NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 06-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2015 |
06-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
47.89 |
48.75 |
0.86 |
1.8% |
47.80 |
High |
49.24 |
51.30 |
2.06 |
4.2% |
49.11 |
Low |
47.63 |
48.31 |
0.68 |
1.4% |
46.25 |
Close |
48.72 |
50.91 |
2.19 |
4.5% |
47.77 |
Range |
1.61 |
2.99 |
1.38 |
85.7% |
2.86 |
ATR |
1.80 |
1.89 |
0.08 |
4.7% |
0.00 |
Volume |
27,028 |
39,910 |
12,882 |
47.7% |
136,556 |
|
Daily Pivots for day following 06-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.14 |
58.02 |
52.55 |
|
R3 |
56.15 |
55.03 |
51.73 |
|
R2 |
53.16 |
53.16 |
51.46 |
|
R1 |
52.04 |
52.04 |
51.18 |
52.60 |
PP |
50.17 |
50.17 |
50.17 |
50.46 |
S1 |
49.05 |
49.05 |
50.64 |
49.61 |
S2 |
47.18 |
47.18 |
50.36 |
|
S3 |
44.19 |
46.06 |
50.09 |
|
S4 |
41.20 |
43.07 |
49.27 |
|
|
Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.29 |
54.89 |
49.34 |
|
R3 |
53.43 |
52.03 |
48.56 |
|
R2 |
50.57 |
50.57 |
48.29 |
|
R1 |
49.17 |
49.17 |
48.03 |
48.44 |
PP |
47.71 |
47.71 |
47.71 |
47.35 |
S1 |
46.31 |
46.31 |
47.51 |
45.58 |
S2 |
44.85 |
44.85 |
47.25 |
|
S3 |
41.99 |
43.45 |
46.98 |
|
S4 |
39.13 |
40.59 |
46.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
51.30 |
46.25 |
5.05 |
9.9% |
1.92 |
3.8% |
92% |
True |
False |
32,304 |
10 |
51.30 |
46.25 |
5.05 |
9.9% |
1.70 |
3.3% |
92% |
True |
False |
28,865 |
20 |
51.30 |
46.25 |
5.05 |
9.9% |
1.70 |
3.3% |
92% |
True |
False |
26,112 |
40 |
53.08 |
41.25 |
11.83 |
23.2% |
1.94 |
3.8% |
82% |
False |
False |
25,577 |
60 |
56.44 |
41.25 |
15.19 |
29.8% |
1.71 |
3.4% |
64% |
False |
False |
21,052 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.01 |
2.618 |
59.13 |
1.618 |
56.14 |
1.000 |
54.29 |
0.618 |
53.15 |
HIGH |
51.30 |
0.618 |
50.16 |
0.500 |
49.81 |
0.382 |
49.45 |
LOW |
48.31 |
0.618 |
46.46 |
1.000 |
45.32 |
1.618 |
43.47 |
2.618 |
40.48 |
4.250 |
35.60 |
|
|
Fisher Pivots for day following 06-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
50.54 |
50.20 |
PP |
50.17 |
49.49 |
S1 |
49.81 |
48.78 |
|