NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 12-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2015 |
12-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
50.89 |
50.67 |
-0.22 |
-0.4% |
46.75 |
High |
52.05 |
51.29 |
-0.76 |
-1.5% |
52.05 |
Low |
50.34 |
48.26 |
-2.08 |
-4.1% |
46.34 |
Close |
50.82 |
48.32 |
-2.50 |
-4.9% |
50.82 |
Range |
1.71 |
3.03 |
1.32 |
77.2% |
5.71 |
ATR |
1.97 |
2.04 |
0.08 |
3.8% |
0.00 |
Volume |
104,187 |
72,533 |
-31,654 |
-30.4% |
395,008 |
|
Daily Pivots for day following 12-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.38 |
56.38 |
49.99 |
|
R3 |
55.35 |
53.35 |
49.15 |
|
R2 |
52.32 |
52.32 |
48.88 |
|
R1 |
50.32 |
50.32 |
48.60 |
49.81 |
PP |
49.29 |
49.29 |
49.29 |
49.03 |
S1 |
47.29 |
47.29 |
48.04 |
46.78 |
S2 |
46.26 |
46.26 |
47.76 |
|
S3 |
43.23 |
44.26 |
47.49 |
|
S4 |
40.20 |
41.23 |
46.65 |
|
|
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 |
46.99 |
5.06 |
10.5% |
2.40 |
5.0% |
26% |
False |
False |
84,032 |
10 |
52.05 |
45.12 |
6.93 |
14.3% |
2.03 |
4.2% |
46% |
False |
False |
66,438 |
20 |
52.05 |
45.06 |
6.99 |
14.5% |
1.86 |
3.9% |
47% |
False |
False |
54,208 |
40 |
52.05 |
39.97 |
12.08 |
25.0% |
2.12 |
4.4% |
69% |
False |
False |
46,420 |
60 |
53.60 |
39.97 |
13.63 |
28.2% |
1.87 |
3.9% |
61% |
False |
False |
39,744 |
80 |
62.97 |
39.97 |
23.00 |
47.6% |
1.82 |
3.8% |
36% |
False |
False |
33,039 |
100 |
63.32 |
39.97 |
23.35 |
48.3% |
1.74 |
3.6% |
36% |
False |
False |
28,301 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.17 |
2.618 |
59.22 |
1.618 |
56.19 |
1.000 |
54.32 |
0.618 |
53.16 |
HIGH |
51.29 |
0.618 |
50.13 |
0.500 |
49.78 |
0.382 |
49.42 |
LOW |
48.26 |
0.618 |
46.39 |
1.000 |
45.23 |
1.618 |
43.36 |
2.618 |
40.33 |
4.250 |
35.38 |
|
|
Fisher Pivots for day following 12-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
49.78 |
50.16 |
PP |
49.29 |
49.54 |
S1 |
48.81 |
48.93 |
|