NYMEX Light Sweet Crude Oil Future January 2016
| Trading Metrics calculated at close of trading on 29-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2015 |
29-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
44.30 |
46.96 |
2.66 |
6.0% |
48.39 |
| High |
47.08 |
47.59 |
0.51 |
1.1% |
48.67 |
| Low |
43.98 |
46.03 |
2.05 |
4.7% |
45.01 |
| Close |
46.82 |
46.90 |
0.08 |
0.2% |
45.47 |
| Range |
3.10 |
1.56 |
-1.54 |
-49.7% |
3.66 |
| ATR |
1.78 |
1.76 |
-0.02 |
-0.9% |
0.00 |
| Volume |
106,680 |
112,802 |
6,122 |
5.7% |
495,231 |
|
| Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.52 |
50.77 |
47.76 |
|
| R3 |
49.96 |
49.21 |
47.33 |
|
| R2 |
48.40 |
48.40 |
47.19 |
|
| R1 |
47.65 |
47.65 |
47.04 |
47.25 |
| PP |
46.84 |
46.84 |
46.84 |
46.64 |
| S1 |
46.09 |
46.09 |
46.76 |
45.69 |
| S2 |
45.28 |
45.28 |
46.61 |
|
| S3 |
43.72 |
44.53 |
46.47 |
|
| S4 |
42.16 |
42.97 |
46.04 |
|
|
| 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 |
43.52 |
4.07 |
8.7% |
1.75 |
3.7% |
83% |
True |
False |
98,852 |
| 10 |
48.72 |
43.52 |
5.20 |
11.1% |
1.52 |
3.2% |
65% |
False |
False |
93,832 |
| 20 |
52.05 |
43.52 |
8.53 |
18.2% |
1.76 |
3.8% |
40% |
False |
False |
85,663 |
| 40 |
52.05 |
43.52 |
8.53 |
18.2% |
1.77 |
3.8% |
40% |
False |
False |
62,547 |
| 60 |
52.05 |
39.97 |
12.08 |
25.8% |
1.91 |
4.1% |
57% |
False |
False |
55,357 |
| 80 |
56.10 |
39.97 |
16.13 |
34.4% |
1.80 |
3.8% |
43% |
False |
False |
45,928 |
| 100 |
63.32 |
39.97 |
23.35 |
49.8% |
1.74 |
3.7% |
30% |
False |
False |
38,855 |
| 120 |
64.61 |
39.97 |
24.64 |
52.5% |
1.70 |
3.6% |
28% |
False |
False |
33,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.22 |
|
2.618 |
51.67 |
|
1.618 |
50.11 |
|
1.000 |
49.15 |
|
0.618 |
48.55 |
|
HIGH |
47.59 |
|
0.618 |
46.99 |
|
0.500 |
46.81 |
|
0.382 |
46.63 |
|
LOW |
46.03 |
|
0.618 |
45.07 |
|
1.000 |
44.47 |
|
1.618 |
43.51 |
|
2.618 |
41.95 |
|
4.250 |
39.40 |
|
|
| Fisher Pivots for day following 29-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
46.87 |
46.45 |
| PP |
46.84 |
46.00 |
| S1 |
46.81 |
45.56 |
|