NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 30-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2015 |
30-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
46.35 |
45.06 |
-1.29 |
-2.8% |
44.71 |
High |
46.46 |
45.78 |
-0.68 |
-1.5% |
46.78 |
Low |
45.00 |
44.65 |
-0.35 |
-0.8% |
43.83 |
Close |
45.00 |
44.77 |
-0.23 |
-0.5% |
45.00 |
Range |
1.46 |
1.13 |
-0.33 |
-22.6% |
2.95 |
ATR |
1.47 |
1.44 |
-0.02 |
-1.6% |
0.00 |
Volume |
9,314 |
20,087 |
10,773 |
115.7% |
83,243 |
|
Daily Pivots for day following 30-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.46 |
47.74 |
45.39 |
|
R3 |
47.33 |
46.61 |
45.08 |
|
R2 |
46.20 |
46.20 |
44.98 |
|
R1 |
45.48 |
45.48 |
44.87 |
45.28 |
PP |
45.07 |
45.07 |
45.07 |
44.96 |
S1 |
44.35 |
44.35 |
44.67 |
44.15 |
S2 |
43.94 |
43.94 |
44.56 |
|
S3 |
42.81 |
43.22 |
44.46 |
|
S4 |
41.68 |
42.09 |
44.15 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.05 |
52.48 |
46.62 |
|
R3 |
51.10 |
49.53 |
45.81 |
|
R2 |
48.15 |
48.15 |
45.54 |
|
R1 |
46.58 |
46.58 |
45.27 |
47.37 |
PP |
45.20 |
45.20 |
45.20 |
45.60 |
S1 |
43.63 |
43.63 |
44.73 |
44.42 |
S2 |
42.25 |
42.25 |
44.46 |
|
S3 |
39.30 |
40.68 |
44.19 |
|
S4 |
36.35 |
37.73 |
43.38 |
|
|
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 |
6.6% |
1.50 |
3.4% |
32% |
False |
False |
20,666 |
10 |
46.78 |
43.78 |
3.00 |
6.7% |
1.41 |
3.2% |
33% |
False |
False |
21,456 |
20 |
51.29 |
43.78 |
7.51 |
16.8% |
1.42 |
3.2% |
13% |
False |
False |
19,731 |
40 |
53.35 |
43.78 |
9.57 |
21.4% |
1.45 |
3.2% |
10% |
False |
False |
16,644 |
60 |
53.35 |
43.78 |
9.57 |
21.4% |
1.47 |
3.3% |
10% |
False |
False |
13,821 |
80 |
53.50 |
41.93 |
11.57 |
25.8% |
1.58 |
3.5% |
25% |
False |
False |
12,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.58 |
2.618 |
48.74 |
1.618 |
47.61 |
1.000 |
46.91 |
0.618 |
46.48 |
HIGH |
45.78 |
0.618 |
45.35 |
0.500 |
45.22 |
0.382 |
45.08 |
LOW |
44.65 |
0.618 |
43.95 |
1.000 |
43.52 |
1.618 |
42.82 |
2.618 |
41.69 |
4.250 |
39.85 |
|
|
Fisher Pivots for day following 30-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
45.22 |
45.66 |
PP |
45.07 |
45.36 |
S1 |
44.92 |
45.07 |
|