NYMEX Light Sweet Crude Oil Future January 2016
| Trading Metrics calculated at close of trading on 06-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2015 |
06-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
46.75 |
47.44 |
0.69 |
1.5% |
46.48 |
| High |
48.07 |
50.19 |
2.12 |
4.4% |
48.07 |
| Low |
46.34 |
46.99 |
0.65 |
1.4% |
45.12 |
| Close |
47.47 |
49.71 |
2.24 |
4.7% |
46.64 |
| Range |
1.73 |
3.20 |
1.47 |
85.0% |
2.95 |
| ATR |
1.89 |
1.98 |
0.09 |
5.0% |
0.00 |
| Volume |
47,378 |
47,867 |
489 |
1.0% |
239,353 |
|
| Daily Pivots for day following 06-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.56 |
57.34 |
51.47 |
|
| R3 |
55.36 |
54.14 |
50.59 |
|
| R2 |
52.16 |
52.16 |
50.30 |
|
| R1 |
50.94 |
50.94 |
50.00 |
51.55 |
| PP |
48.96 |
48.96 |
48.96 |
49.27 |
| S1 |
47.74 |
47.74 |
49.42 |
48.35 |
| S2 |
45.76 |
45.76 |
49.12 |
|
| S3 |
42.56 |
44.54 |
48.83 |
|
| S4 |
39.36 |
41.34 |
47.95 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.46 |
54.00 |
48.26 |
|
| R3 |
52.51 |
51.05 |
47.45 |
|
| R2 |
49.56 |
49.56 |
47.18 |
|
| R1 |
48.10 |
48.10 |
46.91 |
48.83 |
| PP |
46.61 |
46.61 |
46.61 |
46.98 |
| S1 |
45.15 |
45.15 |
46.37 |
45.88 |
| S2 |
43.66 |
43.66 |
46.10 |
|
| S3 |
40.71 |
42.20 |
45.83 |
|
| S4 |
37.76 |
39.25 |
45.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.19 |
45.12 |
5.07 |
10.2% |
2.04 |
4.1% |
91% |
True |
False |
52,551 |
| 10 |
50.19 |
45.06 |
5.13 |
10.3% |
1.80 |
3.6% |
91% |
True |
False |
48,004 |
| 20 |
50.19 |
45.06 |
5.13 |
10.3% |
1.79 |
3.6% |
91% |
True |
False |
42,757 |
| 40 |
51.74 |
39.97 |
11.77 |
23.7% |
2.04 |
4.1% |
83% |
False |
False |
41,591 |
| 60 |
55.70 |
39.97 |
15.73 |
31.6% |
1.83 |
3.7% |
62% |
False |
False |
34,525 |
| 80 |
63.15 |
39.97 |
23.18 |
46.6% |
1.78 |
3.6% |
42% |
False |
False |
28,784 |
| 100 |
63.68 |
39.97 |
23.71 |
47.7% |
1.71 |
3.4% |
41% |
False |
False |
24,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.79 |
|
2.618 |
58.57 |
|
1.618 |
55.37 |
|
1.000 |
53.39 |
|
0.618 |
52.17 |
|
HIGH |
50.19 |
|
0.618 |
48.97 |
|
0.500 |
48.59 |
|
0.382 |
48.21 |
|
LOW |
46.99 |
|
0.618 |
45.01 |
|
1.000 |
43.79 |
|
1.618 |
41.81 |
|
2.618 |
38.61 |
|
4.250 |
33.39 |
|
|
| Fisher Pivots for day following 06-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
49.34 |
49.03 |
| PP |
48.96 |
48.34 |
| S1 |
48.59 |
47.66 |
|