NYMEX Light Sweet Crude Oil Future February 2016
| Trading Metrics calculated at close of trading on 09-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2015 |
09-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
47.24 |
46.09 |
-1.15 |
-2.4% |
48.10 |
| High |
47.56 |
47.16 |
-0.40 |
-0.8% |
50.02 |
| Low |
46.20 |
45.80 |
-0.40 |
-0.9% |
46.20 |
| Close |
46.33 |
46.05 |
-0.28 |
-0.6% |
46.33 |
| Range |
1.36 |
1.36 |
0.00 |
0.0% |
3.82 |
| ATR |
1.66 |
1.64 |
-0.02 |
-1.3% |
0.00 |
| Volume |
56,264 |
81,222 |
24,958 |
44.4% |
211,297 |
|
| Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.42 |
49.59 |
46.80 |
|
| R3 |
49.06 |
48.23 |
46.42 |
|
| R2 |
47.70 |
47.70 |
46.30 |
|
| R1 |
46.87 |
46.87 |
46.17 |
46.61 |
| PP |
46.34 |
46.34 |
46.34 |
46.20 |
| S1 |
45.51 |
45.51 |
45.93 |
45.25 |
| S2 |
44.98 |
44.98 |
45.80 |
|
| S3 |
43.62 |
44.15 |
45.68 |
|
| S4 |
42.26 |
42.79 |
45.30 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.98 |
56.47 |
48.43 |
|
| R3 |
55.16 |
52.65 |
47.38 |
|
| R2 |
51.34 |
51.34 |
47.03 |
|
| R1 |
48.83 |
48.83 |
46.68 |
48.18 |
| PP |
47.52 |
47.52 |
47.52 |
47.19 |
| S1 |
45.01 |
45.01 |
45.98 |
44.36 |
| S2 |
43.70 |
43.70 |
45.63 |
|
| S3 |
39.88 |
41.19 |
45.28 |
|
| S4 |
36.06 |
37.37 |
44.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.02 |
45.80 |
4.22 |
9.2% |
1.69 |
3.7% |
6% |
False |
True |
53,685 |
| 10 |
50.02 |
44.36 |
5.66 |
12.3% |
1.68 |
3.7% |
30% |
False |
False |
44,216 |
| 20 |
50.15 |
44.36 |
5.79 |
12.6% |
1.49 |
3.2% |
29% |
False |
False |
40,120 |
| 40 |
52.60 |
44.36 |
8.24 |
17.9% |
1.64 |
3.6% |
21% |
False |
False |
31,908 |
| 60 |
52.60 |
40.67 |
11.93 |
25.9% |
1.83 |
4.0% |
45% |
False |
False |
28,180 |
| 80 |
54.03 |
40.67 |
13.36 |
29.0% |
1.70 |
3.7% |
40% |
False |
False |
23,872 |
| 100 |
63.11 |
40.67 |
22.44 |
48.7% |
1.67 |
3.6% |
24% |
False |
False |
20,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.94 |
|
2.618 |
50.72 |
|
1.618 |
49.36 |
|
1.000 |
48.52 |
|
0.618 |
48.00 |
|
HIGH |
47.16 |
|
0.618 |
46.64 |
|
0.500 |
46.48 |
|
0.382 |
46.32 |
|
LOW |
45.80 |
|
0.618 |
44.96 |
|
1.000 |
44.44 |
|
1.618 |
43.60 |
|
2.618 |
42.24 |
|
4.250 |
40.02 |
|
|
| Fisher Pivots for day following 09-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
46.48 |
47.05 |
| PP |
46.34 |
46.72 |
| S1 |
46.19 |
46.38 |
|