NYMEX Light Sweet Crude Oil Future January 2016
| Trading Metrics calculated at close of trading on 03-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2015 |
03-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
47.26 |
47.03 |
-0.23 |
-0.5% |
45.62 |
| High |
47.60 |
49.23 |
1.63 |
3.4% |
47.90 |
| Low |
46.45 |
46.86 |
0.41 |
0.9% |
43.52 |
| Close |
47.04 |
48.80 |
1.76 |
3.7% |
47.47 |
| Range |
1.15 |
2.37 |
1.22 |
106.1% |
4.38 |
| ATR |
1.71 |
1.75 |
0.05 |
2.8% |
0.00 |
| Volume |
64,618 |
87,734 |
23,116 |
35.8% |
455,657 |
|
| Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.41 |
54.47 |
50.10 |
|
| R3 |
53.04 |
52.10 |
49.45 |
|
| R2 |
50.67 |
50.67 |
49.23 |
|
| R1 |
49.73 |
49.73 |
49.02 |
50.20 |
| PP |
48.30 |
48.30 |
48.30 |
48.53 |
| S1 |
47.36 |
47.36 |
48.58 |
47.83 |
| S2 |
45.93 |
45.93 |
48.37 |
|
| S3 |
43.56 |
44.99 |
48.15 |
|
| S4 |
41.19 |
42.62 |
47.50 |
|
|
| 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 |
49.23 |
43.98 |
5.25 |
10.8% |
1.95 |
4.0% |
92% |
True |
False |
90,585 |
| 10 |
49.23 |
43.52 |
5.71 |
11.7% |
1.62 |
3.3% |
92% |
True |
False |
91,557 |
| 20 |
52.05 |
43.52 |
8.53 |
17.5% |
1.68 |
3.4% |
62% |
False |
False |
89,420 |
| 40 |
52.05 |
43.52 |
8.53 |
17.5% |
1.74 |
3.6% |
62% |
False |
False |
66,088 |
| 60 |
52.05 |
39.97 |
12.08 |
24.8% |
1.92 |
3.9% |
73% |
False |
False |
57,534 |
| 80 |
55.70 |
39.97 |
15.73 |
32.2% |
1.79 |
3.7% |
56% |
False |
False |
48,249 |
| 100 |
63.15 |
39.97 |
23.18 |
47.5% |
1.76 |
3.6% |
38% |
False |
False |
40,911 |
| 120 |
63.68 |
39.97 |
23.71 |
48.6% |
1.70 |
3.5% |
37% |
False |
False |
35,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.30 |
|
2.618 |
55.43 |
|
1.618 |
53.06 |
|
1.000 |
51.60 |
|
0.618 |
50.69 |
|
HIGH |
49.23 |
|
0.618 |
48.32 |
|
0.500 |
48.05 |
|
0.382 |
47.77 |
|
LOW |
46.86 |
|
0.618 |
45.40 |
|
1.000 |
44.49 |
|
1.618 |
43.03 |
|
2.618 |
40.66 |
|
4.250 |
36.79 |
|
|
| Fisher Pivots for day following 03-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
48.55 |
48.46 |
| PP |
48.30 |
48.12 |
| S1 |
48.05 |
47.78 |
|