NYMEX Light Sweet Crude Oil Future January 2016
| Trading Metrics calculated at close of trading on 06-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2015 |
06-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
47.49 |
46.45 |
-1.04 |
-2.2% |
47.26 |
| High |
47.54 |
46.71 |
-0.83 |
-1.7% |
49.23 |
| Low |
46.15 |
45.30 |
-0.85 |
-1.8% |
45.30 |
| Close |
46.24 |
45.47 |
-0.77 |
-1.7% |
45.47 |
| Range |
1.39 |
1.41 |
0.02 |
1.4% |
3.93 |
| ATR |
1.75 |
1.73 |
-0.02 |
-1.4% |
0.00 |
| Volume |
147,577 |
190,627 |
43,050 |
29.2% |
597,450 |
|
| Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.06 |
49.17 |
46.25 |
|
| R3 |
48.65 |
47.76 |
45.86 |
|
| R2 |
47.24 |
47.24 |
45.73 |
|
| R1 |
46.35 |
46.35 |
45.60 |
46.09 |
| PP |
45.83 |
45.83 |
45.83 |
45.70 |
| S1 |
44.94 |
44.94 |
45.34 |
44.68 |
| S2 |
44.42 |
44.42 |
45.21 |
|
| S3 |
43.01 |
43.53 |
45.08 |
|
| S4 |
41.60 |
42.12 |
44.69 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.46 |
55.89 |
47.63 |
|
| R3 |
54.53 |
51.96 |
46.55 |
|
| R2 |
50.60 |
50.60 |
46.19 |
|
| R1 |
48.03 |
48.03 |
45.83 |
47.35 |
| PP |
46.67 |
46.67 |
46.67 |
46.33 |
| S1 |
44.10 |
44.10 |
45.11 |
43.42 |
| S2 |
42.74 |
42.74 |
44.75 |
|
| S3 |
38.81 |
40.17 |
44.39 |
|
| S4 |
34.88 |
36.24 |
43.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.23 |
45.30 |
3.93 |
8.6% |
1.69 |
3.7% |
4% |
False |
True |
119,490 |
| 10 |
49.23 |
43.52 |
5.71 |
12.6% |
1.72 |
3.8% |
34% |
False |
False |
105,310 |
| 20 |
51.29 |
43.52 |
7.77 |
17.1% |
1.64 |
3.6% |
25% |
False |
False |
96,687 |
| 40 |
52.05 |
43.52 |
8.53 |
18.8% |
1.71 |
3.8% |
23% |
False |
False |
74,487 |
| 60 |
52.05 |
39.97 |
12.08 |
26.6% |
1.93 |
4.2% |
46% |
False |
False |
62,416 |
| 80 |
53.60 |
39.97 |
13.63 |
30.0% |
1.79 |
3.9% |
40% |
False |
False |
53,165 |
| 100 |
62.97 |
39.97 |
23.00 |
50.6% |
1.77 |
3.9% |
24% |
False |
False |
45,096 |
| 120 |
63.32 |
39.97 |
23.35 |
51.4% |
1.70 |
3.7% |
24% |
False |
False |
39,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.70 |
|
2.618 |
50.40 |
|
1.618 |
48.99 |
|
1.000 |
48.12 |
|
0.618 |
47.58 |
|
HIGH |
46.71 |
|
0.618 |
46.17 |
|
0.500 |
46.01 |
|
0.382 |
45.84 |
|
LOW |
45.30 |
|
0.618 |
44.43 |
|
1.000 |
43.89 |
|
1.618 |
43.02 |
|
2.618 |
41.61 |
|
4.250 |
39.31 |
|
|
| Fisher Pivots for day following 06-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
46.01 |
47.24 |
| PP |
45.83 |
46.65 |
| S1 |
45.65 |
46.06 |
|