3.2% |
65% |
False |
False |
23,520 |
20 |
51.29 |
43.78 |
7.51 |
16.2% |
1.50 |
3.2% |
35% |
False |
False |
19,983 |
40 |
53.35 |
43.78 |
9.57 |
20.6% |
1.47 |
3.2% |
27% |
False |
False |
16,139 |
60 |
53.35 |
43.78 |
9.57 |
20.6% |
1.55 |
3.3% |
27% |
False |
False |
13,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.94 |
2.618 |
50.58 |
1.618 |
49.13 |
1.000 |
48.23 |
0.618 |
47.68 |
HIGH |
46.78 |
0.618 |
46.23 |
0.500 |
46.06 |
0.382 |
45.88 |
LOW |
45.33 |
0.618 |
44.43 |
1.000 |
43.88 |
1.618 |
42.98 |
2.618 |
41.53 |
4.250 |
39.17 |
|
|
Fisher Pivots for day following 24-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
46.29 |
46.04 |
PP |
46.17 |
45.67 |
S1 |
46.06 |
45.31 |
|