NYMEX Light Sweet Crude Oil Future December 2015
| Trading Metrics calculated at close of trading on 20-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2015 |
20-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
40.72 |
40.54 |
-0.18 |
-0.4% |
40.92 |
| High |
41.05 |
40.99 |
-0.06 |
-0.1% |
42.25 |
| Low |
39.89 |
38.99 |
-0.90 |
-2.3% |
38.99 |
| Close |
40.54 |
40.39 |
-0.15 |
-0.4% |
40.39 |
| Range |
1.16 |
2.00 |
0.84 |
72.4% |
3.26 |
| ATR |
1.69 |
1.72 |
0.02 |
1.3% |
0.00 |
| Volume |
131,356 |
27,009 |
-104,347 |
-79.4% |
1,308,776 |
|
| Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.12 |
45.26 |
41.49 |
|
| R3 |
44.12 |
43.26 |
40.94 |
|
| R2 |
42.12 |
42.12 |
40.76 |
|
| R1 |
41.26 |
41.26 |
40.57 |
40.69 |
| PP |
40.12 |
40.12 |
40.12 |
39.84 |
| S1 |
39.26 |
39.26 |
40.21 |
38.69 |
| S2 |
38.12 |
38.12 |
40.02 |
|
| S3 |
36.12 |
37.26 |
39.84 |
|
| S4 |
34.12 |
35.26 |
39.29 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.32 |
48.62 |
42.18 |
|
| R3 |
47.06 |
45.36 |
41.29 |
|
| R2 |
43.80 |
43.80 |
40.99 |
|
| R1 |
42.10 |
42.10 |
40.69 |
41.32 |
| PP |
40.54 |
40.54 |
40.54 |
40.16 |
| S1 |
38.84 |
38.84 |
40.09 |
38.06 |
| S2 |
37.28 |
37.28 |
39.79 |
|
| S3 |
34.02 |
35.58 |
39.49 |
|
| S4 |
30.76 |
32.32 |
38.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
42.25 |
38.99 |
3.26 |
8.1% |
1.69 |
4.2% |
43% |
False |
True |
261,755 |
| 10 |
45.12 |
38.99 |
6.13 |
15.2% |
1.64 |
4.1% |
23% |
False |
True |
377,135 |
| 20 |
48.36 |
38.99 |
9.37 |
23.2% |
1.70 |
4.2% |
15% |
False |
True |
392,539 |
| 40 |
51.42 |
38.99 |
12.43 |
30.8% |
1.73 |
4.3% |
11% |
False |
True |
316,180 |
| 60 |
51.42 |
38.99 |
12.43 |
30.8% |
1.96 |
4.9% |
11% |
False |
True |
247,943 |
| 80 |
51.42 |
38.99 |
12.43 |
30.8% |
1.89 |
4.7% |
11% |
False |
True |
210,350 |
| 100 |
59.42 |
38.99 |
20.43 |
50.6% |
1.85 |
4.6% |
7% |
False |
True |
181,413 |
| 120 |
63.12 |
38.99 |
24.13 |
59.7% |
1.79 |
4.4% |
6% |
False |
True |
158,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
49.49 |
|
2.618 |
46.23 |
|
1.618 |
44.23 |
|
1.000 |
42.99 |
|
0.618 |
42.23 |
|
HIGH |
40.99 |
|
0.618 |
40.23 |
|
0.500 |
39.99 |
|
0.382 |
39.75 |
|
LOW |
38.99 |
|
0.618 |
37.75 |
|
1.000 |
36.99 |
|
1.618 |
35.75 |
|
2.618 |
33.75 |
|
4.250 |
30.49 |
|
|
| Fisher Pivots for day following 20-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
40.26 |
40.35 |
| PP |
40.12 |
40.31 |
| S1 |
39.99 |
40.27 |
|