NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 07-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2015 |
07-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
48.75 |
51.18 |
2.43 |
5.0% |
47.80 |
High |
51.30 |
51.99 |
0.69 |
1.3% |
49.11 |
Low |
48.31 |
50.26 |
1.95 |
4.0% |
46.25 |
Close |
50.91 |
50.37 |
-0.54 |
-1.1% |
47.77 |
Range |
2.99 |
1.73 |
-1.26 |
-42.1% |
2.86 |
ATR |
1.89 |
1.87 |
-0.01 |
-0.6% |
0.00 |
Volume |
39,910 |
44,367 |
4,457 |
11.2% |
136,556 |
|
Daily Pivots for day following 07-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.06 |
54.95 |
51.32 |
|
R3 |
54.33 |
53.22 |
50.85 |
|
R2 |
52.60 |
52.60 |
50.69 |
|
R1 |
51.49 |
51.49 |
50.53 |
51.18 |
PP |
50.87 |
50.87 |
50.87 |
50.72 |
S1 |
49.76 |
49.76 |
50.21 |
49.45 |
S2 |
49.14 |
49.14 |
50.05 |
|
S3 |
47.41 |
48.03 |
49.89 |
|
S4 |
45.68 |
46.30 |
49.42 |
|
|
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 |
51.99 |
46.25 |
5.74 |
11.4% |
2.06 |
4.1% |
72% |
True |
False |
36,372 |
10 |
51.99 |
46.25 |
5.74 |
11.4% |
1.62 |
3.2% |
72% |
True |
False |
30,057 |
20 |
51.99 |
46.25 |
5.74 |
11.4% |
1.69 |
3.4% |
72% |
True |
False |
27,557 |
40 |
53.08 |
41.25 |
11.83 |
23.5% |
1.93 |
3.8% |
77% |
False |
False |
26,132 |
60 |
56.34 |
41.25 |
15.09 |
30.0% |
1.71 |
3.4% |
60% |
False |
False |
21,588 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.34 |
2.618 |
56.52 |
1.618 |
54.79 |
1.000 |
53.72 |
0.618 |
53.06 |
HIGH |
51.99 |
0.618 |
51.33 |
0.500 |
51.13 |
0.382 |
50.92 |
LOW |
50.26 |
0.618 |
49.19 |
1.000 |
48.53 |
1.618 |
47.46 |
2.618 |
45.73 |
4.250 |
42.91 |
|
|
Fisher Pivots for day following 07-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
51.13 |
50.18 |
PP |
50.87 |
50.00 |
S1 |
50.62 |
49.81 |
|