NYMEX Light Sweet Crude Oil Future May 2016
| Trading Metrics calculated at close of trading on 21-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2015 |
21-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
49.94 |
48.70 |
-1.24 |
-2.5% |
48.91 |
| High |
49.94 |
50.00 |
0.06 |
0.1% |
50.64 |
| Low |
47.94 |
48.70 |
0.76 |
1.6% |
47.76 |
| Close |
48.20 |
49.97 |
1.77 |
3.7% |
48.20 |
| Range |
2.00 |
1.30 |
-0.70 |
-35.0% |
2.88 |
| ATR |
2.15 |
2.12 |
-0.02 |
-1.2% |
0.00 |
| Volume |
2,605 |
3,155 |
550 |
21.1% |
22,097 |
|
| Daily Pivots for day following 21-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.46 |
53.01 |
50.69 |
|
| R3 |
52.16 |
51.71 |
50.33 |
|
| R2 |
50.86 |
50.86 |
50.21 |
|
| R1 |
50.41 |
50.41 |
50.09 |
50.64 |
| PP |
49.56 |
49.56 |
49.56 |
49.67 |
| S1 |
49.11 |
49.11 |
49.85 |
49.34 |
| S2 |
48.26 |
48.26 |
49.73 |
|
| S3 |
46.96 |
47.81 |
49.61 |
|
| S4 |
45.66 |
46.51 |
49.26 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.51 |
55.73 |
49.78 |
|
| R3 |
54.63 |
52.85 |
48.99 |
|
| R2 |
51.75 |
51.75 |
48.73 |
|
| R1 |
49.97 |
49.97 |
48.46 |
49.42 |
| PP |
48.87 |
48.87 |
48.87 |
48.59 |
| S1 |
47.09 |
47.09 |
47.94 |
46.54 |
| S2 |
45.99 |
45.99 |
47.67 |
|
| S3 |
43.11 |
44.21 |
47.41 |
|
| S4 |
40.23 |
41.33 |
46.62 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.53 |
|
2.618 |
53.40 |
|
1.618 |
52.10 |
|
1.000 |
51.30 |
|
0.618 |
50.80 |
|
HIGH |
50.00 |
|
0.618 |
49.50 |
|
0.500 |
49.35 |
|
0.382 |
49.20 |
|
LOW |
48.70 |
|
0.618 |
47.90 |
|
1.000 |
47.40 |
|
1.618 |
46.60 |
|
2.618 |
45.30 |
|
4.250 |
43.18 |
|
|
| Fisher Pivots for day following 21-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
49.76 |
49.72 |
| PP |
49.56 |
49.46 |
| S1 |
49.35 |
49.21 |
|