NYMEX Light Sweet Crude Oil Future November 2015
| 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 |
44.54 |
45.53 |
0.99 |
2.2% |
46.28 |
| High |
45.63 |
47.73 |
2.10 |
4.6% |
47.00 |
| Low |
44.35 |
45.20 |
0.85 |
1.9% |
43.99 |
| Close |
45.00 |
47.51 |
2.51 |
5.6% |
45.16 |
| Range |
1.28 |
2.53 |
1.25 |
97.7% |
3.01 |
| ATR |
2.25 |
2.28 |
0.03 |
1.5% |
0.00 |
| Volume |
170,349 |
249,589 |
79,240 |
46.5% |
727,337 |
|
| Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.40 |
53.49 |
48.90 |
|
| R3 |
51.87 |
50.96 |
48.21 |
|
| R2 |
49.34 |
49.34 |
47.97 |
|
| R1 |
48.43 |
48.43 |
47.74 |
48.89 |
| PP |
46.81 |
46.81 |
46.81 |
47.04 |
| S1 |
45.90 |
45.90 |
47.28 |
46.36 |
| S2 |
44.28 |
44.28 |
47.05 |
|
| S3 |
41.75 |
43.37 |
46.81 |
|
| S4 |
39.22 |
40.84 |
46.12 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.41 |
52.80 |
46.82 |
|
| R3 |
51.40 |
49.79 |
45.99 |
|
| R2 |
48.39 |
48.39 |
45.71 |
|
| R1 |
46.78 |
46.78 |
45.44 |
46.08 |
| PP |
45.38 |
45.38 |
45.38 |
45.04 |
| S1 |
43.77 |
43.77 |
44.88 |
43.07 |
| S2 |
42.37 |
42.37 |
44.61 |
|
| S3 |
39.36 |
40.76 |
44.33 |
|
| S4 |
36.35 |
37.75 |
43.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.73 |
43.99 |
3.74 |
7.9% |
1.91 |
4.0% |
94% |
True |
False |
195,263 |
| 10 |
48.96 |
43.89 |
5.07 |
10.7% |
2.18 |
4.6% |
71% |
False |
False |
172,338 |
| 20 |
50.04 |
38.51 |
11.53 |
24.3% |
2.54 |
5.4% |
78% |
False |
False |
144,053 |
| 40 |
51.75 |
38.51 |
13.24 |
27.9% |
2.00 |
4.2% |
68% |
False |
False |
102,782 |
| 60 |
62.41 |
38.51 |
23.90 |
50.3% |
1.91 |
4.0% |
38% |
False |
False |
76,048 |
| 80 |
62.87 |
38.51 |
24.36 |
51.3% |
1.82 |
3.8% |
37% |
False |
False |
61,965 |
| 100 |
65.03 |
38.51 |
26.52 |
55.8% |
1.76 |
3.7% |
34% |
False |
False |
52,252 |
| 120 |
65.03 |
38.51 |
26.52 |
55.8% |
1.73 |
3.6% |
34% |
False |
False |
45,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.48 |
|
2.618 |
54.35 |
|
1.618 |
51.82 |
|
1.000 |
50.26 |
|
0.618 |
49.29 |
|
HIGH |
47.73 |
|
0.618 |
46.76 |
|
0.500 |
46.47 |
|
0.382 |
46.17 |
|
LOW |
45.20 |
|
0.618 |
43.64 |
|
1.000 |
42.67 |
|
1.618 |
41.11 |
|
2.618 |
38.58 |
|
4.250 |
34.45 |
|
|
| Fisher Pivots for day following 16-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
47.16 |
46.98 |
| PP |
46.81 |
46.44 |
| S1 |
46.47 |
45.91 |
|