NYMEX Light Sweet Crude Oil Future December 2015
| Trading Metrics calculated at close of trading on 22-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2015 |
22-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
45.81 |
47.19 |
1.38 |
3.0% |
45.90 |
| High |
47.49 |
47.23 |
-0.26 |
-0.5% |
48.48 |
| Low |
45.60 |
45.91 |
0.31 |
0.7% |
44.67 |
| Close |
47.43 |
46.92 |
-0.51 |
-1.1% |
45.56 |
| Range |
1.89 |
1.32 |
-0.57 |
-30.2% |
3.81 |
| ATR |
2.20 |
2.16 |
-0.05 |
-2.2% |
0.00 |
| Volume |
94,221 |
68,581 |
-25,640 |
-27.2% |
544,568 |
|
| Daily Pivots for day following 22-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.65 |
50.10 |
47.65 |
|
| R3 |
49.33 |
48.78 |
47.28 |
|
| R2 |
48.01 |
48.01 |
47.16 |
|
| R1 |
47.46 |
47.46 |
47.04 |
47.08 |
| PP |
46.69 |
46.69 |
46.69 |
46.49 |
| S1 |
46.14 |
46.14 |
46.80 |
45.76 |
| S2 |
45.37 |
45.37 |
46.68 |
|
| S3 |
44.05 |
44.82 |
46.56 |
|
| S4 |
42.73 |
43.50 |
46.19 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.67 |
55.42 |
47.66 |
|
| R3 |
53.86 |
51.61 |
46.61 |
|
| R2 |
50.05 |
50.05 |
46.26 |
|
| R1 |
47.80 |
47.80 |
45.91 |
47.02 |
| PP |
46.24 |
46.24 |
46.24 |
45.85 |
| S1 |
43.99 |
43.99 |
45.21 |
43.21 |
| S2 |
42.43 |
42.43 |
44.86 |
|
| S3 |
38.62 |
40.18 |
44.51 |
|
| S4 |
34.81 |
36.37 |
43.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.48 |
45.14 |
3.34 |
7.1% |
1.93 |
4.1% |
53% |
False |
False |
108,710 |
| 10 |
48.48 |
44.67 |
3.81 |
8.1% |
1.87 |
4.0% |
59% |
False |
False |
97,415 |
| 20 |
50.89 |
39.59 |
11.30 |
24.1% |
2.49 |
5.3% |
65% |
False |
False |
112,276 |
| 40 |
51.08 |
39.22 |
11.86 |
25.3% |
2.02 |
4.3% |
65% |
False |
False |
101,860 |
| 60 |
61.00 |
39.22 |
21.78 |
46.4% |
1.92 |
4.1% |
35% |
False |
False |
88,172 |
| 80 |
63.12 |
39.22 |
23.90 |
50.9% |
1.81 |
3.8% |
32% |
False |
False |
78,563 |
| 100 |
65.38 |
39.22 |
26.16 |
55.8% |
1.78 |
3.8% |
29% |
False |
False |
72,785 |
| 120 |
65.38 |
39.22 |
26.16 |
55.8% |
1.77 |
3.8% |
29% |
False |
False |
70,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.84 |
|
2.618 |
50.69 |
|
1.618 |
49.37 |
|
1.000 |
48.55 |
|
0.618 |
48.05 |
|
HIGH |
47.23 |
|
0.618 |
46.73 |
|
0.500 |
46.57 |
|
0.382 |
46.41 |
|
LOW |
45.91 |
|
0.618 |
45.09 |
|
1.000 |
44.59 |
|
1.618 |
43.77 |
|
2.618 |
42.45 |
|
4.250 |
40.30 |
|
|
| Fisher Pivots for day following 22-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
46.80 |
46.77 |
| PP |
46.69 |
46.62 |
| S1 |
46.57 |
46.47 |
|