NYMEX Light Sweet Crude Oil Future February 2016
| Trading Metrics calculated at close of trading on 20-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2015 |
20-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
43.20 |
43.00 |
-0.20 |
-0.5% |
43.15 |
| High |
43.53 |
44.01 |
0.48 |
1.1% |
44.20 |
| Low |
42.48 |
42.60 |
0.12 |
0.3% |
42.21 |
| Close |
42.89 |
43.19 |
0.30 |
0.7% |
43.19 |
| Range |
1.05 |
1.41 |
0.36 |
34.3% |
1.99 |
| ATR |
1.56 |
1.55 |
-0.01 |
-0.7% |
0.00 |
| Volume |
85,689 |
106,058 |
20,369 |
23.8% |
451,388 |
|
| Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
47.50 |
46.75 |
43.97 |
|
| R3 |
46.09 |
45.34 |
43.58 |
|
| R2 |
44.68 |
44.68 |
43.45 |
|
| R1 |
43.93 |
43.93 |
43.32 |
44.31 |
| PP |
43.27 |
43.27 |
43.27 |
43.45 |
| S1 |
42.52 |
42.52 |
43.06 |
42.90 |
| S2 |
41.86 |
41.86 |
42.93 |
|
| S3 |
40.45 |
41.11 |
42.80 |
|
| S4 |
39.04 |
39.70 |
42.41 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.17 |
48.17 |
44.28 |
|
| R3 |
47.18 |
46.18 |
43.74 |
|
| R2 |
45.19 |
45.19 |
43.55 |
|
| R1 |
44.19 |
44.19 |
43.37 |
44.69 |
| PP |
43.20 |
43.20 |
43.20 |
43.45 |
| S1 |
42.20 |
42.20 |
43.01 |
42.70 |
| S2 |
41.21 |
41.21 |
42.83 |
|
| S3 |
39.22 |
40.21 |
42.64 |
|
| S4 |
37.23 |
38.22 |
42.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
44.20 |
42.21 |
1.99 |
4.6% |
1.43 |
3.3% |
49% |
False |
False |
90,277 |
| 10 |
47.16 |
42.21 |
4.95 |
11.5% |
1.45 |
3.4% |
20% |
False |
False |
78,952 |
| 20 |
50.02 |
42.21 |
7.81 |
18.1% |
1.56 |
3.6% |
13% |
False |
False |
59,144 |
| 40 |
52.60 |
42.21 |
10.39 |
24.1% |
1.60 |
3.7% |
9% |
False |
False |
44,721 |
| 60 |
52.60 |
42.21 |
10.39 |
24.1% |
1.81 |
4.2% |
9% |
False |
False |
37,262 |
| 80 |
52.60 |
40.67 |
11.93 |
27.6% |
1.72 |
4.0% |
21% |
False |
False |
31,853 |
| 100 |
60.00 |
40.67 |
19.33 |
44.8% |
1.69 |
3.9% |
13% |
False |
False |
26,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
50.00 |
|
2.618 |
47.70 |
|
1.618 |
46.29 |
|
1.000 |
45.42 |
|
0.618 |
44.88 |
|
HIGH |
44.01 |
|
0.618 |
43.47 |
|
0.500 |
43.31 |
|
0.382 |
43.14 |
|
LOW |
42.60 |
|
0.618 |
41.73 |
|
1.000 |
41.19 |
|
1.618 |
40.32 |
|
2.618 |
38.91 |
|
4.250 |
36.61 |
|
|
| Fisher Pivots for day following 20-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
43.31 |
43.22 |
| PP |
43.27 |
43.21 |
| S1 |
43.23 |
43.20 |
|