NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 18-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2015 |
18-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
49.18 |
48.50 |
-0.68 |
-1.4% |
47.03 |
High |
49.42 |
48.74 |
-0.68 |
-1.4% |
49.42 |
Low |
48.24 |
46.41 |
-1.83 |
-3.8% |
45.93 |
Close |
48.73 |
46.77 |
-1.96 |
-4.0% |
46.77 |
Range |
1.18 |
2.33 |
1.15 |
97.5% |
3.49 |
ATR |
2.05 |
2.07 |
0.02 |
1.0% |
0.00 |
Volume |
22,166 |
18,394 |
-3,772 |
-17.0% |
121,201 |
|
Daily Pivots for day following 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.30 |
52.86 |
48.05 |
|
R3 |
51.97 |
50.53 |
47.41 |
|
R2 |
49.64 |
49.64 |
47.20 |
|
R1 |
48.20 |
48.20 |
46.98 |
47.76 |
PP |
47.31 |
47.31 |
47.31 |
47.08 |
S1 |
45.87 |
45.87 |
46.56 |
45.43 |
S2 |
44.98 |
44.98 |
46.34 |
|
S3 |
42.65 |
43.54 |
46.13 |
|
S4 |
40.32 |
41.21 |
45.49 |
|
|
Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.84 |
55.80 |
48.69 |
|
R3 |
54.35 |
52.31 |
47.73 |
|
R2 |
50.86 |
50.86 |
47.41 |
|
R1 |
48.82 |
48.82 |
47.09 |
48.10 |
PP |
47.37 |
47.37 |
47.37 |
47.01 |
S1 |
45.33 |
45.33 |
46.45 |
44.61 |
S2 |
43.88 |
43.88 |
46.13 |
|
S3 |
40.39 |
41.84 |
45.81 |
|
S4 |
36.90 |
38.35 |
44.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.42 |
45.93 |
3.49 |
7.5% |
1.57 |
3.4% |
24% |
False |
False |
24,240 |
10 |
49.42 |
45.93 |
3.49 |
7.5% |
1.69 |
3.6% |
24% |
False |
False |
21,263 |
20 |
52.47 |
40.67 |
11.80 |
25.2% |
2.29 |
4.9% |
52% |
False |
False |
21,960 |
40 |
52.47 |
40.67 |
11.80 |
25.2% |
1.80 |
3.9% |
52% |
False |
False |
17,564 |
60 |
62.08 |
40.67 |
21.41 |
45.8% |
1.72 |
3.7% |
28% |
False |
False |
13,673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.64 |
2.618 |
54.84 |
1.618 |
52.51 |
1.000 |
51.07 |
0.618 |
50.18 |
HIGH |
48.74 |
0.618 |
47.85 |
0.500 |
47.58 |
0.382 |
47.30 |
LOW |
46.41 |
0.618 |
44.97 |
1.000 |
44.08 |
1.618 |
42.64 |
2.618 |
40.31 |
4.250 |
36.51 |
|
|
Fisher Pivots for day following 18-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
47.58 |
47.92 |
PP |
47.31 |
47.53 |
S1 |
47.04 |
47.15 |
|