NYMEX Light Sweet Crude Oil Future February 2016
| Trading Metrics calculated at close of trading on 11-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2015 |
11-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
46.26 |
45.92 |
-0.34 |
-0.7% |
48.10 |
| High |
46.79 |
46.38 |
-0.41 |
-0.9% |
50.02 |
| Low |
45.74 |
44.90 |
-0.84 |
-1.8% |
46.20 |
| Close |
46.36 |
45.13 |
-1.23 |
-2.7% |
46.33 |
| Range |
1.05 |
1.48 |
0.43 |
41.0% |
3.82 |
| ATR |
1.60 |
1.59 |
-0.01 |
-0.5% |
0.00 |
| Volume |
45,384 |
68,717 |
23,333 |
51.4% |
211,297 |
|
| Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.91 |
49.00 |
45.94 |
|
| R3 |
48.43 |
47.52 |
45.54 |
|
| R2 |
46.95 |
46.95 |
45.40 |
|
| R1 |
46.04 |
46.04 |
45.27 |
45.76 |
| PP |
45.47 |
45.47 |
45.47 |
45.33 |
| S1 |
44.56 |
44.56 |
44.99 |
44.28 |
| S2 |
43.99 |
43.99 |
44.86 |
|
| S3 |
42.51 |
43.08 |
44.72 |
|
| S4 |
41.03 |
41.60 |
44.32 |
|
|
| 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 |
48.30 |
44.90 |
3.40 |
7.5% |
1.30 |
2.9% |
7% |
False |
True |
63,481 |
| 10 |
50.02 |
44.90 |
5.12 |
11.3% |
1.51 |
3.3% |
4% |
False |
True |
48,404 |
| 20 |
50.02 |
44.36 |
5.66 |
12.5% |
1.48 |
3.3% |
14% |
False |
False |
43,046 |
| 40 |
52.60 |
44.36 |
8.24 |
18.3% |
1.62 |
3.6% |
9% |
False |
False |
33,337 |
| 60 |
52.60 |
40.67 |
11.93 |
26.4% |
1.85 |
4.1% |
37% |
False |
False |
29,553 |
| 80 |
53.42 |
40.67 |
12.75 |
28.3% |
1.70 |
3.8% |
35% |
False |
False |
25,160 |
| 100 |
63.11 |
40.67 |
22.44 |
49.7% |
1.67 |
3.7% |
20% |
False |
False |
21,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.67 |
|
2.618 |
50.25 |
|
1.618 |
48.77 |
|
1.000 |
47.86 |
|
0.618 |
47.29 |
|
HIGH |
46.38 |
|
0.618 |
45.81 |
|
0.500 |
45.64 |
|
0.382 |
45.47 |
|
LOW |
44.90 |
|
0.618 |
43.99 |
|
1.000 |
43.42 |
|
1.618 |
42.51 |
|
2.618 |
41.03 |
|
4.250 |
38.61 |
|
|
| Fisher Pivots for day following 11-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
45.64 |
46.03 |
| PP |
45.47 |
45.73 |
| S1 |
45.30 |
45.43 |
|