NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 10-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2015 |
10-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
48.52 |
46.28 |
-2.24 |
-4.6% |
47.50 |
High |
48.76 |
48.44 |
-0.32 |
-0.7% |
52.47 |
Low |
46.84 |
46.10 |
-0.74 |
-1.6% |
46.10 |
Close |
46.88 |
48.33 |
1.45 |
3.1% |
48.46 |
Range |
1.92 |
2.34 |
0.42 |
21.9% |
6.37 |
ATR |
2.26 |
2.27 |
0.01 |
0.3% |
0.00 |
Volume |
15,428 |
21,704 |
6,276 |
40.7% |
129,017 |
|
Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.64 |
53.83 |
49.62 |
|
R3 |
52.30 |
51.49 |
48.97 |
|
R2 |
49.96 |
49.96 |
48.76 |
|
R1 |
49.15 |
49.15 |
48.54 |
49.56 |
PP |
47.62 |
47.62 |
47.62 |
47.83 |
S1 |
46.81 |
46.81 |
48.12 |
47.22 |
S2 |
45.28 |
45.28 |
47.90 |
|
S3 |
42.94 |
44.47 |
47.69 |
|
S4 |
40.60 |
42.13 |
47.04 |
|
|
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 |
50.67 |
46.10 |
4.57 |
9.5% |
2.00 |
4.1% |
49% |
False |
True |
17,591 |
10 |
52.47 |
42.16 |
10.31 |
21.3% |
3.13 |
6.5% |
60% |
False |
False |
22,567 |
20 |
52.47 |
40.67 |
11.80 |
24.4% |
2.19 |
4.5% |
65% |
False |
False |
19,942 |
40 |
54.58 |
40.67 |
13.91 |
28.8% |
1.74 |
3.6% |
55% |
False |
False |
14,867 |
60 |
63.33 |
40.67 |
22.66 |
46.9% |
1.70 |
3.5% |
34% |
False |
False |
11,754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.39 |
2.618 |
54.57 |
1.618 |
52.23 |
1.000 |
50.78 |
0.618 |
49.89 |
HIGH |
48.44 |
0.618 |
47.55 |
0.500 |
47.27 |
0.382 |
46.99 |
LOW |
46.10 |
0.618 |
44.65 |
1.000 |
43.76 |
1.618 |
42.31 |
2.618 |
39.97 |
4.250 |
36.16 |
|
|
Fisher Pivots for day following 10-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
47.98 |
48.04 |
PP |
47.62 |
47.75 |
S1 |
47.27 |
47.46 |
|