NYMEX Light Sweet Crude Oil Future May 2016
| Trading Metrics calculated at close of trading on 16-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2015 |
16-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
48.08 |
49.28 |
1.20 |
2.5% |
49.03 |
| High |
48.80 |
50.64 |
1.84 |
3.8% |
50.15 |
| Low |
47.89 |
49.08 |
1.19 |
2.5% |
47.76 |
| Close |
48.44 |
50.47 |
2.03 |
4.2% |
48.90 |
| Range |
0.91 |
1.56 |
0.65 |
71.4% |
2.39 |
| ATR |
|
|
|
|
|
| Volume |
6,889 |
4,010 |
-2,879 |
-41.8% |
14,345 |
|
| Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.74 |
54.17 |
51.33 |
|
| R3 |
53.18 |
52.61 |
50.90 |
|
| R2 |
51.62 |
51.62 |
50.76 |
|
| R1 |
51.05 |
51.05 |
50.61 |
51.34 |
| PP |
50.06 |
50.06 |
50.06 |
50.21 |
| S1 |
49.49 |
49.49 |
50.33 |
49.78 |
| S2 |
48.50 |
48.50 |
50.18 |
|
| S3 |
46.94 |
47.93 |
50.04 |
|
| S4 |
45.38 |
46.37 |
49.61 |
|
|
| 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 |
57.27 |
|
2.618 |
54.72 |
|
1.618 |
53.16 |
|
1.000 |
52.20 |
|
0.618 |
51.60 |
|
HIGH |
50.64 |
|
0.618 |
50.04 |
|
0.500 |
49.86 |
|
0.382 |
49.68 |
|
LOW |
49.08 |
|
0.618 |
48.12 |
|
1.000 |
47.52 |
|
1.618 |
46.56 |
|
2.618 |
45.00 |
|
4.250 |
42.45 |
|
|
| Fisher Pivots for day following 16-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
50.27 |
50.05 |
| PP |
50.06 |
49.62 |
| S1 |
49.86 |
49.20 |
|