NYMEX Light Sweet Crude Oil Future February 2016
| Trading Metrics calculated at close of trading on 05-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2015 |
05-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
49.47 |
48.29 |
-1.18 |
-2.4% |
46.42 |
| High |
50.00 |
48.30 |
-1.70 |
-3.4% |
48.67 |
| Low |
47.87 |
47.03 |
-0.84 |
-1.8% |
44.36 |
| Close |
47.99 |
47.09 |
-0.90 |
-1.9% |
48.26 |
| Range |
2.13 |
1.27 |
-0.86 |
-40.4% |
4.31 |
| ATR |
1.72 |
1.69 |
-0.03 |
-1.9% |
0.00 |
| Volume |
32,134 |
65,822 |
33,688 |
104.8% |
182,073 |
|
| Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.28 |
50.46 |
47.79 |
|
| R3 |
50.01 |
49.19 |
47.44 |
|
| R2 |
48.74 |
48.74 |
47.32 |
|
| R1 |
47.92 |
47.92 |
47.21 |
47.70 |
| PP |
47.47 |
47.47 |
47.47 |
47.36 |
| S1 |
46.65 |
46.65 |
46.97 |
46.43 |
| S2 |
46.20 |
46.20 |
46.86 |
|
| S3 |
44.93 |
45.38 |
46.74 |
|
| S4 |
43.66 |
44.11 |
46.39 |
|
|
| 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 |
50.02 |
47.03 |
2.99 |
6.3% |
1.67 |
3.6% |
2% |
False |
True |
36,982 |
| 10 |
50.02 |
44.36 |
5.66 |
12.0% |
1.68 |
3.6% |
48% |
False |
False |
38,938 |
| 20 |
52.60 |
44.36 |
8.24 |
17.5% |
1.59 |
3.4% |
33% |
False |
False |
36,425 |
| 40 |
52.60 |
44.36 |
8.24 |
17.5% |
1.63 |
3.5% |
33% |
False |
False |
29,683 |
| 60 |
52.60 |
40.67 |
11.93 |
25.3% |
1.82 |
3.9% |
54% |
False |
False |
26,436 |
| 80 |
54.58 |
40.67 |
13.91 |
29.5% |
1.69 |
3.6% |
46% |
False |
False |
22,275 |
| 100 |
63.33 |
40.67 |
22.66 |
48.1% |
1.67 |
3.6% |
28% |
False |
False |
18,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.70 |
|
2.618 |
51.62 |
|
1.618 |
50.35 |
|
1.000 |
49.57 |
|
0.618 |
49.08 |
|
HIGH |
48.30 |
|
0.618 |
47.81 |
|
0.500 |
47.67 |
|
0.382 |
47.52 |
|
LOW |
47.03 |
|
0.618 |
46.25 |
|
1.000 |
45.76 |
|
1.618 |
44.98 |
|
2.618 |
43.71 |
|
4.250 |
41.63 |
|
|
| Fisher Pivots for day following 05-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
47.67 |
48.53 |
| PP |
47.47 |
48.05 |
| S1 |
47.28 |
47.57 |
|