NYMEX Light Sweet Crude Oil Future November 2015
| Trading Metrics calculated at close of trading on 13-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2015 |
13-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
49.51 |
47.46 |
-2.05 |
-4.1% |
45.65 |
| High |
50.13 |
48.43 |
-1.70 |
-3.4% |
50.92 |
| Low |
47.04 |
46.44 |
-0.60 |
-1.3% |
45.21 |
| Close |
47.10 |
46.66 |
-0.44 |
-0.9% |
49.63 |
| Range |
3.09 |
1.99 |
-1.10 |
-35.6% |
5.71 |
| ATR |
2.13 |
2.12 |
-0.01 |
-0.5% |
0.00 |
| Volume |
408,663 |
465,388 |
56,725 |
13.9% |
2,342,090 |
|
| Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.15 |
51.89 |
47.75 |
|
| R3 |
51.16 |
49.90 |
47.21 |
|
| R2 |
49.17 |
49.17 |
47.02 |
|
| R1 |
47.91 |
47.91 |
46.84 |
47.55 |
| PP |
47.18 |
47.18 |
47.18 |
46.99 |
| S1 |
45.92 |
45.92 |
46.48 |
45.56 |
| S2 |
45.19 |
45.19 |
46.30 |
|
| S3 |
43.20 |
43.93 |
46.11 |
|
| S4 |
41.21 |
41.94 |
45.57 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.72 |
63.38 |
52.77 |
|
| R3 |
60.01 |
57.67 |
51.20 |
|
| R2 |
54.30 |
54.30 |
50.68 |
|
| R1 |
51.96 |
51.96 |
50.15 |
53.13 |
| PP |
48.59 |
48.59 |
48.59 |
49.17 |
| S1 |
46.25 |
46.25 |
49.11 |
47.42 |
| S2 |
42.88 |
42.88 |
48.58 |
|
| S3 |
37.17 |
40.54 |
48.06 |
|
| S4 |
31.46 |
34.83 |
46.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.92 |
46.44 |
4.48 |
9.6% |
2.23 |
4.8% |
5% |
False |
True |
487,995 |
| 10 |
50.92 |
43.97 |
6.95 |
14.9% |
2.17 |
4.7% |
39% |
False |
False |
447,171 |
| 20 |
50.92 |
43.71 |
7.21 |
15.5% |
2.00 |
4.3% |
41% |
False |
False |
378,916 |
| 40 |
50.92 |
38.51 |
12.41 |
26.6% |
2.24 |
4.8% |
66% |
False |
False |
257,194 |
| 60 |
52.41 |
38.51 |
13.90 |
29.8% |
1.98 |
4.2% |
59% |
False |
False |
191,034 |
| 80 |
62.41 |
38.51 |
23.90 |
51.2% |
1.92 |
4.1% |
34% |
False |
False |
148,878 |
| 100 |
62.87 |
38.51 |
24.36 |
52.2% |
1.84 |
4.0% |
33% |
False |
False |
123,037 |
| 120 |
65.03 |
38.51 |
26.52 |
56.8% |
1.78 |
3.8% |
31% |
False |
False |
104,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.89 |
|
2.618 |
53.64 |
|
1.618 |
51.65 |
|
1.000 |
50.42 |
|
0.618 |
49.66 |
|
HIGH |
48.43 |
|
0.618 |
47.67 |
|
0.500 |
47.44 |
|
0.382 |
47.20 |
|
LOW |
46.44 |
|
0.618 |
45.21 |
|
1.000 |
44.45 |
|
1.618 |
43.22 |
|
2.618 |
41.23 |
|
4.250 |
37.98 |
|
|
| Fisher Pivots for day following 13-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
47.44 |
48.68 |
| PP |
47.18 |
48.01 |
| S1 |
46.92 |
47.33 |
|