NYMEX Light Sweet Crude Oil Future January 2016
| Trading Metrics calculated at close of trading on 02-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2015 |
02-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
46.58 |
47.26 |
0.68 |
1.5% |
45.62 |
| High |
47.90 |
47.60 |
-0.30 |
-0.6% |
47.90 |
| Low |
46.33 |
46.45 |
0.12 |
0.3% |
43.52 |
| Close |
47.47 |
47.04 |
-0.43 |
-0.9% |
47.47 |
| Range |
1.57 |
1.15 |
-0.42 |
-26.8% |
4.38 |
| ATR |
1.75 |
1.71 |
-0.04 |
-2.4% |
0.00 |
| Volume |
81,093 |
64,618 |
-16,475 |
-20.3% |
455,657 |
|
| Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.48 |
49.91 |
47.67 |
|
| R3 |
49.33 |
48.76 |
47.36 |
|
| R2 |
48.18 |
48.18 |
47.25 |
|
| R1 |
47.61 |
47.61 |
47.15 |
47.32 |
| PP |
47.03 |
47.03 |
47.03 |
46.89 |
| S1 |
46.46 |
46.46 |
46.93 |
46.17 |
| S2 |
45.88 |
45.88 |
46.83 |
|
| S3 |
44.73 |
45.31 |
46.72 |
|
| S4 |
43.58 |
44.16 |
46.41 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.44 |
57.83 |
49.88 |
|
| R3 |
55.06 |
53.45 |
48.67 |
|
| R2 |
50.68 |
50.68 |
48.27 |
|
| R1 |
49.07 |
49.07 |
47.87 |
49.88 |
| PP |
46.30 |
46.30 |
46.30 |
46.70 |
| S1 |
44.69 |
44.69 |
47.07 |
45.50 |
| S2 |
41.92 |
41.92 |
46.67 |
|
| S3 |
37.54 |
40.31 |
46.27 |
|
| S4 |
33.16 |
35.93 |
45.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.90 |
43.52 |
4.38 |
9.3% |
1.73 |
3.7% |
80% |
False |
False |
90,347 |
| 10 |
47.90 |
43.52 |
4.38 |
9.3% |
1.49 |
3.2% |
80% |
False |
False |
92,249 |
| 20 |
52.05 |
43.52 |
8.53 |
18.1% |
1.72 |
3.7% |
41% |
False |
False |
87,427 |
| 40 |
52.05 |
43.52 |
8.53 |
18.1% |
1.73 |
3.7% |
41% |
False |
False |
64,709 |
| 60 |
52.05 |
39.97 |
12.08 |
25.7% |
1.91 |
4.1% |
59% |
False |
False |
56,723 |
| 80 |
55.70 |
39.97 |
15.73 |
33.4% |
1.79 |
3.8% |
45% |
False |
False |
47,380 |
| 100 |
63.15 |
39.97 |
23.18 |
49.3% |
1.74 |
3.7% |
31% |
False |
False |
40,075 |
| 120 |
63.90 |
39.97 |
23.93 |
50.9% |
1.69 |
3.6% |
30% |
False |
False |
34,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.49 |
|
2.618 |
50.61 |
|
1.618 |
49.46 |
|
1.000 |
48.75 |
|
0.618 |
48.31 |
|
HIGH |
47.60 |
|
0.618 |
47.16 |
|
0.500 |
47.03 |
|
0.382 |
46.89 |
|
LOW |
46.45 |
|
0.618 |
45.74 |
|
1.000 |
45.30 |
|
1.618 |
44.59 |
|
2.618 |
43.44 |
|
4.250 |
41.56 |
|
|
| Fisher Pivots for day following 02-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
47.04 |
47.02 |
| PP |
47.03 |
46.99 |
| S1 |
47.03 |
46.97 |
|