NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 08-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2015 |
08-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
48.96 |
48.12 |
-0.84 |
-1.7% |
47.50 |
High |
49.24 |
48.81 |
-0.43 |
-0.9% |
52.47 |
Low |
48.15 |
46.55 |
-1.60 |
-3.3% |
46.10 |
Close |
48.46 |
48.56 |
0.10 |
0.2% |
48.46 |
Range |
1.09 |
2.26 |
1.17 |
107.3% |
6.37 |
ATR |
2.29 |
2.29 |
0.00 |
-0.1% |
0.00 |
Volume |
12,623 |
16,905 |
4,282 |
33.9% |
129,017 |
|
Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.75 |
53.92 |
49.80 |
|
R3 |
52.49 |
51.66 |
49.18 |
|
R2 |
50.23 |
50.23 |
48.97 |
|
R1 |
49.40 |
49.40 |
48.77 |
49.82 |
PP |
47.97 |
47.97 |
47.97 |
48.18 |
S1 |
47.14 |
47.14 |
48.35 |
47.56 |
S2 |
45.71 |
45.71 |
48.15 |
|
S3 |
43.45 |
44.88 |
47.94 |
|
S4 |
41.19 |
42.62 |
47.32 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.12 |
64.66 |
51.96 |
|
R3 |
61.75 |
58.29 |
50.21 |
|
R2 |
55.38 |
55.38 |
49.63 |
|
R1 |
51.92 |
51.92 |
49.04 |
53.65 |
PP |
49.01 |
49.01 |
49.01 |
49.88 |
S1 |
45.55 |
45.55 |
47.88 |
47.28 |
S2 |
42.64 |
42.64 |
47.29 |
|
S3 |
36.27 |
39.18 |
46.71 |
|
S4 |
29.90 |
32.81 |
44.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
51.56 |
46.10 |
5.46 |
11.2% |
2.72 |
5.6% |
45% |
False |
False |
21,447 |
10 |
52.47 |
41.45 |
11.02 |
22.7% |
2.90 |
6.0% |
65% |
False |
False |
22,296 |
20 |
52.47 |
40.67 |
11.80 |
24.3% |
2.13 |
4.4% |
67% |
False |
False |
20,329 |
40 |
56.05 |
40.67 |
15.38 |
31.7% |
1.73 |
3.6% |
51% |
False |
False |
14,367 |
60 |
63.33 |
40.67 |
22.66 |
46.7% |
1.65 |
3.4% |
35% |
False |
False |
11,308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.42 |
2.618 |
54.73 |
1.618 |
52.47 |
1.000 |
51.07 |
0.618 |
50.21 |
HIGH |
48.81 |
0.618 |
47.95 |
0.500 |
47.68 |
0.382 |
47.41 |
LOW |
46.55 |
0.618 |
45.15 |
1.000 |
44.29 |
1.618 |
42.89 |
2.618 |
40.63 |
4.250 |
36.95 |
|
|
Fisher Pivots for day following 08-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
48.27 |
48.61 |
PP |
47.97 |
48.59 |
S1 |
47.68 |
48.58 |
|