NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 15-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2015 |
15-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
49.28 |
48.88 |
-0.40 |
-0.8% |
47.89 |
High |
49.47 |
49.51 |
0.04 |
0.1% |
53.01 |
Low |
48.53 |
47.90 |
-0.63 |
-1.3% |
47.63 |
Close |
49.23 |
48.95 |
-0.28 |
-0.6% |
51.88 |
Range |
0.94 |
1.61 |
0.67 |
71.3% |
5.38 |
ATR |
1.85 |
1.84 |
-0.02 |
-0.9% |
0.00 |
Volume |
23,828 |
27,693 |
3,865 |
16.2% |
201,762 |
|
Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.62 |
52.89 |
49.84 |
|
R3 |
52.01 |
51.28 |
49.39 |
|
R2 |
50.40 |
50.40 |
49.25 |
|
R1 |
49.67 |
49.67 |
49.10 |
50.04 |
PP |
48.79 |
48.79 |
48.79 |
48.97 |
S1 |
48.06 |
48.06 |
48.80 |
48.43 |
S2 |
47.18 |
47.18 |
48.65 |
|
S3 |
45.57 |
46.45 |
48.51 |
|
S4 |
43.96 |
44.84 |
48.06 |
|
|
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 |
47.90 |
5.11 |
10.4% |
1.76 |
3.6% |
21% |
False |
True |
32,175 |
10 |
53.01 |
46.25 |
6.76 |
13.8% |
1.89 |
3.9% |
40% |
False |
False |
35,443 |
20 |
53.01 |
46.25 |
6.76 |
13.8% |
1.75 |
3.6% |
40% |
False |
False |
30,011 |
40 |
53.08 |
41.25 |
11.83 |
24.2% |
2.02 |
4.1% |
65% |
False |
False |
27,867 |
60 |
53.08 |
41.25 |
11.83 |
24.2% |
1.77 |
3.6% |
65% |
False |
False |
24,052 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.35 |
2.618 |
53.72 |
1.618 |
52.11 |
1.000 |
51.12 |
0.618 |
50.50 |
HIGH |
49.51 |
0.618 |
48.89 |
0.500 |
48.71 |
0.382 |
48.52 |
LOW |
47.90 |
0.618 |
46.91 |
1.000 |
46.29 |
1.618 |
45.30 |
2.618 |
43.69 |
4.250 |
41.06 |
|
|
Fisher Pivots for day following 15-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
48.87 |
49.26 |
PP |
48.79 |
49.16 |
S1 |
48.71 |
49.05 |
|