NYMEX Light Sweet Crude Oil Future February 2016
| Trading Metrics calculated at close of trading on 30-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2015 |
30-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
47.75 |
47.27 |
-0.48 |
-1.0% |
46.42 |
| High |
48.29 |
48.67 |
0.38 |
0.8% |
48.67 |
| Low |
46.81 |
47.08 |
0.27 |
0.6% |
44.36 |
| Close |
47.64 |
48.26 |
0.62 |
1.3% |
48.26 |
| Range |
1.48 |
1.59 |
0.11 |
7.4% |
4.31 |
| ATR |
1.69 |
1.68 |
-0.01 |
-0.4% |
0.00 |
| Volume |
47,542 |
29,880 |
-17,662 |
-37.2% |
182,073 |
|
| Daily Pivots for day following 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.77 |
52.11 |
49.13 |
|
| R3 |
51.18 |
50.52 |
48.70 |
|
| R2 |
49.59 |
49.59 |
48.55 |
|
| R1 |
48.93 |
48.93 |
48.41 |
49.26 |
| PP |
48.00 |
48.00 |
48.00 |
48.17 |
| S1 |
47.34 |
47.34 |
48.11 |
47.67 |
| S2 |
46.41 |
46.41 |
47.97 |
|
| S3 |
44.82 |
45.75 |
47.82 |
|
| S4 |
43.23 |
44.16 |
47.39 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.03 |
58.45 |
50.63 |
|
| R3 |
55.72 |
54.14 |
49.45 |
|
| R2 |
51.41 |
51.41 |
49.05 |
|
| R1 |
49.83 |
49.83 |
48.66 |
50.62 |
| PP |
47.10 |
47.10 |
47.10 |
47.49 |
| S1 |
45.52 |
45.52 |
47.86 |
46.31 |
| S2 |
42.79 |
42.79 |
47.47 |
|
| S3 |
38.48 |
41.21 |
47.07 |
|
| S4 |
34.17 |
36.90 |
45.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.67 |
44.36 |
4.31 |
8.9% |
1.71 |
3.6% |
90% |
True |
False |
36,414 |
| 10 |
49.23 |
44.36 |
4.87 |
10.1% |
1.49 |
3.1% |
80% |
False |
False |
39,328 |
| 20 |
52.60 |
44.36 |
8.24 |
17.1% |
1.69 |
3.5% |
47% |
False |
False |
34,166 |
| 40 |
52.60 |
44.36 |
8.24 |
17.1% |
1.66 |
3.4% |
47% |
False |
False |
27,473 |
| 60 |
52.60 |
40.67 |
11.93 |
24.7% |
1.81 |
3.7% |
64% |
False |
False |
25,032 |
| 80 |
56.31 |
40.67 |
15.64 |
32.4% |
1.70 |
3.5% |
49% |
False |
False |
20,706 |
| 100 |
63.33 |
40.67 |
22.66 |
47.0% |
1.63 |
3.4% |
33% |
False |
False |
17,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.43 |
|
2.618 |
52.83 |
|
1.618 |
51.24 |
|
1.000 |
50.26 |
|
0.618 |
49.65 |
|
HIGH |
48.67 |
|
0.618 |
48.06 |
|
0.500 |
47.88 |
|
0.382 |
47.69 |
|
LOW |
47.08 |
|
0.618 |
46.10 |
|
1.000 |
45.49 |
|
1.618 |
44.51 |
|
2.618 |
42.92 |
|
4.250 |
40.32 |
|
|
| Fisher Pivots for day following 30-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
48.13 |
47.75 |
| PP |
48.00 |
47.23 |
| S1 |
47.88 |
46.72 |
|