NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 09-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2015 |
09-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
47.53 |
47.59 |
0.06 |
0.1% |
47.50 |
High |
48.22 |
48.15 |
-0.07 |
-0.1% |
51.74 |
Low |
46.00 |
46.11 |
0.11 |
0.2% |
45.39 |
Close |
47.92 |
46.20 |
-1.72 |
-3.6% |
47.86 |
Range |
2.22 |
2.04 |
-0.18 |
-8.1% |
6.35 |
ATR |
2.38 |
2.36 |
-0.02 |
-1.0% |
0.00 |
Volume |
32,583 |
32,892 |
309 |
0.9% |
238,242 |
|
Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.94 |
51.61 |
47.32 |
|
R3 |
50.90 |
49.57 |
46.76 |
|
R2 |
48.86 |
48.86 |
46.57 |
|
R1 |
47.53 |
47.53 |
46.39 |
47.18 |
PP |
46.82 |
46.82 |
46.82 |
46.64 |
S1 |
45.49 |
45.49 |
46.01 |
45.14 |
S2 |
44.78 |
44.78 |
45.83 |
|
S3 |
42.74 |
43.45 |
45.64 |
|
S4 |
40.70 |
41.41 |
45.08 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.38 |
63.97 |
51.35 |
|
R3 |
61.03 |
57.62 |
49.61 |
|
R2 |
54.68 |
54.68 |
49.02 |
|
R1 |
51.27 |
51.27 |
48.44 |
52.98 |
PP |
48.33 |
48.33 |
48.33 |
49.18 |
S1 |
44.92 |
44.92 |
47.28 |
46.63 |
S2 |
41.98 |
41.98 |
46.70 |
|
S3 |
35.63 |
38.57 |
46.11 |
|
S4 |
29.28 |
32.22 |
44.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.15 |
45.39 |
4.76 |
10.3% |
2.31 |
5.0% |
17% |
False |
False |
36,785 |
10 |
51.74 |
40.86 |
10.88 |
23.5% |
3.09 |
6.7% |
49% |
False |
False |
41,488 |
20 |
51.74 |
39.97 |
11.77 |
25.5% |
2.29 |
5.0% |
53% |
False |
False |
39,847 |
40 |
55.64 |
39.97 |
15.67 |
33.9% |
1.85 |
4.0% |
40% |
False |
False |
30,664 |
60 |
63.15 |
39.97 |
23.18 |
50.2% |
1.79 |
3.9% |
27% |
False |
False |
24,580 |
80 |
63.68 |
39.97 |
23.71 |
51.3% |
1.70 |
3.7% |
26% |
False |
False |
20,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.82 |
2.618 |
53.49 |
1.618 |
51.45 |
1.000 |
50.19 |
0.618 |
49.41 |
HIGH |
48.15 |
0.618 |
47.37 |
0.500 |
47.13 |
0.382 |
46.89 |
LOW |
46.11 |
0.618 |
44.85 |
1.000 |
44.07 |
1.618 |
42.81 |
2.618 |
40.77 |
4.250 |
37.44 |
|
|
Fisher Pivots for day following 09-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
47.13 |
47.50 |
PP |
46.82 |
47.07 |
S1 |
46.51 |
46.63 |
|