NYMEX Light Sweet Crude Oil Future March 2016
| Trading Metrics calculated at close of trading on 16-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
44.71 |
43.98 |
-0.73 |
-1.6% |
47.19 |
| High |
45.26 |
45.01 |
-0.25 |
-0.6% |
47.87 |
| Low |
43.49 |
43.06 |
-0.43 |
-1.0% |
43.49 |
| Close |
43.86 |
44.63 |
0.77 |
1.8% |
43.86 |
| Range |
1.77 |
1.95 |
0.18 |
10.2% |
4.38 |
| ATR |
1.58 |
1.60 |
0.03 |
1.7% |
0.00 |
| Volume |
61,008 |
72,242 |
11,234 |
18.4% |
267,080 |
|
| Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.08 |
49.31 |
45.70 |
|
| R3 |
48.13 |
47.36 |
45.17 |
|
| R2 |
46.18 |
46.18 |
44.99 |
|
| R1 |
45.41 |
45.41 |
44.81 |
45.80 |
| PP |
44.23 |
44.23 |
44.23 |
44.43 |
| S1 |
43.46 |
43.46 |
44.45 |
43.85 |
| S2 |
42.28 |
42.28 |
44.27 |
|
| S3 |
40.33 |
41.51 |
44.09 |
|
| S4 |
38.38 |
39.56 |
43.56 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.21 |
55.42 |
46.27 |
|
| R3 |
53.83 |
51.04 |
45.06 |
|
| R2 |
49.45 |
49.45 |
44.66 |
|
| R1 |
46.66 |
46.66 |
44.26 |
45.87 |
| PP |
45.07 |
45.07 |
45.07 |
44.68 |
| S1 |
42.28 |
42.28 |
43.46 |
41.49 |
| S2 |
40.69 |
40.69 |
43.06 |
|
| S3 |
36.31 |
37.90 |
42.66 |
|
| S4 |
31.93 |
33.52 |
41.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.51 |
43.06 |
4.45 |
10.0% |
1.56 |
3.5% |
35% |
False |
True |
55,317 |
| 10 |
50.70 |
43.06 |
7.64 |
17.1% |
1.60 |
3.6% |
21% |
False |
True |
50,293 |
| 20 |
50.70 |
43.06 |
7.64 |
17.1% |
1.50 |
3.4% |
21% |
False |
True |
42,384 |
| 40 |
53.01 |
43.06 |
9.95 |
22.3% |
1.59 |
3.6% |
16% |
False |
True |
36,741 |
| 60 |
53.08 |
41.25 |
11.83 |
26.5% |
1.85 |
4.1% |
29% |
False |
False |
32,692 |
| 80 |
53.08 |
41.25 |
11.83 |
26.5% |
1.71 |
3.8% |
29% |
False |
False |
29,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.30 |
|
2.618 |
50.12 |
|
1.618 |
48.17 |
|
1.000 |
46.96 |
|
0.618 |
46.22 |
|
HIGH |
45.01 |
|
0.618 |
44.27 |
|
0.500 |
44.04 |
|
0.382 |
43.80 |
|
LOW |
43.06 |
|
0.618 |
41.85 |
|
1.000 |
41.11 |
|
1.618 |
39.90 |
|
2.618 |
37.95 |
|
4.250 |
34.77 |
|
|
| Fisher Pivots for day following 16-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
44.43 |
44.63 |
| PP |
44.23 |
44.63 |
| S1 |
44.04 |
44.63 |
|