NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 09-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2015 |
09-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
50.16 |
51.45 |
1.29 |
2.6% |
47.22 |
High |
51.85 |
52.60 |
0.75 |
1.4% |
52.60 |
Low |
49.71 |
50.90 |
1.19 |
2.4% |
46.98 |
Close |
51.28 |
51.40 |
0.12 |
0.2% |
51.40 |
Range |
2.14 |
1.70 |
-0.44 |
-20.6% |
5.62 |
ATR |
1.91 |
1.90 |
-0.02 |
-0.8% |
0.00 |
Volume |
37,733 |
37,817 |
84 |
0.2% |
147,655 |
|
Daily Pivots for day following 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.73 |
55.77 |
52.34 |
|
R3 |
55.03 |
54.07 |
51.87 |
|
R2 |
53.33 |
53.33 |
51.71 |
|
R1 |
52.37 |
52.37 |
51.56 |
52.00 |
PP |
51.63 |
51.63 |
51.63 |
51.45 |
S1 |
50.67 |
50.67 |
51.24 |
50.30 |
S2 |
49.93 |
49.93 |
51.09 |
|
S3 |
48.23 |
48.97 |
50.93 |
|
S4 |
46.53 |
47.27 |
50.47 |
|
|
Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.19 |
64.91 |
54.49 |
|
R3 |
61.57 |
59.29 |
52.95 |
|
R2 |
55.95 |
55.95 |
52.43 |
|
R1 |
53.67 |
53.67 |
51.92 |
54.81 |
PP |
50.33 |
50.33 |
50.33 |
50.90 |
S1 |
48.05 |
48.05 |
50.88 |
49.19 |
S2 |
44.71 |
44.71 |
50.37 |
|
S3 |
39.09 |
42.43 |
49.85 |
|
S4 |
33.47 |
36.81 |
48.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
52.60 |
46.98 |
5.62 |
10.9% |
2.07 |
4.0% |
79% |
True |
False |
29,531 |
10 |
52.60 |
45.73 |
6.87 |
13.4% |
1.78 |
3.5% |
83% |
True |
False |
25,238 |
20 |
52.60 |
45.73 |
6.87 |
13.4% |
1.69 |
3.3% |
83% |
True |
False |
23,592 |
40 |
52.60 |
40.67 |
11.93 |
23.2% |
1.94 |
3.8% |
90% |
True |
False |
21,780 |
60 |
54.03 |
40.67 |
13.36 |
26.0% |
1.73 |
3.4% |
80% |
False |
False |
18,087 |
80 |
63.11 |
40.67 |
22.44 |
43.7% |
1.69 |
3.3% |
48% |
False |
False |
14,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.83 |
2.618 |
57.05 |
1.618 |
55.35 |
1.000 |
54.30 |
0.618 |
53.65 |
HIGH |
52.60 |
0.618 |
51.95 |
0.500 |
51.75 |
0.382 |
51.55 |
LOW |
50.90 |
0.618 |
49.85 |
1.000 |
49.20 |
1.618 |
48.15 |
2.618 |
46.45 |
4.250 |
43.68 |
|
|
Fisher Pivots for day following 09-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
51.75 |
51.32 |
PP |
51.63 |
51.23 |
S1 |
51.52 |
51.15 |
|