NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 08-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2015 |
08-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
50.17 |
49.44 |
-0.73 |
-1.5% |
46.48 |
High |
50.88 |
51.26 |
0.38 |
0.7% |
48.07 |
Low |
49.01 |
49.08 |
0.07 |
0.1% |
45.12 |
Close |
49.13 |
50.69 |
1.56 |
3.2% |
46.64 |
Range |
1.87 |
2.18 |
0.31 |
16.6% |
2.95 |
ATR |
1.97 |
1.99 |
0.01 |
0.7% |
0.00 |
Volume |
93,644 |
101,932 |
8,288 |
8.9% |
239,353 |
|
Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.88 |
55.97 |
51.89 |
|
R3 |
54.70 |
53.79 |
51.29 |
|
R2 |
52.52 |
52.52 |
51.09 |
|
R1 |
51.61 |
51.61 |
50.89 |
52.07 |
PP |
50.34 |
50.34 |
50.34 |
50.57 |
S1 |
49.43 |
49.43 |
50.49 |
49.89 |
S2 |
48.16 |
48.16 |
50.29 |
|
S3 |
45.98 |
47.25 |
50.09 |
|
S4 |
43.80 |
45.07 |
49.49 |
|
|
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 |
51.26 |
45.12 |
6.14 |
12.1% |
2.15 |
4.2% |
91% |
True |
False |
70,776 |
10 |
51.26 |
45.12 |
6.14 |
12.1% |
1.80 |
3.6% |
91% |
True |
False |
58,623 |
20 |
51.26 |
45.06 |
6.20 |
12.2% |
1.78 |
3.5% |
91% |
True |
False |
48,815 |
40 |
51.74 |
39.97 |
11.77 |
23.2% |
2.06 |
4.1% |
91% |
False |
False |
44,206 |
60 |
54.37 |
39.97 |
14.40 |
28.4% |
1.83 |
3.6% |
74% |
False |
False |
37,139 |
80 |
63.15 |
39.97 |
23.18 |
45.7% |
1.81 |
3.6% |
46% |
False |
False |
31,061 |
100 |
63.32 |
39.97 |
23.35 |
46.1% |
1.72 |
3.4% |
46% |
False |
False |
26,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.53 |
2.618 |
56.97 |
1.618 |
54.79 |
1.000 |
53.44 |
0.618 |
52.61 |
HIGH |
51.26 |
0.618 |
50.43 |
0.500 |
50.17 |
0.382 |
49.91 |
LOW |
49.08 |
0.618 |
47.73 |
1.000 |
46.90 |
1.618 |
45.55 |
2.618 |
43.37 |
4.250 |
39.82 |
|
|
Fisher Pivots for day following 08-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
50.52 |
50.17 |
PP |
50.34 |
49.65 |
S1 |
50.17 |
49.13 |
|