NYMEX Light Sweet Crude Oil Future January 2016
| Trading Metrics calculated at close of trading on 28-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2015 |
28-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
44.69 |
44.30 |
-0.39 |
-0.9% |
48.39 |
| High |
44.81 |
47.08 |
2.27 |
5.1% |
48.67 |
| Low |
43.52 |
43.98 |
0.46 |
1.1% |
45.01 |
| Close |
44.12 |
46.82 |
2.70 |
6.1% |
45.47 |
| Range |
1.29 |
3.10 |
1.81 |
140.3% |
3.66 |
| ATR |
1.68 |
1.78 |
0.10 |
6.1% |
0.00 |
| Volume |
86,545 |
106,680 |
20,135 |
23.3% |
495,231 |
|
| Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.26 |
54.14 |
48.53 |
|
| R3 |
52.16 |
51.04 |
47.67 |
|
| R2 |
49.06 |
49.06 |
47.39 |
|
| R1 |
47.94 |
47.94 |
47.10 |
48.50 |
| PP |
45.96 |
45.96 |
45.96 |
46.24 |
| S1 |
44.84 |
44.84 |
46.54 |
45.40 |
| S2 |
42.86 |
42.86 |
46.25 |
|
| S3 |
39.76 |
41.74 |
45.97 |
|
| S4 |
36.66 |
38.64 |
45.12 |
|
|
| 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 |
47.08 |
43.52 |
3.56 |
7.6% |
1.67 |
3.6% |
93% |
True |
False |
94,979 |
| 10 |
48.72 |
43.52 |
5.20 |
11.1% |
1.53 |
3.3% |
63% |
False |
False |
90,516 |
| 20 |
52.05 |
43.52 |
8.53 |
18.2% |
1.80 |
3.8% |
39% |
False |
False |
83,171 |
| 40 |
52.05 |
43.52 |
8.53 |
18.2% |
1.81 |
3.9% |
39% |
False |
False |
61,208 |
| 60 |
52.05 |
39.97 |
12.08 |
25.8% |
1.91 |
4.1% |
57% |
False |
False |
53,865 |
| 80 |
56.10 |
39.97 |
16.13 |
34.5% |
1.80 |
3.8% |
42% |
False |
False |
44,765 |
| 100 |
63.32 |
39.97 |
23.35 |
49.9% |
1.74 |
3.7% |
29% |
False |
False |
37,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.26 |
|
2.618 |
55.20 |
|
1.618 |
52.10 |
|
1.000 |
50.18 |
|
0.618 |
49.00 |
|
HIGH |
47.08 |
|
0.618 |
45.90 |
|
0.500 |
45.53 |
|
0.382 |
45.16 |
|
LOW |
43.98 |
|
0.618 |
42.06 |
|
1.000 |
40.88 |
|
1.618 |
38.96 |
|
2.618 |
35.86 |
|
4.250 |
30.81 |
|
|
| Fisher Pivots for day following 28-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
46.39 |
46.31 |
| PP |
45.96 |
45.81 |
| S1 |
45.53 |
45.30 |
|