NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 12-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2015 |
12-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
50.28 |
50.01 |
-0.27 |
-0.5% |
46.00 |
High |
51.42 |
50.63 |
-0.79 |
-1.5% |
51.42 |
Low |
49.69 |
47.54 |
-2.15 |
-4.3% |
45.67 |
Close |
50.14 |
47.61 |
-2.53 |
-5.0% |
50.14 |
Range |
1.73 |
3.09 |
1.36 |
78.6% |
5.75 |
ATR |
2.03 |
2.11 |
0.08 |
3.7% |
0.00 |
Volume |
271,679 |
200,850 |
-70,829 |
-26.1% |
1,073,949 |
|
Daily Pivots for day following 12-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.86 |
55.83 |
49.31 |
|
R3 |
54.77 |
52.74 |
48.46 |
|
R2 |
51.68 |
51.68 |
48.18 |
|
R1 |
49.65 |
49.65 |
47.89 |
49.12 |
PP |
48.59 |
48.59 |
48.59 |
48.33 |
S1 |
46.56 |
46.56 |
47.33 |
46.03 |
S2 |
45.50 |
45.50 |
47.04 |
|
S3 |
42.41 |
43.47 |
46.76 |
|
S4 |
39.32 |
40.38 |
45.91 |
|
|
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 |
46.26 |
5.16 |
10.8% |
2.47 |
5.2% |
26% |
False |
False |
229,990 |
10 |
51.42 |
44.45 |
6.97 |
14.6% |
2.09 |
4.4% |
45% |
False |
False |
179,514 |
20 |
51.42 |
44.31 |
7.11 |
14.9% |
1.93 |
4.0% |
46% |
False |
False |
143,159 |
40 |
51.42 |
39.22 |
12.20 |
25.6% |
2.18 |
4.6% |
69% |
False |
False |
127,480 |
60 |
53.06 |
39.22 |
13.84 |
29.1% |
1.94 |
4.1% |
61% |
False |
False |
110,635 |
80 |
62.80 |
39.22 |
23.58 |
49.5% |
1.89 |
4.0% |
36% |
False |
False |
97,121 |
100 |
63.12 |
39.22 |
23.90 |
50.2% |
1.84 |
3.9% |
35% |
False |
False |
88,109 |
120 |
65.38 |
39.22 |
26.16 |
54.9% |
1.79 |
3.8% |
32% |
False |
False |
82,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.76 |
2.618 |
58.72 |
1.618 |
55.63 |
1.000 |
53.72 |
0.618 |
52.54 |
HIGH |
50.63 |
0.618 |
49.45 |
0.500 |
49.09 |
0.382 |
48.72 |
LOW |
47.54 |
0.618 |
45.63 |
1.000 |
44.45 |
1.618 |
42.54 |
2.618 |
39.45 |
4.250 |
34.41 |
|
|
Fisher Pivots for day following 12-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
49.09 |
49.48 |
PP |
48.59 |
48.86 |
S1 |
48.10 |
48.23 |
|