NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 14-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2015 |
14-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
49.27 |
48.59 |
-0.68 |
-1.4% |
47.22 |
High |
50.15 |
48.91 |
-1.24 |
-2.5% |
52.60 |
Low |
48.37 |
47.97 |
-0.40 |
-0.8% |
46.98 |
Close |
48.58 |
48.66 |
0.08 |
0.2% |
51.40 |
Range |
1.78 |
0.94 |
-0.84 |
-47.2% |
5.62 |
ATR |
1.96 |
1.89 |
-0.07 |
-3.7% |
0.00 |
Volume |
31,180 |
24,401 |
-6,779 |
-21.7% |
147,655 |
|
Daily Pivots for day following 14-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.33 |
50.94 |
49.18 |
|
R3 |
50.39 |
50.00 |
48.92 |
|
R2 |
49.45 |
49.45 |
48.83 |
|
R1 |
49.06 |
49.06 |
48.75 |
49.26 |
PP |
48.51 |
48.51 |
48.51 |
48.61 |
S1 |
48.12 |
48.12 |
48.57 |
48.32 |
S2 |
47.57 |
47.57 |
48.49 |
|
S3 |
46.63 |
47.18 |
48.40 |
|
S4 |
45.69 |
46.24 |
48.14 |
|
|
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 |
47.97 |
4.63 |
9.5% |
1.91 |
3.9% |
15% |
False |
True |
31,380 |
10 |
52.60 |
45.73 |
6.87 |
14.1% |
2.01 |
4.1% |
43% |
False |
False |
28,018 |
20 |
52.60 |
45.73 |
6.87 |
14.1% |
1.76 |
3.6% |
43% |
False |
False |
23,628 |
40 |
52.60 |
40.67 |
11.93 |
24.5% |
2.03 |
4.2% |
67% |
False |
False |
22,807 |
60 |
53.42 |
40.67 |
12.75 |
26.2% |
1.77 |
3.6% |
63% |
False |
False |
19,197 |
80 |
63.11 |
40.67 |
22.44 |
46.1% |
1.72 |
3.5% |
36% |
False |
False |
15,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.91 |
2.618 |
51.37 |
1.618 |
50.43 |
1.000 |
49.85 |
0.618 |
49.49 |
HIGH |
48.91 |
0.618 |
48.55 |
0.500 |
48.44 |
0.382 |
48.33 |
LOW |
47.97 |
0.618 |
47.39 |
1.000 |
47.03 |
1.618 |
46.45 |
2.618 |
45.51 |
4.250 |
43.98 |
|
|
Fisher Pivots for day following 14-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
48.59 |
49.91 |
PP |
48.51 |
49.49 |
S1 |
48.44 |
49.08 |
|