NYMEX Light Sweet Crude Oil Future March 2016
| Trading Metrics calculated at close of trading on 02-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2015 |
02-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
48.02 |
48.80 |
0.78 |
1.6% |
47.02 |
| High |
49.35 |
49.06 |
-0.29 |
-0.6% |
49.35 |
| Low |
47.79 |
47.99 |
0.20 |
0.4% |
45.07 |
| Close |
48.95 |
48.58 |
-0.37 |
-0.8% |
48.95 |
| Range |
1.56 |
1.07 |
-0.49 |
-31.4% |
4.28 |
| ATR |
1.65 |
1.61 |
-0.04 |
-2.5% |
0.00 |
| Volume |
23,957 |
24,099 |
142 |
0.6% |
168,989 |
|
| Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.75 |
51.24 |
49.17 |
|
| R3 |
50.68 |
50.17 |
48.87 |
|
| R2 |
49.61 |
49.61 |
48.78 |
|
| R1 |
49.10 |
49.10 |
48.68 |
48.82 |
| PP |
48.54 |
48.54 |
48.54 |
48.41 |
| S1 |
48.03 |
48.03 |
48.48 |
47.75 |
| S2 |
47.47 |
47.47 |
48.38 |
|
| S3 |
46.40 |
46.96 |
48.29 |
|
| S4 |
45.33 |
45.89 |
47.99 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.63 |
59.07 |
51.30 |
|
| R3 |
56.35 |
54.79 |
50.13 |
|
| R2 |
52.07 |
52.07 |
49.73 |
|
| R1 |
50.51 |
50.51 |
49.34 |
51.29 |
| PP |
47.79 |
47.79 |
47.79 |
48.18 |
| S1 |
46.23 |
46.23 |
48.56 |
47.01 |
| S2 |
43.51 |
43.51 |
48.17 |
|
| S3 |
39.23 |
41.95 |
47.77 |
|
| S4 |
34.95 |
37.67 |
46.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.35 |
45.07 |
4.28 |
8.8% |
1.66 |
3.4% |
82% |
False |
False |
31,715 |
| 10 |
49.35 |
45.07 |
4.28 |
8.8% |
1.40 |
2.9% |
82% |
False |
False |
34,474 |
| 20 |
53.01 |
45.07 |
7.94 |
16.3% |
1.60 |
3.3% |
44% |
False |
False |
34,601 |
| 40 |
53.01 |
45.07 |
7.94 |
16.3% |
1.63 |
3.4% |
44% |
False |
False |
29,714 |
| 60 |
53.08 |
41.25 |
11.83 |
24.4% |
1.81 |
3.7% |
62% |
False |
False |
28,277 |
| 80 |
56.44 |
41.25 |
15.19 |
31.3% |
1.67 |
3.4% |
48% |
False |
False |
24,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.61 |
|
2.618 |
51.86 |
|
1.618 |
50.79 |
|
1.000 |
50.13 |
|
0.618 |
49.72 |
|
HIGH |
49.06 |
|
0.618 |
48.65 |
|
0.500 |
48.53 |
|
0.382 |
48.40 |
|
LOW |
47.99 |
|
0.618 |
47.33 |
|
1.000 |
46.92 |
|
1.618 |
46.26 |
|
2.618 |
45.19 |
|
4.250 |
43.44 |
|
|
| Fisher Pivots for day following 02-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
48.56 |
48.54 |
| PP |
48.54 |
48.49 |
| S1 |
48.53 |
48.45 |
|