NYMEX Light Sweet Crude Oil Future December 2015
| Trading Metrics calculated at close of trading on 03-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2015 |
03-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
46.43 |
46.11 |
-0.32 |
-0.7% |
44.74 |
| High |
46.73 |
48.36 |
1.63 |
3.5% |
47.03 |
| Low |
45.56 |
45.96 |
0.40 |
0.9% |
42.58 |
| Close |
46.14 |
47.90 |
1.76 |
3.8% |
46.59 |
| Range |
1.17 |
2.40 |
1.23 |
105.1% |
4.45 |
| ATR |
1.75 |
1.80 |
0.05 |
2.7% |
0.00 |
| Volume |
305,518 |
434,574 |
129,056 |
42.2% |
1,994,247 |
|
| Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.61 |
53.65 |
49.22 |
|
| R3 |
52.21 |
51.25 |
48.56 |
|
| R2 |
49.81 |
49.81 |
48.34 |
|
| R1 |
48.85 |
48.85 |
48.12 |
49.33 |
| PP |
47.41 |
47.41 |
47.41 |
47.65 |
| S1 |
46.45 |
46.45 |
47.68 |
46.93 |
| S2 |
45.01 |
45.01 |
47.46 |
|
| S3 |
42.61 |
44.05 |
47.24 |
|
| S4 |
40.21 |
41.65 |
46.58 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.75 |
57.12 |
49.04 |
|
| R3 |
54.30 |
52.67 |
47.81 |
|
| R2 |
49.85 |
49.85 |
47.41 |
|
| R1 |
48.22 |
48.22 |
47.00 |
49.04 |
| PP |
45.40 |
45.40 |
45.40 |
45.81 |
| S1 |
43.77 |
43.77 |
46.18 |
44.59 |
| S2 |
40.95 |
40.95 |
45.77 |
|
| S3 |
36.50 |
39.32 |
45.37 |
|
| S4 |
32.05 |
34.87 |
44.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.36 |
43.06 |
5.30 |
11.1% |
1.98 |
4.1% |
91% |
True |
False |
412,286 |
| 10 |
48.36 |
42.58 |
5.78 |
12.1% |
1.65 |
3.4% |
92% |
True |
False |
384,794 |
| 20 |
51.42 |
42.58 |
8.84 |
18.5% |
1.72 |
3.6% |
60% |
False |
False |
329,780 |
| 40 |
51.42 |
42.58 |
8.84 |
18.5% |
1.80 |
3.7% |
60% |
False |
False |
220,564 |
| 60 |
51.42 |
39.22 |
12.20 |
25.5% |
1.98 |
4.1% |
71% |
False |
False |
186,969 |
| 80 |
55.30 |
39.22 |
16.08 |
33.6% |
1.86 |
3.9% |
54% |
False |
False |
156,439 |
| 100 |
62.98 |
39.22 |
23.76 |
49.6% |
1.83 |
3.8% |
37% |
False |
False |
135,831 |
| 120 |
63.39 |
39.22 |
24.17 |
50.5% |
1.79 |
3.7% |
36% |
False |
False |
121,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.56 |
|
2.618 |
54.64 |
|
1.618 |
52.24 |
|
1.000 |
50.76 |
|
0.618 |
49.84 |
|
HIGH |
48.36 |
|
0.618 |
47.44 |
|
0.500 |
47.16 |
|
0.382 |
46.88 |
|
LOW |
45.96 |
|
0.618 |
44.48 |
|
1.000 |
43.56 |
|
1.618 |
42.08 |
|
2.618 |
39.68 |
|
4.250 |
35.76 |
|
|
| Fisher Pivots for day following 03-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
47.65 |
47.57 |
| PP |
47.41 |
47.25 |
| S1 |
47.16 |
46.92 |
|