NYMEX Light Sweet Crude Oil Future February 2016
| Trading Metrics calculated at close of trading on 04-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2015 |
04-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
47.96 |
49.47 |
1.51 |
3.1% |
46.42 |
| High |
50.02 |
50.00 |
-0.02 |
0.0% |
48.67 |
| Low |
47.69 |
47.87 |
0.18 |
0.4% |
44.36 |
| Close |
49.62 |
47.99 |
-1.63 |
-3.3% |
48.26 |
| Range |
2.33 |
2.13 |
-0.20 |
-8.6% |
4.31 |
| ATR |
1.69 |
1.72 |
0.03 |
1.9% |
0.00 |
| Volume |
32,986 |
32,134 |
-852 |
-2.6% |
182,073 |
|
| Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.01 |
53.63 |
49.16 |
|
| R3 |
52.88 |
51.50 |
48.58 |
|
| R2 |
50.75 |
50.75 |
48.38 |
|
| R1 |
49.37 |
49.37 |
48.19 |
49.00 |
| PP |
48.62 |
48.62 |
48.62 |
48.43 |
| S1 |
47.24 |
47.24 |
47.79 |
46.87 |
| S2 |
46.49 |
46.49 |
47.60 |
|
| S3 |
44.36 |
45.11 |
47.40 |
|
| S4 |
42.23 |
42.98 |
46.82 |
|
|
| 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 |
46.81 |
3.21 |
6.7% |
1.71 |
3.6% |
37% |
False |
False |
33,326 |
| 10 |
50.02 |
44.36 |
5.66 |
11.8% |
1.66 |
3.5% |
64% |
False |
False |
36,319 |
| 20 |
52.60 |
44.36 |
8.24 |
17.2% |
1.63 |
3.4% |
44% |
False |
False |
35,021 |
| 40 |
52.60 |
44.36 |
8.24 |
17.2% |
1.66 |
3.5% |
44% |
False |
False |
28,580 |
| 60 |
52.60 |
40.67 |
11.93 |
24.9% |
1.82 |
3.8% |
61% |
False |
False |
25,707 |
| 80 |
56.04 |
40.67 |
15.37 |
32.0% |
1.70 |
3.5% |
48% |
False |
False |
21,561 |
| 100 |
63.33 |
40.67 |
22.66 |
47.2% |
1.66 |
3.5% |
32% |
False |
False |
18,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.05 |
|
2.618 |
55.58 |
|
1.618 |
53.45 |
|
1.000 |
52.13 |
|
0.618 |
51.32 |
|
HIGH |
50.00 |
|
0.618 |
49.19 |
|
0.500 |
48.94 |
|
0.382 |
48.68 |
|
LOW |
47.87 |
|
0.618 |
46.55 |
|
1.000 |
45.74 |
|
1.618 |
44.42 |
|
2.618 |
42.29 |
|
4.250 |
38.82 |
|
|
| Fisher Pivots for day following 04-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
48.94 |
48.66 |
| PP |
48.62 |
48.43 |
| S1 |
48.31 |
48.21 |
|