NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 14-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2015 |
14-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
48.67 |
47.93 |
-0.74 |
-1.5% |
46.75 |
High |
49.57 |
48.23 |
-1.34 |
-2.7% |
52.05 |
Low |
47.70 |
47.25 |
-0.45 |
-0.9% |
46.34 |
Close |
47.90 |
47.96 |
0.06 |
0.1% |
50.82 |
Range |
1.87 |
0.98 |
-0.89 |
-47.6% |
5.71 |
ATR |
2.03 |
1.96 |
-0.08 |
-3.7% |
0.00 |
Volume |
108,519 |
56,180 |
-52,339 |
-48.2% |
395,008 |
|
Daily Pivots for day following 14-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.75 |
50.34 |
48.50 |
|
R3 |
49.77 |
49.36 |
48.23 |
|
R2 |
48.79 |
48.79 |
48.14 |
|
R1 |
48.38 |
48.38 |
48.05 |
48.59 |
PP |
47.81 |
47.81 |
47.81 |
47.92 |
S1 |
47.40 |
47.40 |
47.87 |
47.61 |
S2 |
46.83 |
46.83 |
47.78 |
|
S3 |
45.85 |
46.42 |
47.69 |
|
S4 |
44.87 |
45.44 |
47.42 |
|
|
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 |
47.25 |
4.80 |
10.0% |
1.95 |
4.1% |
15% |
False |
True |
88,670 |
10 |
52.05 |
45.12 |
6.93 |
14.4% |
2.07 |
4.3% |
41% |
False |
False |
75,825 |
20 |
52.05 |
45.06 |
6.99 |
14.6% |
1.83 |
3.8% |
41% |
False |
False |
57,321 |
40 |
52.05 |
39.97 |
12.08 |
25.2% |
2.14 |
4.5% |
66% |
False |
False |
49,053 |
60 |
52.94 |
39.97 |
12.97 |
27.0% |
1.88 |
3.9% |
62% |
False |
False |
41,965 |
80 |
62.97 |
39.97 |
23.00 |
48.0% |
1.82 |
3.8% |
35% |
False |
False |
34,898 |
100 |
63.32 |
39.97 |
23.35 |
48.7% |
1.74 |
3.6% |
34% |
False |
False |
29,742 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.40 |
2.618 |
50.80 |
1.618 |
49.82 |
1.000 |
49.21 |
0.618 |
48.84 |
HIGH |
48.23 |
0.618 |
47.86 |
0.500 |
47.74 |
0.382 |
47.62 |
LOW |
47.25 |
0.618 |
46.64 |
1.000 |
46.27 |
1.618 |
45.66 |
2.618 |
44.68 |
4.250 |
43.09 |
|
|
Fisher Pivots for day following 14-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
47.89 |
49.27 |
PP |
47.81 |
48.83 |
S1 |
47.74 |
48.40 |
|