NYMEX Light Sweet Crude Oil Future November 2015
| Trading Metrics calculated at close of trading on 15-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2015 |
15-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
46.69 |
46.28 |
-0.41 |
-0.9% |
45.65 |
| High |
46.96 |
47.02 |
0.06 |
0.1% |
50.92 |
| Low |
45.94 |
45.23 |
-0.71 |
-1.5% |
45.21 |
| Close |
46.64 |
46.38 |
-0.26 |
-0.6% |
49.63 |
| Range |
1.02 |
1.79 |
0.77 |
75.5% |
5.71 |
| ATR |
2.04 |
2.03 |
-0.02 |
-0.9% |
0.00 |
| Volume |
348,241 |
370,940 |
22,699 |
6.5% |
2,342,090 |
|
| Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.58 |
50.77 |
47.36 |
|
| R3 |
49.79 |
48.98 |
46.87 |
|
| R2 |
48.00 |
48.00 |
46.71 |
|
| R1 |
47.19 |
47.19 |
46.54 |
47.60 |
| PP |
46.21 |
46.21 |
46.21 |
46.41 |
| S1 |
45.40 |
45.40 |
46.22 |
45.81 |
| S2 |
44.42 |
44.42 |
46.05 |
|
| S3 |
42.63 |
43.61 |
45.89 |
|
| S4 |
40.84 |
41.82 |
45.40 |
|
|
| 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 |
45.23 |
5.69 |
12.3% |
1.93 |
4.2% |
20% |
False |
True |
420,382 |
| 10 |
50.92 |
43.97 |
6.95 |
15.0% |
2.09 |
4.5% |
35% |
False |
False |
435,606 |
| 20 |
50.92 |
43.71 |
7.21 |
15.5% |
1.95 |
4.2% |
37% |
False |
False |
391,304 |
| 40 |
50.92 |
38.51 |
12.41 |
26.8% |
2.22 |
4.8% |
63% |
False |
False |
270,789 |
| 60 |
50.92 |
38.51 |
12.41 |
26.8% |
1.98 |
4.3% |
63% |
False |
False |
202,223 |
| 80 |
62.41 |
38.51 |
23.90 |
51.5% |
1.91 |
4.1% |
33% |
False |
False |
157,301 |
| 100 |
62.87 |
38.51 |
24.36 |
52.5% |
1.84 |
4.0% |
32% |
False |
False |
129,938 |
| 120 |
65.03 |
38.51 |
26.52 |
57.2% |
1.79 |
3.9% |
30% |
False |
False |
110,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.63 |
|
2.618 |
51.71 |
|
1.618 |
49.92 |
|
1.000 |
48.81 |
|
0.618 |
48.13 |
|
HIGH |
47.02 |
|
0.618 |
46.34 |
|
0.500 |
46.13 |
|
0.382 |
45.91 |
|
LOW |
45.23 |
|
0.618 |
44.12 |
|
1.000 |
43.44 |
|
1.618 |
42.33 |
|
2.618 |
40.54 |
|
4.250 |
37.62 |
|
|
| Fisher Pivots for day following 15-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
46.30 |
46.83 |
| PP |
46.21 |
46.68 |
| S1 |
46.13 |
46.53 |
|