NYMEX Light Sweet Crude Oil Future May 2016
| Trading Metrics calculated at close of trading on 15-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2015 |
15-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
48.91 |
48.08 |
-0.83 |
-1.7% |
49.03 |
| High |
48.92 |
48.80 |
-0.12 |
-0.2% |
50.15 |
| Low |
47.76 |
47.89 |
0.13 |
0.3% |
47.76 |
| Close |
47.76 |
48.44 |
0.68 |
1.4% |
48.90 |
| Range |
1.16 |
0.91 |
-0.25 |
-21.6% |
2.39 |
| ATR |
|
|
|
|
|
| Volume |
4,232 |
6,889 |
2,657 |
62.8% |
14,345 |
|
| Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.11 |
50.68 |
48.94 |
|
| R3 |
50.20 |
49.77 |
48.69 |
|
| R2 |
49.29 |
49.29 |
48.61 |
|
| R1 |
48.86 |
48.86 |
48.52 |
49.08 |
| PP |
48.38 |
48.38 |
48.38 |
48.48 |
| S1 |
47.95 |
47.95 |
48.36 |
48.17 |
| S2 |
47.47 |
47.47 |
48.27 |
|
| S3 |
46.56 |
47.04 |
48.19 |
|
| S4 |
45.65 |
46.13 |
47.94 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.11 |
54.89 |
50.21 |
|
| R3 |
53.72 |
52.50 |
49.56 |
|
| R2 |
51.33 |
51.33 |
49.34 |
|
| R1 |
50.11 |
50.11 |
49.12 |
49.53 |
| PP |
48.94 |
48.94 |
48.94 |
48.64 |
| S1 |
47.72 |
47.72 |
48.68 |
47.14 |
| S2 |
46.55 |
46.55 |
48.46 |
|
| S3 |
44.16 |
45.33 |
48.24 |
|
| S4 |
41.77 |
42.94 |
47.59 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.67 |
|
2.618 |
51.18 |
|
1.618 |
50.27 |
|
1.000 |
49.71 |
|
0.618 |
49.36 |
|
HIGH |
48.80 |
|
0.618 |
48.45 |
|
0.500 |
48.35 |
|
0.382 |
48.24 |
|
LOW |
47.89 |
|
0.618 |
47.33 |
|
1.000 |
46.98 |
|
1.618 |
46.42 |
|
2.618 |
45.51 |
|
4.250 |
44.02 |
|
|
| Fisher Pivots for day following 15-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
48.41 |
48.74 |
| PP |
48.38 |
48.64 |
| S1 |
48.35 |
48.54 |
|