NYMEX Light Sweet Crude Oil Future December 2015
| Trading Metrics calculated at close of trading on 04-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2015 |
04-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
46.11 |
47.74 |
1.63 |
3.5% |
44.74 |
| High |
48.36 |
48.28 |
-0.08 |
-0.2% |
47.03 |
| Low |
45.96 |
46.17 |
0.21 |
0.5% |
42.58 |
| Close |
47.90 |
46.32 |
-1.58 |
-3.3% |
46.59 |
| Range |
2.40 |
2.11 |
-0.29 |
-12.1% |
4.45 |
| ATR |
1.80 |
1.82 |
0.02 |
1.2% |
0.00 |
| Volume |
434,574 |
459,307 |
24,733 |
5.7% |
1,994,247 |
|
| Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.25 |
51.90 |
47.48 |
|
| R3 |
51.14 |
49.79 |
46.90 |
|
| R2 |
49.03 |
49.03 |
46.71 |
|
| R1 |
47.68 |
47.68 |
46.51 |
47.30 |
| PP |
46.92 |
46.92 |
46.92 |
46.74 |
| S1 |
45.57 |
45.57 |
46.13 |
45.19 |
| S2 |
44.81 |
44.81 |
45.93 |
|
| S3 |
42.70 |
43.46 |
45.74 |
|
| S4 |
40.59 |
41.35 |
45.16 |
|
|
| 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 |
45.16 |
3.20 |
6.9% |
1.77 |
3.8% |
36% |
False |
False |
399,843 |
| 10 |
48.36 |
42.58 |
5.78 |
12.5% |
1.74 |
3.8% |
65% |
False |
False |
392,296 |
| 20 |
51.42 |
42.58 |
8.84 |
19.1% |
1.73 |
3.7% |
42% |
False |
False |
340,195 |
| 40 |
51.42 |
42.58 |
8.84 |
19.1% |
1.79 |
3.9% |
42% |
False |
False |
230,026 |
| 60 |
51.42 |
39.22 |
12.20 |
26.3% |
1.98 |
4.3% |
58% |
False |
False |
192,795 |
| 80 |
55.30 |
39.22 |
16.08 |
34.7% |
1.86 |
4.0% |
44% |
False |
False |
161,489 |
| 100 |
62.98 |
39.22 |
23.76 |
51.3% |
1.84 |
4.0% |
30% |
False |
False |
140,066 |
| 120 |
63.39 |
39.22 |
24.17 |
52.2% |
1.80 |
3.9% |
29% |
False |
False |
125,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.25 |
|
2.618 |
53.80 |
|
1.618 |
51.69 |
|
1.000 |
50.39 |
|
0.618 |
49.58 |
|
HIGH |
48.28 |
|
0.618 |
47.47 |
|
0.500 |
47.23 |
|
0.382 |
46.98 |
|
LOW |
46.17 |
|
0.618 |
44.87 |
|
1.000 |
44.06 |
|
1.618 |
42.76 |
|
2.618 |
40.65 |
|
4.250 |
37.20 |
|
|
| Fisher Pivots for day following 04-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
47.23 |
46.96 |
| PP |
46.92 |
46.75 |
| S1 |
46.62 |
46.53 |
|