NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 16-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2015 |
16-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
48.88 |
49.42 |
0.54 |
1.1% |
51.75 |
High |
49.51 |
49.96 |
0.45 |
0.9% |
52.26 |
Low |
47.90 |
48.82 |
0.92 |
1.9% |
47.90 |
Close |
48.95 |
49.78 |
0.83 |
1.7% |
49.78 |
Range |
1.61 |
1.14 |
-0.47 |
-29.2% |
4.36 |
ATR |
1.84 |
1.79 |
-0.05 |
-2.7% |
0.00 |
Volume |
27,693 |
28,567 |
874 |
3.2% |
141,451 |
|
Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.94 |
52.50 |
50.41 |
|
R3 |
51.80 |
51.36 |
50.09 |
|
R2 |
50.66 |
50.66 |
49.99 |
|
R1 |
50.22 |
50.22 |
49.88 |
50.44 |
PP |
49.52 |
49.52 |
49.52 |
49.63 |
S1 |
49.08 |
49.08 |
49.68 |
49.30 |
S2 |
48.38 |
48.38 |
49.57 |
|
S3 |
47.24 |
47.94 |
49.47 |
|
S4 |
46.10 |
46.80 |
49.15 |
|
|
Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.06 |
60.78 |
52.18 |
|
R3 |
58.70 |
56.42 |
50.98 |
|
R2 |
54.34 |
54.34 |
50.58 |
|
R1 |
52.06 |
52.06 |
50.18 |
51.02 |
PP |
49.98 |
49.98 |
49.98 |
49.46 |
S1 |
47.70 |
47.70 |
49.38 |
46.66 |
S2 |
45.62 |
45.62 |
48.98 |
|
S3 |
41.26 |
43.34 |
48.58 |
|
S4 |
36.90 |
38.98 |
47.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
52.26 |
47.90 |
4.36 |
8.8% |
1.65 |
3.3% |
43% |
False |
False |
28,290 |
10 |
53.01 |
47.63 |
5.38 |
10.8% |
1.83 |
3.7% |
40% |
False |
False |
34,321 |
20 |
53.01 |
46.25 |
6.76 |
13.6% |
1.69 |
3.4% |
52% |
False |
False |
30,333 |
40 |
53.08 |
41.25 |
11.83 |
23.8% |
2.01 |
4.0% |
72% |
False |
False |
27,666 |
60 |
53.08 |
41.25 |
11.83 |
23.8% |
1.77 |
3.6% |
72% |
False |
False |
24,293 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.81 |
2.618 |
52.94 |
1.618 |
51.80 |
1.000 |
51.10 |
0.618 |
50.66 |
HIGH |
49.96 |
0.618 |
49.52 |
0.500 |
49.39 |
0.382 |
49.26 |
LOW |
48.82 |
0.618 |
48.12 |
1.000 |
47.68 |
1.618 |
46.98 |
2.618 |
45.84 |
4.250 |
43.98 |
|
|
Fisher Pivots for day following 16-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
49.65 |
49.50 |
PP |
49.52 |
49.21 |
S1 |
49.39 |
48.93 |
|