NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 25-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2015 |
25-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
46.78 |
46.89 |
0.11 |
0.2% |
46.92 |
High |
47.10 |
48.05 |
0.95 |
2.0% |
49.07 |
Low |
45.79 |
46.88 |
1.09 |
2.4% |
45.79 |
Close |
46.89 |
47.44 |
0.55 |
1.2% |
47.44 |
Range |
1.31 |
1.17 |
-0.14 |
-10.7% |
3.28 |
ATR |
1.99 |
1.93 |
-0.06 |
-3.0% |
0.00 |
Volume |
21,365 |
20,422 |
-943 |
-4.4% |
98,268 |
|
Daily Pivots for day following 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.97 |
50.37 |
48.08 |
|
R3 |
49.80 |
49.20 |
47.76 |
|
R2 |
48.63 |
48.63 |
47.65 |
|
R1 |
48.03 |
48.03 |
47.55 |
48.33 |
PP |
47.46 |
47.46 |
47.46 |
47.61 |
S1 |
46.86 |
46.86 |
47.33 |
47.16 |
S2 |
46.29 |
46.29 |
47.23 |
|
S3 |
45.12 |
45.69 |
47.12 |
|
S4 |
43.95 |
44.52 |
46.80 |
|
|
Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.27 |
55.64 |
49.24 |
|
R3 |
53.99 |
52.36 |
48.34 |
|
R2 |
50.71 |
50.71 |
48.04 |
|
R1 |
49.08 |
49.08 |
47.74 |
49.90 |
PP |
47.43 |
47.43 |
47.43 |
47.84 |
S1 |
45.80 |
45.80 |
47.14 |
46.62 |
S2 |
44.15 |
44.15 |
46.84 |
|
S3 |
40.87 |
42.52 |
46.54 |
|
S4 |
37.59 |
39.24 |
45.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.07 |
45.79 |
3.28 |
6.9% |
1.62 |
3.4% |
50% |
False |
False |
19,653 |
10 |
49.42 |
45.79 |
3.63 |
7.7% |
1.60 |
3.4% |
45% |
False |
False |
21,946 |
20 |
52.47 |
45.23 |
7.24 |
15.3% |
2.24 |
4.7% |
31% |
False |
False |
22,343 |
40 |
52.47 |
40.67 |
11.80 |
24.9% |
1.85 |
3.9% |
57% |
False |
False |
18,984 |
60 |
60.00 |
40.67 |
19.33 |
40.7% |
1.76 |
3.7% |
35% |
False |
False |
15,007 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.02 |
2.618 |
51.11 |
1.618 |
49.94 |
1.000 |
49.22 |
0.618 |
48.77 |
HIGH |
48.05 |
0.618 |
47.60 |
0.500 |
47.47 |
0.382 |
47.33 |
LOW |
46.88 |
0.618 |
46.16 |
1.000 |
45.71 |
1.618 |
44.99 |
2.618 |
43.82 |
4.250 |
41.91 |
|
|
Fisher Pivots for day following 25-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
47.47 |
47.44 |
PP |
47.46 |
47.43 |
S1 |
47.45 |
47.43 |
|