NYMEX Light Sweet Crude Oil Future October 2015
| Trading Metrics calculated at close of trading on 08-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2015 |
08-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
46.68 |
45.82 |
-0.86 |
-1.8% |
45.00 |
| High |
47.23 |
46.41 |
-0.82 |
-1.7% |
49.33 |
| Low |
45.61 |
44.14 |
-1.47 |
-3.2% |
43.21 |
| Close |
46.05 |
45.94 |
-0.11 |
-0.2% |
46.05 |
| Range |
1.62 |
2.27 |
0.65 |
40.1% |
6.12 |
| ATR |
2.50 |
2.49 |
-0.02 |
-0.7% |
0.00 |
| Volume |
385,631 |
508,815 |
123,184 |
31.9% |
3,085,303 |
|
| Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.31 |
51.39 |
47.19 |
|
| R3 |
50.04 |
49.12 |
46.56 |
|
| R2 |
47.77 |
47.77 |
46.36 |
|
| R1 |
46.85 |
46.85 |
46.15 |
47.31 |
| PP |
45.50 |
45.50 |
45.50 |
45.73 |
| S1 |
44.58 |
44.58 |
45.73 |
45.04 |
| S2 |
43.23 |
43.23 |
45.52 |
|
| S3 |
40.96 |
42.31 |
45.32 |
|
| S4 |
38.69 |
40.04 |
44.69 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.56 |
61.42 |
49.42 |
|
| R3 |
58.44 |
55.30 |
47.73 |
|
| R2 |
52.32 |
52.32 |
47.17 |
|
| R1 |
49.18 |
49.18 |
46.61 |
50.75 |
| PP |
46.20 |
46.20 |
46.20 |
46.98 |
| S1 |
43.06 |
43.06 |
45.49 |
44.63 |
| S2 |
40.08 |
40.08 |
44.93 |
|
| S3 |
33.96 |
36.94 |
44.37 |
|
| S4 |
27.84 |
30.82 |
42.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.87 |
43.21 |
5.66 |
12.3% |
2.99 |
6.5% |
48% |
False |
False |
567,323 |
| 10 |
49.33 |
38.16 |
11.17 |
24.3% |
3.18 |
6.9% |
70% |
False |
False |
553,850 |
| 20 |
49.33 |
37.75 |
11.58 |
25.2% |
2.44 |
5.3% |
71% |
False |
False |
434,947 |
| 40 |
54.28 |
37.75 |
16.53 |
36.0% |
1.99 |
4.3% |
50% |
False |
False |
257,632 |
| 60 |
62.41 |
37.75 |
24.66 |
53.7% |
1.90 |
4.1% |
33% |
False |
False |
182,764 |
| 80 |
62.73 |
37.75 |
24.98 |
54.4% |
1.84 |
4.0% |
33% |
False |
False |
143,463 |
| 100 |
64.74 |
37.75 |
26.99 |
58.8% |
1.78 |
3.9% |
30% |
False |
False |
118,761 |
| 120 |
64.74 |
37.75 |
26.99 |
58.8% |
1.78 |
3.9% |
30% |
False |
False |
101,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.06 |
|
2.618 |
52.35 |
|
1.618 |
50.08 |
|
1.000 |
48.68 |
|
0.618 |
47.81 |
|
HIGH |
46.41 |
|
0.618 |
45.54 |
|
0.500 |
45.28 |
|
0.382 |
45.01 |
|
LOW |
44.14 |
|
0.618 |
42.74 |
|
1.000 |
41.87 |
|
1.618 |
40.47 |
|
2.618 |
38.20 |
|
4.250 |
34.49 |
|
|
| Fisher Pivots for day following 08-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
45.72 |
46.28 |
| PP |
45.50 |
46.17 |
| S1 |
45.28 |
46.05 |
|