NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 09-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2015 |
09-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
49.44 |
50.89 |
1.45 |
2.9% |
46.75 |
High |
51.26 |
52.05 |
0.79 |
1.5% |
52.05 |
Low |
49.08 |
50.34 |
1.26 |
2.6% |
46.34 |
Close |
50.69 |
50.82 |
0.13 |
0.3% |
50.82 |
Range |
2.18 |
1.71 |
-0.47 |
-21.6% |
5.71 |
ATR |
1.99 |
1.97 |
-0.02 |
-1.0% |
0.00 |
Volume |
101,932 |
104,187 |
2,255 |
2.2% |
395,008 |
|
Daily Pivots for day following 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.20 |
55.22 |
51.76 |
|
R3 |
54.49 |
53.51 |
51.29 |
|
R2 |
52.78 |
52.78 |
51.13 |
|
R1 |
51.80 |
51.80 |
50.98 |
51.44 |
PP |
51.07 |
51.07 |
51.07 |
50.89 |
S1 |
50.09 |
50.09 |
50.66 |
49.73 |
S2 |
49.36 |
49.36 |
50.51 |
|
S3 |
47.65 |
48.38 |
50.35 |
|
S4 |
45.94 |
46.67 |
49.88 |
|
|
Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.87 |
64.55 |
53.96 |
|
R3 |
61.16 |
58.84 |
52.39 |
|
R2 |
55.45 |
55.45 |
51.87 |
|
R1 |
53.13 |
53.13 |
51.34 |
54.29 |
PP |
49.74 |
49.74 |
49.74 |
50.32 |
S1 |
47.42 |
47.42 |
50.30 |
48.58 |
S2 |
44.03 |
44.03 |
49.77 |
|
S3 |
38.32 |
41.71 |
49.25 |
|
S4 |
32.61 |
36.00 |
47.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
52.05 |
46.34 |
5.71 |
11.2% |
2.14 |
4.2% |
78% |
True |
False |
79,001 |
10 |
52.05 |
45.12 |
6.93 |
13.6% |
1.84 |
3.6% |
82% |
True |
False |
63,436 |
20 |
52.05 |
45.06 |
6.99 |
13.8% |
1.78 |
3.5% |
82% |
True |
False |
52,288 |
40 |
52.05 |
39.97 |
12.08 |
23.8% |
2.07 |
4.1% |
90% |
True |
False |
45,281 |
60 |
53.60 |
39.97 |
13.63 |
26.8% |
1.84 |
3.6% |
80% |
False |
False |
38,657 |
80 |
62.97 |
39.97 |
23.00 |
45.3% |
1.80 |
3.5% |
47% |
False |
False |
32,198 |
100 |
63.32 |
39.97 |
23.35 |
45.9% |
1.72 |
3.4% |
46% |
False |
False |
27,650 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.32 |
2.618 |
56.53 |
1.618 |
54.82 |
1.000 |
53.76 |
0.618 |
53.11 |
HIGH |
52.05 |
0.618 |
51.40 |
0.500 |
51.20 |
0.382 |
50.99 |
LOW |
50.34 |
0.618 |
49.28 |
1.000 |
48.63 |
1.618 |
47.57 |
2.618 |
45.86 |
4.250 |
43.07 |
|
|
Fisher Pivots for day following 09-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
51.20 |
50.72 |
PP |
51.07 |
50.63 |
S1 |
50.95 |
50.53 |
|