NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 25-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2015 |
25-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
45.50 |
46.23 |
0.73 |
1.6% |
44.68 |
High |
46.78 |
46.66 |
-0.12 |
-0.3% |
45.76 |
Low |
45.33 |
45.31 |
-0.02 |
0.0% |
43.78 |
Close |
46.40 |
46.35 |
-0.05 |
-0.1% |
45.06 |
Range |
1.45 |
1.35 |
-0.10 |
-6.9% |
1.98 |
ATR |
1.48 |
1.47 |
-0.01 |
-0.6% |
0.00 |
Volume |
22,413 |
19,648 |
-2,765 |
-12.3% |
111,230 |
|
Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.16 |
49.60 |
47.09 |
|
R3 |
48.81 |
48.25 |
46.72 |
|
R2 |
47.46 |
47.46 |
46.60 |
|
R1 |
46.90 |
46.90 |
46.47 |
47.18 |
PP |
46.11 |
46.11 |
46.11 |
46.25 |
S1 |
45.55 |
45.55 |
46.23 |
45.83 |
S2 |
44.76 |
44.76 |
46.10 |
|
S3 |
43.41 |
44.20 |
45.98 |
|
S4 |
42.06 |
42.85 |
45.61 |
|
|
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% |
1.43 |
3.1% |
85% |
False |
False |
24,802 |
10 |
46.78 |
43.78 |
3.00 |
6.5% |
1.47 |
3.2% |
86% |
False |
False |
23,331 |
20 |
51.29 |
43.78 |
7.51 |
16.2% |
1.43 |
3.1% |
34% |
False |
False |
19,829 |
40 |
53.35 |
43.78 |
9.57 |
20.6% |
1.48 |
3.2% |
27% |
False |
False |
16,504 |
60 |
53.35 |
43.78 |
9.57 |
20.6% |
1.50 |
3.2% |
27% |
False |
False |
13,634 |
80 |
53.50 |
41.93 |
11.57 |
25.0% |
1.57 |
3.4% |
38% |
False |
False |
12,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.40 |
2.618 |
50.19 |
1.618 |
48.84 |
1.000 |
48.01 |
0.618 |
47.49 |
HIGH |
46.66 |
0.618 |
46.14 |
0.500 |
45.99 |
0.382 |
45.83 |
LOW |
45.31 |
0.618 |
44.48 |
1.000 |
43.96 |
1.618 |
43.13 |
2.618 |
41.78 |
4.250 |
39.57 |
|
|
Fisher Pivots for day following 25-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
46.23 |
46.00 |
PP |
46.11 |
45.65 |
S1 |
45.99 |
45.31 |
|