NYMEX Light Sweet Crude Oil Future January 2016
| 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 |
46.19 |
45.62 |
-0.57 |
-1.2% |
48.39 |
| High |
46.54 |
45.82 |
-0.72 |
-1.5% |
48.67 |
| Low |
45.01 |
44.55 |
-0.46 |
-1.0% |
45.01 |
| Close |
45.47 |
44.90 |
-0.57 |
-1.3% |
45.47 |
| Range |
1.53 |
1.27 |
-0.26 |
-17.0% |
3.66 |
| ATR |
1.73 |
1.70 |
-0.03 |
-1.9% |
0.00 |
| Volume |
119,697 |
68,537 |
-51,160 |
-42.7% |
495,231 |
|
| Daily Pivots for day following 26-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.90 |
48.17 |
45.60 |
|
| R3 |
47.63 |
46.90 |
45.25 |
|
| R2 |
46.36 |
46.36 |
45.13 |
|
| R1 |
45.63 |
45.63 |
45.02 |
45.36 |
| PP |
45.09 |
45.09 |
45.09 |
44.96 |
| S1 |
44.36 |
44.36 |
44.78 |
44.09 |
| S2 |
43.82 |
43.82 |
44.67 |
|
| S3 |
42.55 |
43.09 |
44.55 |
|
| S4 |
41.28 |
41.82 |
44.20 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.36 |
55.08 |
47.48 |
|
| R3 |
53.70 |
51.42 |
46.48 |
|
| R2 |
50.04 |
50.04 |
46.14 |
|
| R1 |
47.76 |
47.76 |
45.81 |
47.07 |
| PP |
46.38 |
46.38 |
46.38 |
46.04 |
| S1 |
44.10 |
44.10 |
45.13 |
43.41 |
| S2 |
42.72 |
42.72 |
44.80 |
|
| S3 |
39.06 |
40.44 |
44.46 |
|
| S4 |
35.40 |
36.78 |
43.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.59 |
44.55 |
3.04 |
6.8% |
1.25 |
2.8% |
12% |
False |
True |
94,151 |
| 10 |
49.57 |
44.55 |
5.02 |
11.2% |
1.38 |
3.1% |
7% |
False |
True |
87,663 |
| 20 |
52.05 |
44.55 |
7.50 |
16.7% |
1.70 |
3.8% |
5% |
False |
True |
77,051 |
| 40 |
52.05 |
44.55 |
7.50 |
16.7% |
1.96 |
4.4% |
5% |
False |
True |
59,372 |
| 60 |
52.05 |
39.97 |
12.08 |
26.9% |
1.88 |
4.2% |
41% |
False |
False |
51,256 |
| 80 |
58.67 |
39.97 |
18.70 |
41.6% |
1.83 |
4.1% |
26% |
False |
False |
42,786 |
| 100 |
63.32 |
39.97 |
23.35 |
52.0% |
1.72 |
3.8% |
21% |
False |
False |
36,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.22 |
|
2.618 |
49.14 |
|
1.618 |
47.87 |
|
1.000 |
47.09 |
|
0.618 |
46.60 |
|
HIGH |
45.82 |
|
0.618 |
45.33 |
|
0.500 |
45.19 |
|
0.382 |
45.04 |
|
LOW |
44.55 |
|
0.618 |
43.77 |
|
1.000 |
43.28 |
|
1.618 |
42.50 |
|
2.618 |
41.23 |
|
4.250 |
39.15 |
|
|
| Fisher Pivots for day following 26-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
45.19 |
45.68 |
| PP |
45.09 |
45.42 |
| S1 |
45.00 |
45.16 |
|