NYMEX Light Sweet Crude Oil Future November 2015
| Trading Metrics calculated at close of trading on 16-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2015 |
16-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
46.28 |
46.87 |
0.59 |
1.3% |
49.51 |
| High |
47.02 |
47.50 |
0.48 |
1.0% |
50.13 |
| Low |
45.23 |
46.16 |
0.93 |
2.1% |
45.23 |
| Close |
46.38 |
47.26 |
0.88 |
1.9% |
47.26 |
| Range |
1.79 |
1.34 |
-0.45 |
-25.1% |
4.90 |
| ATR |
2.03 |
1.98 |
-0.05 |
-2.4% |
0.00 |
| Volume |
370,940 |
198,127 |
-172,813 |
-46.6% |
1,791,359 |
|
| Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.99 |
50.47 |
48.00 |
|
| R3 |
49.65 |
49.13 |
47.63 |
|
| R2 |
48.31 |
48.31 |
47.51 |
|
| R1 |
47.79 |
47.79 |
47.38 |
48.05 |
| PP |
46.97 |
46.97 |
46.97 |
47.11 |
| S1 |
46.45 |
46.45 |
47.14 |
46.71 |
| S2 |
45.63 |
45.63 |
47.01 |
|
| S3 |
44.29 |
45.11 |
46.89 |
|
| S4 |
42.95 |
43.77 |
46.52 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.24 |
59.65 |
49.96 |
|
| R3 |
57.34 |
54.75 |
48.61 |
|
| R2 |
52.44 |
52.44 |
48.16 |
|
| R1 |
49.85 |
49.85 |
47.71 |
48.70 |
| PP |
47.54 |
47.54 |
47.54 |
46.96 |
| S1 |
44.95 |
44.95 |
46.81 |
43.80 |
| S2 |
42.64 |
42.64 |
46.36 |
|
| S3 |
37.74 |
40.05 |
45.91 |
|
| S4 |
32.84 |
35.15 |
44.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.13 |
45.23 |
4.90 |
10.4% |
1.85 |
3.9% |
41% |
False |
False |
358,271 |
| 10 |
50.92 |
45.21 |
5.71 |
12.1% |
2.04 |
4.3% |
36% |
False |
False |
413,344 |
| 20 |
50.92 |
43.71 |
7.21 |
15.3% |
1.88 |
4.0% |
49% |
False |
False |
387,036 |
| 40 |
50.92 |
38.51 |
12.41 |
26.3% |
2.22 |
4.7% |
71% |
False |
False |
273,327 |
| 60 |
50.92 |
38.51 |
12.41 |
26.3% |
1.98 |
4.2% |
71% |
False |
False |
205,047 |
| 80 |
61.32 |
38.51 |
22.81 |
48.3% |
1.91 |
4.0% |
38% |
False |
False |
159,495 |
| 100 |
62.87 |
38.51 |
24.36 |
51.5% |
1.83 |
3.9% |
36% |
False |
False |
131,805 |
| 120 |
65.03 |
38.51 |
26.52 |
56.1% |
1.79 |
3.8% |
33% |
False |
False |
112,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.20 |
|
2.618 |
51.01 |
|
1.618 |
49.67 |
|
1.000 |
48.84 |
|
0.618 |
48.33 |
|
HIGH |
47.50 |
|
0.618 |
46.99 |
|
0.500 |
46.83 |
|
0.382 |
46.67 |
|
LOW |
46.16 |
|
0.618 |
45.33 |
|
1.000 |
44.82 |
|
1.618 |
43.99 |
|
2.618 |
42.65 |
|
4.250 |
40.47 |
|
|
| Fisher Pivots for day following 16-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
47.12 |
46.96 |
| PP |
46.97 |
46.66 |
| S1 |
46.83 |
46.37 |
|