NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 29-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2015 |
29-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
47.12 |
46.17 |
-0.95 |
-2.0% |
46.92 |
High |
47.15 |
47.20 |
0.05 |
0.1% |
49.07 |
Low |
45.93 |
45.97 |
0.04 |
0.1% |
45.79 |
Close |
46.05 |
46.76 |
0.71 |
1.5% |
47.44 |
Range |
1.22 |
1.23 |
0.01 |
0.8% |
3.28 |
ATR |
1.90 |
1.86 |
-0.05 |
-2.5% |
0.00 |
Volume |
21,632 |
13,771 |
-7,861 |
-36.3% |
98,268 |
|
Daily Pivots for day following 29-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.33 |
49.78 |
47.44 |
|
R3 |
49.10 |
48.55 |
47.10 |
|
R2 |
47.87 |
47.87 |
46.99 |
|
R1 |
47.32 |
47.32 |
46.87 |
47.60 |
PP |
46.64 |
46.64 |
46.64 |
46.78 |
S1 |
46.09 |
46.09 |
46.65 |
46.37 |
S2 |
45.41 |
45.41 |
46.53 |
|
S3 |
44.18 |
44.86 |
46.42 |
|
S4 |
42.95 |
43.63 |
46.08 |
|
|
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 |
7.0% |
1.49 |
3.2% |
30% |
False |
False |
20,182 |
10 |
49.42 |
45.79 |
3.63 |
7.8% |
1.63 |
3.5% |
27% |
False |
False |
19,738 |
20 |
51.56 |
45.79 |
5.77 |
12.3% |
1.89 |
4.0% |
17% |
False |
False |
21,200 |
40 |
52.47 |
40.67 |
11.80 |
25.2% |
1.82 |
3.9% |
52% |
False |
False |
19,404 |
60 |
56.31 |
40.67 |
15.64 |
33.4% |
1.71 |
3.7% |
39% |
False |
False |
15,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.43 |
2.618 |
50.42 |
1.618 |
49.19 |
1.000 |
48.43 |
0.618 |
47.96 |
HIGH |
47.20 |
0.618 |
46.73 |
0.500 |
46.59 |
0.382 |
46.44 |
LOW |
45.97 |
0.618 |
45.21 |
1.000 |
44.74 |
1.618 |
43.98 |
2.618 |
42.75 |
4.250 |
40.74 |
|
|
Fisher Pivots for day following 29-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
46.70 |
46.99 |
PP |
46.64 |
46.91 |
S1 |
46.59 |
46.84 |
|