NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 23-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2015 |
23-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
47.99 |
48.19 |
0.20 |
0.4% |
47.03 |
High |
48.51 |
49.07 |
0.56 |
1.2% |
49.42 |
Low |
47.19 |
46.54 |
-0.65 |
-1.4% |
45.93 |
Close |
48.23 |
46.54 |
-1.69 |
-3.5% |
46.77 |
Range |
1.32 |
2.53 |
1.21 |
91.7% |
3.49 |
ATR |
2.01 |
2.05 |
0.04 |
1.9% |
0.00 |
Volume |
19,480 |
23,720 |
4,240 |
21.8% |
121,201 |
|
Daily Pivots for day following 23-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.97 |
53.29 |
47.93 |
|
R3 |
52.44 |
50.76 |
47.24 |
|
R2 |
49.91 |
49.91 |
47.00 |
|
R1 |
48.23 |
48.23 |
46.77 |
47.81 |
PP |
47.38 |
47.38 |
47.38 |
47.17 |
S1 |
45.70 |
45.70 |
46.31 |
45.28 |
S2 |
44.85 |
44.85 |
46.08 |
|
S3 |
42.32 |
43.17 |
45.84 |
|
S4 |
39.79 |
40.64 |
45.15 |
|
|
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 |
46.41 |
3.01 |
6.5% |
1.83 |
3.9% |
4% |
False |
False |
19,408 |
10 |
49.42 |
45.93 |
3.49 |
7.5% |
1.73 |
3.7% |
17% |
False |
False |
22,415 |
20 |
52.47 |
41.56 |
10.91 |
23.4% |
2.36 |
5.1% |
46% |
False |
False |
22,382 |
40 |
52.47 |
40.67 |
11.80 |
25.4% |
1.85 |
4.0% |
50% |
False |
False |
18,437 |
60 |
61.44 |
40.67 |
20.77 |
44.6% |
1.77 |
3.8% |
28% |
False |
False |
14,467 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.82 |
2.618 |
55.69 |
1.618 |
53.16 |
1.000 |
51.60 |
0.618 |
50.63 |
HIGH |
49.07 |
0.618 |
48.10 |
0.500 |
47.81 |
0.382 |
47.51 |
LOW |
46.54 |
0.618 |
44.98 |
1.000 |
44.01 |
1.618 |
42.45 |
2.618 |
39.92 |
4.250 |
35.79 |
|
|
Fisher Pivots for day following 23-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
47.81 |
47.81 |
PP |
47.38 |
47.38 |
S1 |
46.96 |
46.96 |
|