NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 14-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2015 |
14-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
47.97 |
47.20 |
-0.77 |
-1.6% |
46.00 |
High |
48.90 |
47.45 |
-1.45 |
-3.0% |
51.42 |
Low |
46.93 |
46.47 |
-0.46 |
-1.0% |
45.67 |
Close |
47.15 |
47.16 |
0.01 |
0.0% |
50.14 |
Range |
1.97 |
0.98 |
-0.99 |
-50.3% |
5.75 |
ATR |
2.10 |
2.02 |
-0.08 |
-3.8% |
0.00 |
Volume |
262,780 |
191,873 |
-70,907 |
-27.0% |
1,073,949 |
|
Daily Pivots for day following 14-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.97 |
49.54 |
47.70 |
|
R3 |
48.99 |
48.56 |
47.43 |
|
R2 |
48.01 |
48.01 |
47.34 |
|
R1 |
47.58 |
47.58 |
47.25 |
47.31 |
PP |
47.03 |
47.03 |
47.03 |
46.89 |
S1 |
46.60 |
46.60 |
47.07 |
46.33 |
S2 |
46.05 |
46.05 |
46.98 |
|
S3 |
45.07 |
45.62 |
46.89 |
|
S4 |
44.09 |
44.64 |
46.62 |
|
|
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 |
46.47 |
4.95 |
10.5% |
2.01 |
4.3% |
14% |
False |
True |
235,698 |
10 |
51.42 |
44.45 |
6.97 |
14.8% |
2.13 |
4.5% |
39% |
False |
False |
204,403 |
20 |
51.42 |
44.31 |
7.11 |
15.1% |
1.89 |
4.0% |
40% |
False |
False |
154,483 |
40 |
51.42 |
39.22 |
12.20 |
25.9% |
2.20 |
4.7% |
65% |
False |
False |
134,772 |
60 |
52.42 |
39.22 |
13.20 |
28.0% |
1.95 |
4.1% |
60% |
False |
False |
116,720 |
80 |
62.80 |
39.22 |
23.58 |
50.0% |
1.89 |
4.0% |
34% |
False |
False |
101,947 |
100 |
63.12 |
39.22 |
23.90 |
50.7% |
1.83 |
3.9% |
33% |
False |
False |
91,709 |
120 |
65.38 |
39.22 |
26.16 |
55.5% |
1.79 |
3.8% |
30% |
False |
False |
84,877 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.62 |
2.618 |
50.02 |
1.618 |
49.04 |
1.000 |
48.43 |
0.618 |
48.06 |
HIGH |
47.45 |
0.618 |
47.08 |
0.500 |
46.96 |
0.382 |
46.84 |
LOW |
46.47 |
0.618 |
45.86 |
1.000 |
45.49 |
1.618 |
44.88 |
2.618 |
43.90 |
4.250 |
42.31 |
|
|
Fisher Pivots for day following 14-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
47.09 |
48.55 |
PP |
47.03 |
48.09 |
S1 |
46.96 |
47.62 |
|