NYMEX Light Sweet Crude Oil Future March 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 |
51.75 |
49.79 |
-1.96 |
-3.8% |
47.89 |
High |
52.26 |
50.62 |
-1.64 |
-3.1% |
53.01 |
Low |
49.39 |
48.91 |
-0.48 |
-1.0% |
47.63 |
Close |
49.46 |
49.14 |
-0.32 |
-0.6% |
51.88 |
Range |
2.87 |
1.71 |
-1.16 |
-40.4% |
5.38 |
ATR |
1.94 |
1.92 |
-0.02 |
-0.8% |
0.00 |
Volume |
28,398 |
32,965 |
4,567 |
16.1% |
201,762 |
|
Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.69 |
53.62 |
50.08 |
|
R3 |
52.98 |
51.91 |
49.61 |
|
R2 |
51.27 |
51.27 |
49.45 |
|
R1 |
50.20 |
50.20 |
49.30 |
49.88 |
PP |
49.56 |
49.56 |
49.56 |
49.40 |
S1 |
48.49 |
48.49 |
48.98 |
48.17 |
S2 |
47.85 |
47.85 |
48.83 |
|
S3 |
46.14 |
46.78 |
48.67 |
|
S4 |
44.43 |
45.07 |
48.20 |
|
|
Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.98 |
64.81 |
54.84 |
|
R3 |
61.60 |
59.43 |
53.36 |
|
R2 |
56.22 |
56.22 |
52.87 |
|
R1 |
54.05 |
54.05 |
52.37 |
55.14 |
PP |
50.84 |
50.84 |
50.84 |
51.38 |
S1 |
48.67 |
48.67 |
51.39 |
49.76 |
S2 |
45.46 |
45.46 |
50.89 |
|
S3 |
40.08 |
43.29 |
50.40 |
|
S4 |
34.70 |
37.91 |
48.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
53.01 |
48.91 |
4.10 |
8.3% |
2.00 |
4.1% |
6% |
False |
True |
39,237 |
10 |
53.01 |
46.25 |
6.76 |
13.8% |
1.96 |
4.0% |
43% |
False |
False |
35,771 |
20 |
53.01 |
46.25 |
6.76 |
13.8% |
1.79 |
3.6% |
43% |
False |
False |
30,109 |
40 |
53.08 |
41.25 |
11.83 |
24.1% |
2.03 |
4.1% |
67% |
False |
False |
27,805 |
60 |
54.45 |
41.25 |
13.20 |
26.9% |
1.77 |
3.6% |
60% |
False |
False |
23,520 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.89 |
2.618 |
55.10 |
1.618 |
53.39 |
1.000 |
52.33 |
0.618 |
51.68 |
HIGH |
50.62 |
0.618 |
49.97 |
0.500 |
49.77 |
0.382 |
49.56 |
LOW |
48.91 |
0.618 |
47.85 |
1.000 |
47.20 |
1.618 |
46.14 |
2.618 |
44.43 |
4.250 |
41.64 |
|
|
Fisher Pivots for day following 13-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
49.77 |
50.96 |
PP |
49.56 |
50.35 |
S1 |
49.35 |
49.75 |
|