NYMEX Light Sweet Crude Oil Future November 2015
| Trading Metrics calculated at close of trading on 19-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2015 |
19-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
46.87 |
47.27 |
0.40 |
0.9% |
49.51 |
| High |
47.50 |
47.49 |
-0.01 |
0.0% |
50.13 |
| Low |
46.16 |
45.85 |
-0.31 |
-0.7% |
45.23 |
| Close |
47.26 |
45.89 |
-1.37 |
-2.9% |
47.26 |
| Range |
1.34 |
1.64 |
0.30 |
22.4% |
4.90 |
| ATR |
1.98 |
1.95 |
-0.02 |
-1.2% |
0.00 |
| Volume |
198,127 |
125,840 |
-72,287 |
-36.5% |
1,791,359 |
|
| Daily Pivots for day following 19-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.33 |
50.25 |
46.79 |
|
| R3 |
49.69 |
48.61 |
46.34 |
|
| R2 |
48.05 |
48.05 |
46.19 |
|
| R1 |
46.97 |
46.97 |
46.04 |
46.69 |
| PP |
46.41 |
46.41 |
46.41 |
46.27 |
| S1 |
45.33 |
45.33 |
45.74 |
45.05 |
| S2 |
44.77 |
44.77 |
45.59 |
|
| S3 |
43.13 |
43.69 |
45.44 |
|
| S4 |
41.49 |
42.05 |
44.99 |
|
|
| 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 |
48.43 |
45.23 |
3.20 |
7.0% |
1.56 |
3.4% |
21% |
False |
False |
301,707 |
| 10 |
50.92 |
45.23 |
5.69 |
12.4% |
2.03 |
4.4% |
12% |
False |
False |
393,622 |
| 20 |
50.92 |
43.71 |
7.21 |
15.7% |
1.86 |
4.1% |
30% |
False |
False |
376,118 |
| 40 |
50.92 |
38.51 |
12.41 |
27.0% |
2.23 |
4.9% |
59% |
False |
False |
273,759 |
| 60 |
50.92 |
38.51 |
12.41 |
27.0% |
1.99 |
4.3% |
59% |
False |
False |
206,613 |
| 80 |
60.85 |
38.51 |
22.34 |
48.7% |
1.92 |
4.2% |
33% |
False |
False |
160,885 |
| 100 |
62.87 |
38.51 |
24.36 |
53.1% |
1.84 |
4.0% |
30% |
False |
False |
132,849 |
| 120 |
65.03 |
38.51 |
26.52 |
57.8% |
1.79 |
3.9% |
28% |
False |
False |
113,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.46 |
|
2.618 |
51.78 |
|
1.618 |
50.14 |
|
1.000 |
49.13 |
|
0.618 |
48.50 |
|
HIGH |
47.49 |
|
0.618 |
46.86 |
|
0.500 |
46.67 |
|
0.382 |
46.48 |
|
LOW |
45.85 |
|
0.618 |
44.84 |
|
1.000 |
44.21 |
|
1.618 |
43.20 |
|
2.618 |
41.56 |
|
4.250 |
38.88 |
|
|
| Fisher Pivots for day following 19-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
46.67 |
46.37 |
| PP |
46.41 |
46.21 |
| S1 |
46.15 |
46.05 |
|