NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 07-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2015 |
07-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
47.44 |
50.17 |
2.73 |
5.8% |
46.48 |
High |
50.19 |
50.88 |
0.69 |
1.4% |
48.07 |
Low |
46.99 |
49.01 |
2.02 |
4.3% |
45.12 |
Close |
49.71 |
49.13 |
-0.58 |
-1.2% |
46.64 |
Range |
3.20 |
1.87 |
-1.33 |
-41.6% |
2.95 |
ATR |
1.98 |
1.97 |
-0.01 |
-0.4% |
0.00 |
Volume |
47,867 |
93,644 |
45,777 |
95.6% |
239,353 |
|
Daily Pivots for day following 07-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.28 |
54.08 |
50.16 |
|
R3 |
53.41 |
52.21 |
49.64 |
|
R2 |
51.54 |
51.54 |
49.47 |
|
R1 |
50.34 |
50.34 |
49.30 |
50.01 |
PP |
49.67 |
49.67 |
49.67 |
49.51 |
S1 |
48.47 |
48.47 |
48.96 |
48.14 |
S2 |
47.80 |
47.80 |
48.79 |
|
S3 |
45.93 |
46.60 |
48.62 |
|
S4 |
44.06 |
44.73 |
48.10 |
|
|
Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.46 |
54.00 |
48.26 |
|
R3 |
52.51 |
51.05 |
47.45 |
|
R2 |
49.56 |
49.56 |
47.18 |
|
R1 |
48.10 |
48.10 |
46.91 |
48.83 |
PP |
46.61 |
46.61 |
46.61 |
46.98 |
S1 |
45.15 |
45.15 |
46.37 |
45.88 |
S2 |
43.66 |
43.66 |
46.10 |
|
S3 |
40.71 |
42.20 |
45.83 |
|
S4 |
37.76 |
39.25 |
45.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.88 |
45.12 |
5.76 |
11.7% |
2.18 |
4.4% |
70% |
True |
False |
62,981 |
10 |
50.88 |
45.06 |
5.82 |
11.8% |
1.72 |
3.5% |
70% |
True |
False |
53,534 |
20 |
50.88 |
45.06 |
5.82 |
11.8% |
1.78 |
3.6% |
70% |
True |
False |
45,794 |
40 |
51.74 |
39.97 |
11.77 |
24.0% |
2.04 |
4.1% |
78% |
False |
False |
42,821 |
60 |
55.64 |
39.97 |
15.67 |
31.9% |
1.83 |
3.7% |
58% |
False |
False |
35,707 |
80 |
63.15 |
39.97 |
23.18 |
47.2% |
1.79 |
3.6% |
40% |
False |
False |
29,884 |
100 |
63.68 |
39.97 |
23.71 |
48.3% |
1.72 |
3.5% |
39% |
False |
False |
25,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.83 |
2.618 |
55.78 |
1.618 |
53.91 |
1.000 |
52.75 |
0.618 |
52.04 |
HIGH |
50.88 |
0.618 |
50.17 |
0.500 |
49.95 |
0.382 |
49.72 |
LOW |
49.01 |
0.618 |
47.85 |
1.000 |
47.14 |
1.618 |
45.98 |
2.618 |
44.11 |
4.250 |
41.06 |
|
|
Fisher Pivots for day following 07-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
49.95 |
48.96 |
PP |
49.67 |
48.78 |
S1 |
49.40 |
48.61 |
|