NYMEX Light Sweet Crude Oil Future January 2016
| Trading Metrics calculated at close of trading on 01-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2015 |
01-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
45.85 |
46.42 |
0.57 |
1.2% |
46.43 |
| High |
46.82 |
48.07 |
1.25 |
2.7% |
48.42 |
| Low |
45.69 |
45.71 |
0.02 |
0.0% |
45.06 |
| Close |
46.16 |
45.82 |
-0.34 |
-0.7% |
46.80 |
| Range |
1.13 |
2.36 |
1.23 |
108.8% |
3.36 |
| ATR |
1.88 |
1.91 |
0.03 |
1.8% |
0.00 |
| Volume |
41,494 |
62,955 |
21,461 |
51.7% |
202,456 |
|
| Daily Pivots for day following 01-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.61 |
52.08 |
47.12 |
|
| R3 |
51.25 |
49.72 |
46.47 |
|
| R2 |
48.89 |
48.89 |
46.25 |
|
| R1 |
47.36 |
47.36 |
46.04 |
46.95 |
| PP |
46.53 |
46.53 |
46.53 |
46.33 |
| S1 |
45.00 |
45.00 |
45.60 |
44.59 |
| S2 |
44.17 |
44.17 |
45.39 |
|
| S3 |
41.81 |
42.64 |
45.17 |
|
| S4 |
39.45 |
40.28 |
44.52 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.84 |
55.18 |
48.65 |
|
| R3 |
53.48 |
51.82 |
47.72 |
|
| R2 |
50.12 |
50.12 |
47.42 |
|
| R1 |
48.46 |
48.46 |
47.11 |
49.29 |
| PP |
46.76 |
46.76 |
46.76 |
47.18 |
| S1 |
45.10 |
45.10 |
46.49 |
45.93 |
| S2 |
43.40 |
43.40 |
46.18 |
|
| S3 |
40.04 |
41.74 |
45.88 |
|
| S4 |
36.68 |
38.38 |
44.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.07 |
45.34 |
2.73 |
6.0% |
1.45 |
3.2% |
18% |
True |
False |
46,469 |
| 10 |
48.42 |
45.06 |
3.36 |
7.3% |
1.69 |
3.7% |
23% |
False |
False |
41,122 |
| 20 |
50.15 |
45.06 |
5.09 |
11.1% |
1.77 |
3.9% |
15% |
False |
False |
39,431 |
| 40 |
51.74 |
39.97 |
11.77 |
25.7% |
1.98 |
4.3% |
50% |
False |
False |
40,204 |
| 60 |
56.10 |
39.97 |
16.13 |
35.2% |
1.81 |
3.9% |
36% |
False |
False |
32,683 |
| 80 |
63.32 |
39.97 |
23.35 |
51.0% |
1.73 |
3.8% |
25% |
False |
False |
27,153 |
| 100 |
64.61 |
39.97 |
24.64 |
53.8% |
1.68 |
3.7% |
24% |
False |
False |
23,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.10 |
|
2.618 |
54.25 |
|
1.618 |
51.89 |
|
1.000 |
50.43 |
|
0.618 |
49.53 |
|
HIGH |
48.07 |
|
0.618 |
47.17 |
|
0.500 |
46.89 |
|
0.382 |
46.61 |
|
LOW |
45.71 |
|
0.618 |
44.25 |
|
1.000 |
43.35 |
|
1.618 |
41.89 |
|
2.618 |
39.53 |
|
4.250 |
35.68 |
|
|
| Fisher Pivots for day following 01-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
46.89 |
46.71 |
| PP |
46.53 |
46.41 |
| S1 |
46.18 |
46.12 |
|