NYMEX Light Sweet Crude Oil Future May 2016
| Trading Metrics calculated at close of trading on 28-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2015 |
28-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
48.84 |
48.60 |
-0.24 |
-0.5% |
48.70 |
| High |
49.41 |
48.66 |
-0.75 |
-1.5% |
50.52 |
| Low |
48.63 |
47.63 |
-1.00 |
-2.1% |
47.68 |
| Close |
49.16 |
47.70 |
-1.46 |
-3.0% |
49.16 |
| Range |
0.78 |
1.03 |
0.25 |
32.1% |
2.84 |
| ATR |
1.91 |
1.88 |
-0.03 |
-1.4% |
0.00 |
| Volume |
5,907 |
5,657 |
-250 |
-4.2% |
26,454 |
|
| Daily Pivots for day following 28-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.09 |
50.42 |
48.27 |
|
| R3 |
50.06 |
49.39 |
47.98 |
|
| R2 |
49.03 |
49.03 |
47.89 |
|
| R1 |
48.36 |
48.36 |
47.79 |
48.18 |
| PP |
48.00 |
48.00 |
48.00 |
47.91 |
| S1 |
47.33 |
47.33 |
47.61 |
47.15 |
| S2 |
46.97 |
46.97 |
47.51 |
|
| S3 |
45.94 |
46.30 |
47.42 |
|
| S4 |
44.91 |
45.27 |
47.13 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.64 |
56.24 |
50.72 |
|
| R3 |
54.80 |
53.40 |
49.94 |
|
| R2 |
51.96 |
51.96 |
49.68 |
|
| R1 |
50.56 |
50.56 |
49.42 |
51.26 |
| PP |
49.12 |
49.12 |
49.12 |
49.47 |
| S1 |
47.72 |
47.72 |
48.90 |
48.42 |
| S2 |
46.28 |
46.28 |
48.64 |
|
| S3 |
43.44 |
44.88 |
48.38 |
|
| S4 |
40.60 |
42.04 |
47.60 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.04 |
|
2.618 |
51.36 |
|
1.618 |
50.33 |
|
1.000 |
49.69 |
|
0.618 |
49.30 |
|
HIGH |
48.66 |
|
0.618 |
48.27 |
|
0.500 |
48.15 |
|
0.382 |
48.02 |
|
LOW |
47.63 |
|
0.618 |
46.99 |
|
1.000 |
46.60 |
|
1.618 |
45.96 |
|
2.618 |
44.93 |
|
4.250 |
43.25 |
|
|
| Fisher Pivots for day following 28-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
48.15 |
48.52 |
| PP |
48.00 |
48.25 |
| S1 |
47.85 |
47.97 |
|