NYMEX Light Sweet Crude Oil Future February 2016
| Trading Metrics calculated at close of trading on 12-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2015 |
12-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
45.92 |
45.16 |
-0.76 |
-1.7% |
48.10 |
| High |
46.38 |
45.43 |
-0.95 |
-2.0% |
50.02 |
| Low |
44.90 |
43.81 |
-1.09 |
-2.4% |
46.20 |
| Close |
45.13 |
44.00 |
-1.13 |
-2.5% |
46.33 |
| Range |
1.48 |
1.62 |
0.14 |
9.5% |
3.82 |
| ATR |
1.59 |
1.59 |
0.00 |
0.1% |
0.00 |
| Volume |
68,717 |
67,204 |
-1,513 |
-2.2% |
211,297 |
|
| Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.27 |
48.26 |
44.89 |
|
| R3 |
47.65 |
46.64 |
44.45 |
|
| R2 |
46.03 |
46.03 |
44.30 |
|
| R1 |
45.02 |
45.02 |
44.15 |
44.72 |
| PP |
44.41 |
44.41 |
44.41 |
44.26 |
| S1 |
43.40 |
43.40 |
43.85 |
43.10 |
| S2 |
42.79 |
42.79 |
43.70 |
|
| S3 |
41.17 |
41.78 |
43.55 |
|
| S4 |
39.55 |
40.16 |
43.11 |
|
|
| 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 |
47.56 |
43.81 |
3.75 |
8.5% |
1.37 |
3.1% |
5% |
False |
True |
63,758 |
| 10 |
50.02 |
43.81 |
6.21 |
14.1% |
1.52 |
3.5% |
3% |
False |
True |
50,370 |
| 20 |
50.02 |
43.81 |
6.21 |
14.1% |
1.49 |
3.4% |
3% |
False |
True |
44,900 |
| 40 |
52.60 |
43.81 |
8.79 |
20.0% |
1.63 |
3.7% |
2% |
False |
True |
34,463 |
| 60 |
52.60 |
40.67 |
11.93 |
27.1% |
1.84 |
4.2% |
28% |
False |
False |
30,380 |
| 80 |
52.60 |
40.67 |
11.93 |
27.1% |
1.70 |
3.9% |
28% |
False |
False |
25,872 |
| 100 |
63.05 |
40.67 |
22.38 |
50.9% |
1.67 |
3.8% |
15% |
False |
False |
21,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.32 |
|
2.618 |
49.67 |
|
1.618 |
48.05 |
|
1.000 |
47.05 |
|
0.618 |
46.43 |
|
HIGH |
45.43 |
|
0.618 |
44.81 |
|
0.500 |
44.62 |
|
0.382 |
44.43 |
|
LOW |
43.81 |
|
0.618 |
42.81 |
|
1.000 |
42.19 |
|
1.618 |
41.19 |
|
2.618 |
39.57 |
|
4.250 |
36.93 |
|
|
| Fisher Pivots for day following 12-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
44.62 |
45.30 |
| PP |
44.41 |
44.87 |
| S1 |
44.21 |
44.43 |
|