NYMEX Light Sweet Crude Oil Future December 2015
| Trading Metrics calculated at close of trading on 26-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2015 |
26-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
45.44 |
44.74 |
-0.70 |
-1.5% |
47.72 |
| High |
45.75 |
44.94 |
-0.81 |
-1.8% |
47.91 |
| Low |
44.20 |
43.64 |
-0.56 |
-1.3% |
44.20 |
| Close |
44.60 |
43.98 |
-0.62 |
-1.4% |
44.60 |
| Range |
1.55 |
1.30 |
-0.25 |
-16.1% |
3.71 |
| ATR |
1.78 |
1.75 |
-0.03 |
-1.9% |
0.00 |
| Volume |
406,577 |
302,084 |
-104,493 |
-25.7% |
1,870,523 |
|
| Daily Pivots for day following 26-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.09 |
47.33 |
44.70 |
|
| R3 |
46.79 |
46.03 |
44.34 |
|
| R2 |
45.49 |
45.49 |
44.22 |
|
| R1 |
44.73 |
44.73 |
44.10 |
44.46 |
| PP |
44.19 |
44.19 |
44.19 |
44.05 |
| S1 |
43.43 |
43.43 |
43.86 |
43.16 |
| S2 |
42.89 |
42.89 |
43.74 |
|
| S3 |
41.59 |
42.13 |
43.62 |
|
| S4 |
40.29 |
40.83 |
43.27 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.70 |
54.36 |
46.64 |
|
| R3 |
52.99 |
50.65 |
45.62 |
|
| R2 |
49.28 |
49.28 |
45.28 |
|
| R1 |
46.94 |
46.94 |
44.94 |
46.26 |
| PP |
45.57 |
45.57 |
45.57 |
45.23 |
| S1 |
43.23 |
43.23 |
44.26 |
42.55 |
| S2 |
41.86 |
41.86 |
43.92 |
|
| S3 |
38.15 |
39.52 |
43.58 |
|
| S4 |
34.44 |
35.81 |
42.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
46.93 |
43.64 |
3.29 |
7.5% |
1.30 |
2.9% |
10% |
False |
True |
355,401 |
| 10 |
48.90 |
43.64 |
5.26 |
12.0% |
1.42 |
3.2% |
6% |
False |
True |
318,850 |
| 20 |
51.42 |
43.64 |
7.78 |
17.7% |
1.75 |
4.0% |
4% |
False |
True |
249,182 |
| 40 |
51.42 |
43.64 |
7.78 |
17.7% |
2.02 |
4.6% |
4% |
False |
True |
180,221 |
| 60 |
51.42 |
39.22 |
12.20 |
27.7% |
1.94 |
4.4% |
39% |
False |
False |
153,803 |
| 80 |
56.92 |
39.22 |
17.70 |
40.2% |
1.89 |
4.3% |
27% |
False |
False |
131,409 |
| 100 |
63.12 |
39.22 |
23.90 |
54.3% |
1.80 |
4.1% |
20% |
False |
False |
114,608 |
| 120 |
64.39 |
39.22 |
25.17 |
57.2% |
1.78 |
4.1% |
19% |
False |
False |
104,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
50.47 |
|
2.618 |
48.34 |
|
1.618 |
47.04 |
|
1.000 |
46.24 |
|
0.618 |
45.74 |
|
HIGH |
44.94 |
|
0.618 |
44.44 |
|
0.500 |
44.29 |
|
0.382 |
44.14 |
|
LOW |
43.64 |
|
0.618 |
42.84 |
|
1.000 |
42.34 |
|
1.618 |
41.54 |
|
2.618 |
40.24 |
|
4.250 |
38.12 |
|
|
| Fisher Pivots for day following 26-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
44.29 |
44.87 |
| PP |
44.19 |
44.57 |
| S1 |
44.08 |
44.28 |
|