NYMEX Light Sweet Crude Oil Future December 2015
| Trading Metrics calculated at close of trading on 09-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2015 |
09-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
45.41 |
44.52 |
-0.89 |
-2.0% |
46.43 |
| High |
45.64 |
45.12 |
-0.52 |
-1.1% |
48.36 |
| Low |
44.11 |
43.64 |
-0.47 |
-1.1% |
44.11 |
| Close |
44.29 |
43.87 |
-0.42 |
-0.9% |
44.29 |
| Range |
1.53 |
1.48 |
-0.05 |
-3.3% |
4.25 |
| ATR |
1.78 |
1.76 |
-0.02 |
-1.2% |
0.00 |
| Volume |
448,133 |
487,992 |
39,859 |
8.9% |
2,085,178 |
|
| Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.65 |
47.74 |
44.68 |
|
| R3 |
47.17 |
46.26 |
44.28 |
|
| R2 |
45.69 |
45.69 |
44.14 |
|
| R1 |
44.78 |
44.78 |
44.01 |
44.50 |
| PP |
44.21 |
44.21 |
44.21 |
44.07 |
| S1 |
43.30 |
43.30 |
43.73 |
43.02 |
| S2 |
42.73 |
42.73 |
43.60 |
|
| S3 |
41.25 |
41.82 |
43.46 |
|
| S4 |
39.77 |
40.34 |
43.06 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.34 |
55.56 |
46.63 |
|
| R3 |
54.09 |
51.31 |
45.46 |
|
| R2 |
49.84 |
49.84 |
45.07 |
|
| R1 |
47.06 |
47.06 |
44.68 |
46.33 |
| PP |
45.59 |
45.59 |
45.59 |
45.22 |
| S1 |
42.81 |
42.81 |
43.90 |
42.08 |
| S2 |
41.34 |
41.34 |
43.51 |
|
| S3 |
37.09 |
38.56 |
43.12 |
|
| S4 |
32.84 |
34.31 |
41.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.36 |
43.64 |
4.72 |
10.8% |
1.81 |
4.1% |
5% |
False |
True |
453,530 |
| 10 |
48.36 |
42.58 |
5.78 |
13.2% |
1.79 |
4.1% |
22% |
False |
False |
426,533 |
| 20 |
48.90 |
42.58 |
6.32 |
14.4% |
1.60 |
3.7% |
20% |
False |
False |
372,692 |
| 40 |
51.42 |
42.58 |
8.84 |
20.2% |
1.77 |
4.0% |
15% |
False |
False |
257,925 |
| 60 |
51.42 |
39.22 |
12.20 |
27.8% |
1.99 |
4.5% |
38% |
False |
False |
209,217 |
| 80 |
53.06 |
39.22 |
13.84 |
31.5% |
1.86 |
4.2% |
34% |
False |
False |
176,149 |
| 100 |
62.80 |
39.22 |
23.58 |
53.7% |
1.84 |
4.2% |
20% |
False |
False |
152,235 |
| 120 |
63.12 |
39.22 |
23.90 |
54.5% |
1.80 |
4.1% |
19% |
False |
False |
135,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.41 |
|
2.618 |
48.99 |
|
1.618 |
47.51 |
|
1.000 |
46.60 |
|
0.618 |
46.03 |
|
HIGH |
45.12 |
|
0.618 |
44.55 |
|
0.500 |
44.38 |
|
0.382 |
44.21 |
|
LOW |
43.64 |
|
0.618 |
42.73 |
|
1.000 |
42.16 |
|
1.618 |
41.25 |
|
2.618 |
39.77 |
|
4.250 |
37.35 |
|
|
| Fisher Pivots for day following 09-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
44.38 |
45.15 |
| PP |
44.21 |
44.72 |
| S1 |
44.04 |
44.30 |
|