NYMEX Light Sweet Crude Oil Future October 2015
| Trading Metrics calculated at close of trading on 11-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2015 |
11-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
44.16 |
45.71 |
1.55 |
3.5% |
45.82 |
| High |
46.04 |
45.88 |
-0.16 |
-0.3% |
46.41 |
| Low |
43.36 |
44.16 |
0.80 |
1.8% |
43.36 |
| Close |
45.92 |
44.63 |
-1.29 |
-2.8% |
44.63 |
| Range |
2.68 |
1.72 |
-0.96 |
-35.8% |
3.05 |
| ATR |
2.48 |
2.43 |
-0.05 |
-2.1% |
0.00 |
| Volume |
498,992 |
395,838 |
-103,154 |
-20.7% |
1,826,380 |
|
| Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.05 |
49.06 |
45.58 |
|
| R3 |
48.33 |
47.34 |
45.10 |
|
| R2 |
46.61 |
46.61 |
44.95 |
|
| R1 |
45.62 |
45.62 |
44.79 |
45.26 |
| PP |
44.89 |
44.89 |
44.89 |
44.71 |
| S1 |
43.90 |
43.90 |
44.47 |
43.54 |
| S2 |
43.17 |
43.17 |
44.31 |
|
| S3 |
41.45 |
42.18 |
44.16 |
|
| S4 |
39.73 |
40.46 |
43.68 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.95 |
52.34 |
46.31 |
|
| R3 |
50.90 |
49.29 |
45.47 |
|
| R2 |
47.85 |
47.85 |
45.19 |
|
| R1 |
46.24 |
46.24 |
44.91 |
45.52 |
| PP |
44.80 |
44.80 |
44.80 |
44.44 |
| S1 |
43.19 |
43.19 |
44.35 |
42.47 |
| S2 |
41.75 |
41.75 |
44.07 |
|
| S3 |
38.70 |
40.14 |
43.79 |
|
| S4 |
35.65 |
37.09 |
42.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.23 |
43.36 |
3.87 |
8.7% |
2.10 |
4.7% |
33% |
False |
False |
442,402 |
| 10 |
49.33 |
41.78 |
7.55 |
16.9% |
3.14 |
7.0% |
38% |
False |
False |
557,801 |
| 20 |
49.33 |
37.75 |
11.58 |
25.9% |
2.50 |
5.6% |
59% |
False |
False |
459,330 |
| 40 |
51.94 |
37.75 |
14.19 |
31.8% |
2.01 |
4.5% |
48% |
False |
False |
286,573 |
| 60 |
62.11 |
37.75 |
24.36 |
54.6% |
1.94 |
4.3% |
28% |
False |
False |
203,681 |
| 80 |
62.65 |
37.75 |
24.90 |
55.8% |
1.85 |
4.1% |
28% |
False |
False |
159,350 |
| 100 |
64.74 |
37.75 |
26.99 |
60.5% |
1.80 |
4.0% |
25% |
False |
False |
131,449 |
| 120 |
64.74 |
37.75 |
26.99 |
60.5% |
1.79 |
4.0% |
25% |
False |
False |
112,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.19 |
|
2.618 |
50.38 |
|
1.618 |
48.66 |
|
1.000 |
47.60 |
|
0.618 |
46.94 |
|
HIGH |
45.88 |
|
0.618 |
45.22 |
|
0.500 |
45.02 |
|
0.382 |
44.82 |
|
LOW |
44.16 |
|
0.618 |
43.10 |
|
1.000 |
42.44 |
|
1.618 |
41.38 |
|
2.618 |
39.66 |
|
4.250 |
36.85 |
|
|
| Fisher Pivots for day following 11-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
45.02 |
44.81 |
| PP |
44.89 |
44.75 |
| S1 |
44.76 |
44.69 |
|