NYMEX Light Sweet Crude Oil Future February 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 |
48.10 |
47.96 |
-0.14 |
-0.3% |
46.42 |
| High |
48.33 |
50.02 |
1.69 |
3.5% |
48.67 |
| Low |
47.29 |
47.69 |
0.40 |
0.8% |
44.36 |
| Close |
47.87 |
49.62 |
1.75 |
3.7% |
48.26 |
| Range |
1.04 |
2.33 |
1.29 |
124.0% |
4.31 |
| ATR |
1.64 |
1.69 |
0.05 |
3.0% |
0.00 |
| Volume |
24,091 |
32,986 |
8,895 |
36.9% |
182,073 |
|
| Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.10 |
55.19 |
50.90 |
|
| R3 |
53.77 |
52.86 |
50.26 |
|
| R2 |
51.44 |
51.44 |
50.05 |
|
| R1 |
50.53 |
50.53 |
49.83 |
50.99 |
| PP |
49.11 |
49.11 |
49.11 |
49.34 |
| S1 |
48.20 |
48.20 |
49.41 |
48.66 |
| S2 |
46.78 |
46.78 |
49.19 |
|
| S3 |
44.45 |
45.87 |
48.98 |
|
| S4 |
42.12 |
43.54 |
48.34 |
|
|
| 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 |
50.02 |
44.77 |
5.25 |
10.6% |
1.90 |
3.8% |
92% |
True |
False |
34,630 |
| 10 |
50.02 |
44.36 |
5.66 |
11.4% |
1.56 |
3.1% |
93% |
True |
False |
37,134 |
| 20 |
52.60 |
44.36 |
8.24 |
16.6% |
1.62 |
3.3% |
64% |
False |
False |
35,219 |
| 40 |
52.60 |
44.36 |
8.24 |
16.6% |
1.66 |
3.3% |
64% |
False |
False |
28,162 |
| 60 |
52.60 |
40.67 |
11.93 |
24.0% |
1.81 |
3.7% |
75% |
False |
False |
25,551 |
| 80 |
56.05 |
40.67 |
15.38 |
31.0% |
1.69 |
3.4% |
58% |
False |
False |
21,265 |
| 100 |
63.33 |
40.67 |
22.66 |
45.7% |
1.65 |
3.3% |
39% |
False |
False |
18,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.92 |
|
2.618 |
56.12 |
|
1.618 |
53.79 |
|
1.000 |
52.35 |
|
0.618 |
51.46 |
|
HIGH |
50.02 |
|
0.618 |
49.13 |
|
0.500 |
48.86 |
|
0.382 |
48.58 |
|
LOW |
47.69 |
|
0.618 |
46.25 |
|
1.000 |
45.36 |
|
1.618 |
43.92 |
|
2.618 |
41.59 |
|
4.250 |
37.79 |
|
|
| Fisher Pivots for day following 03-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
49.37 |
49.26 |
| PP |
49.11 |
48.91 |
| S1 |
48.86 |
48.55 |
|