NYMEX Light Sweet Crude Oil Future October 2015
| Trading Metrics calculated at close of trading on 15-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2015 |
15-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
44.78 |
44.11 |
-0.67 |
-1.5% |
45.82 |
| High |
44.97 |
45.25 |
0.28 |
0.6% |
46.41 |
| Low |
43.59 |
43.92 |
0.33 |
0.8% |
43.36 |
| Close |
44.00 |
44.59 |
0.59 |
1.3% |
44.63 |
| Range |
1.38 |
1.33 |
-0.05 |
-3.6% |
3.05 |
| ATR |
2.35 |
2.28 |
-0.07 |
-3.1% |
0.00 |
| Volume |
326,269 |
335,953 |
9,684 |
3.0% |
1,826,380 |
|
| Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.58 |
47.91 |
45.32 |
|
| R3 |
47.25 |
46.58 |
44.96 |
|
| R2 |
45.92 |
45.92 |
44.83 |
|
| R1 |
45.25 |
45.25 |
44.71 |
45.59 |
| PP |
44.59 |
44.59 |
44.59 |
44.75 |
| S1 |
43.92 |
43.92 |
44.47 |
44.26 |
| S2 |
43.26 |
43.26 |
44.35 |
|
| S3 |
41.93 |
42.59 |
44.22 |
|
| S4 |
40.60 |
41.26 |
43.86 |
|
|
| 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 |
46.26 |
43.36 |
2.90 |
6.5% |
1.86 |
4.2% |
42% |
False |
False |
395,957 |
| 10 |
48.87 |
43.21 |
5.66 |
12.7% |
2.43 |
5.4% |
24% |
False |
False |
481,640 |
| 20 |
49.33 |
37.75 |
11.58 |
26.0% |
2.52 |
5.7% |
59% |
False |
False |
472,530 |
| 40 |
51.83 |
37.75 |
14.08 |
31.6% |
2.02 |
4.5% |
49% |
False |
False |
301,064 |
| 60 |
62.11 |
37.75 |
24.36 |
54.6% |
1.93 |
4.3% |
28% |
False |
False |
213,561 |
| 80 |
62.65 |
37.75 |
24.90 |
55.8% |
1.85 |
4.2% |
27% |
False |
False |
167,139 |
| 100 |
64.74 |
37.75 |
26.99 |
60.5% |
1.79 |
4.0% |
25% |
False |
False |
137,781 |
| 120 |
64.74 |
37.75 |
26.99 |
60.5% |
1.79 |
4.0% |
25% |
False |
False |
117,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
50.90 |
|
2.618 |
48.73 |
|
1.618 |
47.40 |
|
1.000 |
46.58 |
|
0.618 |
46.07 |
|
HIGH |
45.25 |
|
0.618 |
44.74 |
|
0.500 |
44.59 |
|
0.382 |
44.43 |
|
LOW |
43.92 |
|
0.618 |
43.10 |
|
1.000 |
42.59 |
|
1.618 |
41.77 |
|
2.618 |
40.44 |
|
4.250 |
38.27 |
|
|
| Fisher Pivots for day following 15-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
44.59 |
44.74 |
| PP |
44.59 |
44.69 |
| S1 |
44.59 |
44.64 |
|