NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 06-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2015 |
06-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
47.22 |
48.21 |
0.99 |
2.1% |
47.12 |
High |
48.72 |
50.76 |
2.04 |
4.2% |
48.60 |
Low |
46.98 |
47.74 |
0.76 |
1.6% |
45.73 |
Close |
48.12 |
50.34 |
2.22 |
4.6% |
47.22 |
Range |
1.74 |
3.02 |
1.28 |
73.6% |
2.87 |
ATR |
1.82 |
1.90 |
0.09 |
4.7% |
0.00 |
Volume |
15,499 |
20,510 |
5,011 |
32.3% |
104,730 |
|
Daily Pivots for day following 06-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.67 |
57.53 |
52.00 |
|
R3 |
55.65 |
54.51 |
51.17 |
|
R2 |
52.63 |
52.63 |
50.89 |
|
R1 |
51.49 |
51.49 |
50.62 |
52.06 |
PP |
49.61 |
49.61 |
49.61 |
49.90 |
S1 |
48.47 |
48.47 |
50.06 |
49.04 |
S2 |
46.59 |
46.59 |
49.79 |
|
S3 |
43.57 |
45.45 |
49.51 |
|
S4 |
40.55 |
42.43 |
48.68 |
|
|
Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.79 |
54.38 |
48.80 |
|
R3 |
52.92 |
51.51 |
48.01 |
|
R2 |
50.05 |
50.05 |
47.75 |
|
R1 |
48.64 |
48.64 |
47.48 |
49.35 |
PP |
47.18 |
47.18 |
47.18 |
47.54 |
S1 |
45.77 |
45.77 |
46.96 |
46.48 |
S2 |
44.31 |
44.31 |
46.69 |
|
S3 |
41.44 |
42.90 |
46.43 |
|
S4 |
38.57 |
40.03 |
45.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.76 |
45.73 |
5.03 |
10.0% |
1.96 |
3.9% |
92% |
True |
False |
21,067 |
10 |
50.76 |
45.73 |
5.03 |
10.0% |
1.72 |
3.4% |
92% |
True |
False |
20,624 |
20 |
50.76 |
45.73 |
5.03 |
10.0% |
1.70 |
3.4% |
92% |
True |
False |
21,105 |
40 |
52.47 |
40.67 |
11.80 |
23.4% |
1.91 |
3.8% |
82% |
False |
False |
20,717 |
60 |
56.05 |
40.67 |
15.38 |
30.6% |
1.72 |
3.4% |
63% |
False |
False |
16,613 |
80 |
63.33 |
40.67 |
22.66 |
45.0% |
1.66 |
3.3% |
43% |
False |
False |
13,758 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.60 |
2.618 |
58.67 |
1.618 |
55.65 |
1.000 |
53.78 |
0.618 |
52.63 |
HIGH |
50.76 |
0.618 |
49.61 |
0.500 |
49.25 |
0.382 |
48.89 |
LOW |
47.74 |
0.618 |
45.87 |
1.000 |
44.72 |
1.618 |
42.85 |
2.618 |
39.83 |
4.250 |
34.91 |
|
|
Fisher Pivots for day following 06-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
49.98 |
49.64 |
PP |
49.61 |
48.94 |
S1 |
49.25 |
48.25 |
|