NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 09-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2015 |
09-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
48.75 |
50.28 |
1.53 |
3.1% |
46.00 |
High |
50.61 |
51.42 |
0.81 |
1.6% |
51.42 |
Low |
48.32 |
49.69 |
1.37 |
2.8% |
45.67 |
Close |
50.00 |
50.14 |
0.14 |
0.3% |
50.14 |
Range |
2.29 |
1.73 |
-0.56 |
-24.5% |
5.75 |
ATR |
2.05 |
2.03 |
-0.02 |
-1.1% |
0.00 |
Volume |
251,310 |
271,679 |
20,369 |
8.1% |
1,073,949 |
|
Daily Pivots for day following 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.61 |
54.60 |
51.09 |
|
R3 |
53.88 |
52.87 |
50.62 |
|
R2 |
52.15 |
52.15 |
50.46 |
|
R1 |
51.14 |
51.14 |
50.30 |
50.78 |
PP |
50.42 |
50.42 |
50.42 |
50.24 |
S1 |
49.41 |
49.41 |
49.98 |
49.05 |
S2 |
48.69 |
48.69 |
49.82 |
|
S3 |
46.96 |
47.68 |
49.66 |
|
S4 |
45.23 |
45.95 |
49.19 |
|
|
Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.33 |
63.98 |
53.30 |
|
R3 |
60.58 |
58.23 |
51.72 |
|
R2 |
54.83 |
54.83 |
51.19 |
|
R1 |
52.48 |
52.48 |
50.67 |
53.66 |
PP |
49.08 |
49.08 |
49.08 |
49.66 |
S1 |
46.73 |
46.73 |
49.61 |
47.91 |
S2 |
43.33 |
43.33 |
49.09 |
|
S3 |
37.58 |
40.98 |
48.56 |
|
S4 |
31.83 |
35.23 |
46.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
51.42 |
45.67 |
5.75 |
11.5% |
2.20 |
4.4% |
78% |
True |
False |
214,789 |
10 |
51.42 |
44.45 |
6.97 |
13.9% |
1.90 |
3.8% |
82% |
True |
False |
170,917 |
20 |
51.42 |
44.31 |
7.11 |
14.2% |
1.84 |
3.7% |
82% |
True |
False |
136,709 |
40 |
51.42 |
39.22 |
12.20 |
24.3% |
2.13 |
4.3% |
90% |
True |
False |
125,663 |
60 |
53.06 |
39.22 |
13.84 |
27.6% |
1.90 |
3.8% |
79% |
False |
False |
108,180 |
80 |
62.80 |
39.22 |
23.58 |
47.0% |
1.87 |
3.7% |
46% |
False |
False |
95,594 |
100 |
63.12 |
39.22 |
23.90 |
47.7% |
1.81 |
3.6% |
46% |
False |
False |
86,576 |
120 |
65.38 |
39.22 |
26.16 |
52.2% |
1.78 |
3.5% |
42% |
False |
False |
80,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.77 |
2.618 |
55.95 |
1.618 |
54.22 |
1.000 |
53.15 |
0.618 |
52.49 |
HIGH |
51.42 |
0.618 |
50.76 |
0.500 |
50.56 |
0.382 |
50.35 |
LOW |
49.69 |
0.618 |
48.62 |
1.000 |
47.96 |
1.618 |
46.89 |
2.618 |
45.16 |
4.250 |
42.34 |
|
|
Fisher Pivots for day following 09-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
50.56 |
50.05 |
PP |
50.42 |
49.95 |
S1 |
50.28 |
49.86 |
|