NYMEX Light Sweet Crude Oil Future May 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 |
46.09 |
47.00 |
0.91 |
2.0% |
45.47 |
High |
47.45 |
47.36 |
-0.09 |
-0.2% |
46.40 |
Low |
46.09 |
46.06 |
-0.03 |
-0.1% |
44.37 |
Close |
47.15 |
47.09 |
-0.06 |
-0.1% |
45.69 |
Range |
1.36 |
1.30 |
-0.06 |
-4.4% |
2.03 |
ATR |
1.40 |
1.39 |
-0.01 |
-0.5% |
0.00 |
Volume |
19,311 |
17,942 |
-1,369 |
-7.1% |
70,909 |
|
Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.74 |
50.21 |
47.81 |
|
R3 |
49.44 |
48.91 |
47.45 |
|
R2 |
48.14 |
48.14 |
47.33 |
|
R1 |
47.61 |
47.61 |
47.21 |
47.88 |
PP |
46.84 |
46.84 |
46.84 |
46.97 |
S1 |
46.31 |
46.31 |
46.97 |
46.58 |
S2 |
45.54 |
45.54 |
46.85 |
|
S3 |
44.24 |
45.01 |
46.73 |
|
S4 |
42.94 |
43.71 |
46.38 |
|
|
Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.58 |
50.66 |
46.81 |
|
R3 |
49.55 |
48.63 |
46.25 |
|
R2 |
47.52 |
47.52 |
46.06 |
|
R1 |
46.60 |
46.60 |
45.88 |
47.06 |
PP |
45.49 |
45.49 |
45.49 |
45.72 |
S1 |
44.57 |
44.57 |
45.50 |
45.03 |
S2 |
43.46 |
43.46 |
45.32 |
|
S3 |
41.43 |
42.54 |
45.13 |
|
S4 |
39.40 |
40.51 |
44.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
47.45 |
44.63 |
2.82 |
6.0% |
1.36 |
2.9% |
87% |
False |
False |
19,353 |
10 |
47.45 |
44.37 |
3.08 |
6.5% |
1.39 |
3.0% |
88% |
False |
False |
15,906 |
20 |
51.63 |
44.37 |
7.26 |
15.4% |
1.35 |
2.9% |
37% |
False |
False |
13,615 |
40 |
53.22 |
44.37 |
8.85 |
18.8% |
1.35 |
2.9% |
31% |
False |
False |
11,322 |
60 |
53.22 |
44.37 |
8.85 |
18.8% |
1.36 |
2.9% |
31% |
False |
False |
9,060 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.89 |
2.618 |
50.76 |
1.618 |
49.46 |
1.000 |
48.66 |
0.618 |
48.16 |
HIGH |
47.36 |
0.618 |
46.86 |
0.500 |
46.71 |
0.382 |
46.56 |
LOW |
46.06 |
0.618 |
45.26 |
1.000 |
44.76 |
1.618 |
43.96 |
2.618 |
42.66 |
4.250 |
40.54 |
|
|
Fisher Pivots for day following 25-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
46.96 |
46.74 |
PP |
46.84 |
46.39 |
S1 |
46.71 |
46.04 |
|