NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 12-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2015 |
12-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
51.45 |
51.29 |
-0.16 |
-0.3% |
47.22 |
High |
52.60 |
51.85 |
-0.75 |
-1.4% |
52.60 |
Low |
50.90 |
48.88 |
-2.02 |
-4.0% |
46.98 |
Close |
51.40 |
48.94 |
-2.46 |
-4.8% |
51.40 |
Range |
1.70 |
2.97 |
1.27 |
74.7% |
5.62 |
ATR |
1.90 |
1.97 |
0.08 |
4.0% |
0.00 |
Volume |
37,817 |
25,772 |
-12,045 |
-31.9% |
147,655 |
|
Daily Pivots for day following 12-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.80 |
56.84 |
50.57 |
|
R3 |
55.83 |
53.87 |
49.76 |
|
R2 |
52.86 |
52.86 |
49.48 |
|
R1 |
50.90 |
50.90 |
49.21 |
50.40 |
PP |
49.89 |
49.89 |
49.89 |
49.64 |
S1 |
47.93 |
47.93 |
48.67 |
47.43 |
S2 |
46.92 |
46.92 |
48.40 |
|
S3 |
43.95 |
44.96 |
48.12 |
|
S4 |
40.98 |
41.99 |
47.31 |
|
|
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 |
47.74 |
4.86 |
9.9% |
2.32 |
4.7% |
25% |
False |
False |
31,585 |
10 |
52.60 |
45.73 |
6.87 |
14.0% |
1.96 |
4.0% |
47% |
False |
False |
25,652 |
20 |
52.60 |
45.73 |
6.87 |
14.0% |
1.78 |
3.6% |
47% |
False |
False |
23,695 |
40 |
52.60 |
40.67 |
11.93 |
24.4% |
2.00 |
4.1% |
69% |
False |
False |
22,209 |
60 |
54.03 |
40.67 |
13.36 |
27.3% |
1.76 |
3.6% |
62% |
False |
False |
18,456 |
80 |
63.11 |
40.67 |
22.44 |
45.9% |
1.71 |
3.5% |
37% |
False |
False |
15,185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.47 |
2.618 |
59.63 |
1.618 |
56.66 |
1.000 |
54.82 |
0.618 |
53.69 |
HIGH |
51.85 |
0.618 |
50.72 |
0.500 |
50.37 |
0.382 |
50.01 |
LOW |
48.88 |
0.618 |
47.04 |
1.000 |
45.91 |
1.618 |
44.07 |
2.618 |
41.10 |
4.250 |
36.26 |
|
|
Fisher Pivots for day following 12-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
50.37 |
50.74 |
PP |
49.89 |
50.14 |
S1 |
49.42 |
49.54 |
|