NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 13-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2015 |
13-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
51.29 |
49.27 |
-2.02 |
-3.9% |
47.22 |
High |
51.85 |
50.15 |
-1.70 |
-3.3% |
52.60 |
Low |
48.88 |
48.37 |
-0.51 |
-1.0% |
46.98 |
Close |
48.94 |
48.58 |
-0.36 |
-0.7% |
51.40 |
Range |
2.97 |
1.78 |
-1.19 |
-40.1% |
5.62 |
ATR |
1.97 |
1.96 |
-0.01 |
-0.7% |
0.00 |
Volume |
25,772 |
31,180 |
5,408 |
21.0% |
147,655 |
|
Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.37 |
53.26 |
49.56 |
|
R3 |
52.59 |
51.48 |
49.07 |
|
R2 |
50.81 |
50.81 |
48.91 |
|
R1 |
49.70 |
49.70 |
48.74 |
49.37 |
PP |
49.03 |
49.03 |
49.03 |
48.87 |
S1 |
47.92 |
47.92 |
48.42 |
47.59 |
S2 |
47.25 |
47.25 |
48.25 |
|
S3 |
45.47 |
46.14 |
48.09 |
|
S4 |
43.69 |
44.36 |
47.60 |
|
|
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 |
48.37 |
4.23 |
8.7% |
2.07 |
4.3% |
5% |
False |
True |
33,719 |
10 |
52.60 |
45.73 |
6.87 |
14.1% |
2.01 |
4.1% |
41% |
False |
False |
27,393 |
20 |
52.60 |
45.73 |
6.87 |
14.1% |
1.82 |
3.7% |
41% |
False |
False |
23,565 |
40 |
52.60 |
40.67 |
11.93 |
24.6% |
2.03 |
4.2% |
66% |
False |
False |
22,571 |
60 |
54.03 |
40.67 |
13.36 |
27.5% |
1.78 |
3.7% |
59% |
False |
False |
18,904 |
80 |
63.11 |
40.67 |
22.44 |
46.2% |
1.72 |
3.5% |
35% |
False |
False |
15,540 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.72 |
2.618 |
54.81 |
1.618 |
53.03 |
1.000 |
51.93 |
0.618 |
51.25 |
HIGH |
50.15 |
0.618 |
49.47 |
0.500 |
49.26 |
0.382 |
49.05 |
LOW |
48.37 |
0.618 |
47.27 |
1.000 |
46.59 |
1.618 |
45.49 |
2.618 |
43.71 |
4.250 |
40.81 |
|
|
Fisher Pivots for day following 13-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
49.26 |
50.49 |
PP |
49.03 |
49.85 |
S1 |
48.81 |
49.22 |
|