NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 25-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2015 |
25-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
44.62 |
45.05 |
0.43 |
1.0% |
45.31 |
High |
45.18 |
46.38 |
1.20 |
2.7% |
47.15 |
Low |
43.71 |
44.86 |
1.15 |
2.6% |
43.71 |
Close |
44.91 |
45.70 |
0.79 |
1.8% |
45.70 |
Range |
1.47 |
1.52 |
0.05 |
3.4% |
3.44 |
ATR |
2.17 |
2.13 |
-0.05 |
-2.1% |
0.00 |
Volume |
371,976 |
338,622 |
-33,354 |
-9.0% |
1,812,620 |
|
Daily Pivots for day following 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.21 |
49.47 |
46.54 |
|
R3 |
48.69 |
47.95 |
46.12 |
|
R2 |
47.17 |
47.17 |
45.98 |
|
R1 |
46.43 |
46.43 |
45.84 |
46.80 |
PP |
45.65 |
45.65 |
45.65 |
45.83 |
S1 |
44.91 |
44.91 |
45.56 |
45.28 |
S2 |
44.13 |
44.13 |
45.42 |
|
S3 |
42.61 |
43.39 |
45.28 |
|
S4 |
41.09 |
41.87 |
44.86 |
|
|
Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.84 |
54.21 |
47.59 |
|
R3 |
52.40 |
50.77 |
46.65 |
|
R2 |
48.96 |
48.96 |
46.33 |
|
R1 |
47.33 |
47.33 |
46.02 |
48.15 |
PP |
45.52 |
45.52 |
45.52 |
45.93 |
S1 |
43.89 |
43.89 |
45.38 |
44.71 |
S2 |
42.08 |
42.08 |
45.07 |
|
S3 |
38.64 |
40.45 |
44.75 |
|
S4 |
35.20 |
37.01 |
43.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
47.15 |
43.71 |
3.44 |
7.5% |
1.82 |
4.0% |
58% |
False |
False |
362,524 |
10 |
48.07 |
43.71 |
4.36 |
9.5% |
1.84 |
4.0% |
46% |
False |
False |
290,913 |
20 |
50.04 |
42.60 |
7.44 |
16.3% |
2.48 |
5.4% |
42% |
False |
False |
225,444 |
40 |
50.04 |
38.51 |
11.53 |
25.2% |
2.08 |
4.5% |
62% |
False |
False |
155,669 |
60 |
59.00 |
38.51 |
20.49 |
44.8% |
1.95 |
4.3% |
35% |
False |
False |
112,742 |
80 |
62.87 |
38.51 |
24.36 |
53.3% |
1.83 |
4.0% |
30% |
False |
False |
89,164 |
100 |
65.03 |
38.51 |
26.52 |
58.0% |
1.80 |
3.9% |
27% |
False |
False |
74,567 |
120 |
65.03 |
38.51 |
26.52 |
58.0% |
1.73 |
3.8% |
27% |
False |
False |
64,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.84 |
2.618 |
50.36 |
1.618 |
48.84 |
1.000 |
47.90 |
0.618 |
47.32 |
HIGH |
46.38 |
0.618 |
45.80 |
0.500 |
45.62 |
0.382 |
45.44 |
LOW |
44.86 |
0.618 |
43.92 |
1.000 |
43.34 |
1.618 |
42.40 |
2.618 |
40.88 |
4.250 |
38.40 |
|
|
Fisher Pivots for day following 25-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
45.67 |
45.61 |
PP |
45.65 |
45.52 |
S1 |
45.62 |
45.43 |
|