NYMEX Light Sweet Crude Oil Future March 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 |
49.79 |
49.28 |
-0.51 |
-1.0% |
47.89 |
High |
50.62 |
49.47 |
-1.15 |
-2.3% |
53.01 |
Low |
48.91 |
48.53 |
-0.38 |
-0.8% |
47.63 |
Close |
49.14 |
49.23 |
0.09 |
0.2% |
51.88 |
Range |
1.71 |
0.94 |
-0.77 |
-45.0% |
5.38 |
ATR |
1.92 |
1.85 |
-0.07 |
-3.7% |
0.00 |
Volume |
32,965 |
23,828 |
-9,137 |
-27.7% |
201,762 |
|
Daily Pivots for day following 14-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.90 |
51.50 |
49.75 |
|
R3 |
50.96 |
50.56 |
49.49 |
|
R2 |
50.02 |
50.02 |
49.40 |
|
R1 |
49.62 |
49.62 |
49.32 |
49.35 |
PP |
49.08 |
49.08 |
49.08 |
48.94 |
S1 |
48.68 |
48.68 |
49.14 |
48.41 |
S2 |
48.14 |
48.14 |
49.06 |
|
S3 |
47.20 |
47.74 |
48.97 |
|
S4 |
46.26 |
46.80 |
48.71 |
|
|
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 |
48.53 |
4.48 |
9.1% |
1.84 |
3.7% |
16% |
False |
True |
35,129 |
10 |
53.01 |
46.25 |
6.76 |
13.7% |
1.95 |
4.0% |
44% |
False |
False |
35,751 |
20 |
53.01 |
46.25 |
6.76 |
13.7% |
1.73 |
3.5% |
44% |
False |
False |
29,922 |
40 |
53.08 |
41.25 |
11.83 |
24.0% |
2.03 |
4.1% |
67% |
False |
False |
27,864 |
60 |
53.88 |
41.25 |
12.63 |
25.7% |
1.77 |
3.6% |
63% |
False |
False |
23,782 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.47 |
2.618 |
51.93 |
1.618 |
50.99 |
1.000 |
50.41 |
0.618 |
50.05 |
HIGH |
49.47 |
0.618 |
49.11 |
0.500 |
49.00 |
0.382 |
48.89 |
LOW |
48.53 |
0.618 |
47.95 |
1.000 |
47.59 |
1.618 |
47.01 |
2.618 |
46.07 |
4.250 |
44.54 |
|
|
Fisher Pivots for day following 14-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
49.15 |
50.40 |
PP |
49.08 |
50.01 |
S1 |
49.00 |
49.62 |
|