NYMEX Light Sweet Crude Oil Future January 2016
| Trading Metrics calculated at close of trading on 11-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2015 |
11-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
45.34 |
44.92 |
-0.42 |
-0.9% |
47.26 |
| High |
45.93 |
45.39 |
-0.54 |
-1.2% |
49.23 |
| Low |
44.81 |
43.91 |
-0.90 |
-2.0% |
45.30 |
| Close |
45.44 |
44.20 |
-1.24 |
-2.7% |
45.47 |
| Range |
1.12 |
1.48 |
0.36 |
32.1% |
3.93 |
| ATR |
1.66 |
1.65 |
-0.01 |
-0.6% |
0.00 |
| Volume |
192,357 |
237,600 |
45,243 |
23.5% |
597,450 |
|
| Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.94 |
48.05 |
45.01 |
|
| R3 |
47.46 |
46.57 |
44.61 |
|
| R2 |
45.98 |
45.98 |
44.47 |
|
| R1 |
45.09 |
45.09 |
44.34 |
44.80 |
| PP |
44.50 |
44.50 |
44.50 |
44.35 |
| S1 |
43.61 |
43.61 |
44.06 |
43.32 |
| S2 |
43.02 |
43.02 |
43.93 |
|
| S3 |
41.54 |
42.13 |
43.79 |
|
| S4 |
40.06 |
40.65 |
43.39 |
|
|
| 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 |
47.54 |
43.91 |
3.63 |
8.2% |
1.36 |
3.1% |
8% |
False |
True |
201,150 |
| 10 |
49.23 |
43.91 |
5.32 |
12.0% |
1.56 |
3.5% |
5% |
False |
True |
145,889 |
| 20 |
49.23 |
43.52 |
5.71 |
12.9% |
1.55 |
3.5% |
12% |
False |
False |
118,202 |
| 40 |
52.05 |
43.52 |
8.53 |
19.3% |
1.69 |
3.8% |
8% |
False |
False |
87,762 |
| 60 |
52.05 |
39.97 |
12.08 |
27.3% |
1.94 |
4.4% |
35% |
False |
False |
72,103 |
| 80 |
52.94 |
39.97 |
12.97 |
29.3% |
1.80 |
4.1% |
33% |
False |
False |
61,024 |
| 100 |
62.97 |
39.97 |
23.00 |
52.0% |
1.77 |
4.0% |
18% |
False |
False |
51,559 |
| 120 |
63.32 |
39.97 |
23.35 |
52.8% |
1.71 |
3.9% |
18% |
False |
False |
44,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.68 |
|
2.618 |
49.26 |
|
1.618 |
47.78 |
|
1.000 |
46.87 |
|
0.618 |
46.30 |
|
HIGH |
45.39 |
|
0.618 |
44.82 |
|
0.500 |
44.65 |
|
0.382 |
44.48 |
|
LOW |
43.91 |
|
0.618 |
43.00 |
|
1.000 |
42.43 |
|
1.618 |
41.52 |
|
2.618 |
40.04 |
|
4.250 |
37.62 |
|
|
| Fisher Pivots for day following 11-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
44.65 |
45.10 |
| PP |
44.50 |
44.80 |
| S1 |
44.35 |
44.50 |
|