NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 07-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2015 |
07-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
48.21 |
50.45 |
2.24 |
4.6% |
47.12 |
High |
50.76 |
51.45 |
0.69 |
1.4% |
48.60 |
Low |
47.74 |
49.69 |
1.95 |
4.1% |
45.73 |
Close |
50.34 |
49.79 |
-0.55 |
-1.1% |
47.22 |
Range |
3.02 |
1.76 |
-1.26 |
-41.7% |
2.87 |
ATR |
1.90 |
1.89 |
-0.01 |
-0.5% |
0.00 |
Volume |
20,510 |
36,096 |
15,586 |
76.0% |
104,730 |
|
Daily Pivots for day following 07-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.59 |
54.45 |
50.76 |
|
R3 |
53.83 |
52.69 |
50.27 |
|
R2 |
52.07 |
52.07 |
50.11 |
|
R1 |
50.93 |
50.93 |
49.95 |
50.62 |
PP |
50.31 |
50.31 |
50.31 |
50.16 |
S1 |
49.17 |
49.17 |
49.63 |
48.86 |
S2 |
48.55 |
48.55 |
49.47 |
|
S3 |
46.79 |
47.41 |
49.31 |
|
S4 |
45.03 |
45.65 |
48.82 |
|
|
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 |
51.45 |
45.73 |
5.72 |
11.5% |
2.11 |
4.2% |
71% |
True |
False |
24,656 |
10 |
51.45 |
45.73 |
5.72 |
11.5% |
1.65 |
3.3% |
71% |
True |
False |
21,862 |
20 |
51.45 |
45.73 |
5.72 |
11.5% |
1.69 |
3.4% |
71% |
True |
False |
22,139 |
40 |
52.47 |
40.67 |
11.80 |
23.7% |
1.91 |
3.8% |
77% |
False |
False |
21,050 |
60 |
56.04 |
40.67 |
15.37 |
30.9% |
1.72 |
3.4% |
59% |
False |
False |
17,074 |
80 |
63.33 |
40.67 |
22.66 |
45.5% |
1.67 |
3.4% |
40% |
False |
False |
14,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.93 |
2.618 |
56.06 |
1.618 |
54.30 |
1.000 |
53.21 |
0.618 |
52.54 |
HIGH |
51.45 |
0.618 |
50.78 |
0.500 |
50.57 |
0.382 |
50.36 |
LOW |
49.69 |
0.618 |
48.60 |
1.000 |
47.93 |
1.618 |
46.84 |
2.618 |
45.08 |
4.250 |
42.21 |
|
|
Fisher Pivots for day following 07-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
50.57 |
49.60 |
PP |
50.31 |
49.41 |
S1 |
50.05 |
49.22 |
|