NYMEX Light Sweet Crude Oil Future October 2015
| Trading Metrics calculated at close of trading on 21-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2015 |
21-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
46.89 |
44.97 |
-1.92 |
-4.1% |
44.78 |
| High |
47.03 |
46.74 |
-0.29 |
-0.6% |
47.71 |
| Low |
44.24 |
44.69 |
0.45 |
1.0% |
43.59 |
| Close |
44.68 |
46.68 |
2.00 |
4.5% |
44.68 |
| Range |
2.79 |
2.05 |
-0.74 |
-26.5% |
4.12 |
| ATR |
2.29 |
2.27 |
-0.02 |
-0.7% |
0.00 |
| Volume |
211,301 |
104,528 |
-106,773 |
-50.5% |
1,661,894 |
|
| Daily Pivots for day following 21-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.19 |
51.48 |
47.81 |
|
| R3 |
50.14 |
49.43 |
47.24 |
|
| R2 |
48.09 |
48.09 |
47.06 |
|
| R1 |
47.38 |
47.38 |
46.87 |
47.74 |
| PP |
46.04 |
46.04 |
46.04 |
46.21 |
| S1 |
45.33 |
45.33 |
46.49 |
45.69 |
| S2 |
43.99 |
43.99 |
46.30 |
|
| S3 |
41.94 |
43.28 |
46.12 |
|
| S4 |
39.89 |
41.23 |
45.55 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.69 |
55.30 |
46.95 |
|
| R3 |
53.57 |
51.18 |
45.81 |
|
| R2 |
49.45 |
49.45 |
45.44 |
|
| R1 |
47.06 |
47.06 |
45.06 |
46.20 |
| PP |
45.33 |
45.33 |
45.33 |
44.89 |
| S1 |
42.94 |
42.94 |
44.30 |
42.08 |
| S2 |
41.21 |
41.21 |
43.92 |
|
| S3 |
37.09 |
38.82 |
43.55 |
|
| S4 |
32.97 |
34.70 |
42.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.71 |
43.92 |
3.79 |
8.1% |
2.02 |
4.3% |
73% |
False |
False |
288,030 |
| 10 |
47.71 |
43.36 |
4.35 |
9.3% |
2.03 |
4.4% |
76% |
False |
False |
359,280 |
| 20 |
49.33 |
37.75 |
11.58 |
24.8% |
2.63 |
5.6% |
77% |
False |
False |
454,542 |
| 40 |
49.91 |
37.75 |
12.16 |
26.0% |
2.10 |
4.5% |
73% |
False |
False |
323,187 |
| 60 |
60.52 |
37.75 |
22.77 |
48.8% |
1.98 |
4.2% |
39% |
False |
False |
230,230 |
| 80 |
62.65 |
37.75 |
24.90 |
53.3% |
1.88 |
4.0% |
36% |
False |
False |
179,663 |
| 100 |
64.74 |
37.75 |
26.99 |
57.8% |
1.82 |
3.9% |
33% |
False |
False |
147,889 |
| 120 |
64.74 |
37.75 |
26.99 |
57.8% |
1.81 |
3.9% |
33% |
False |
False |
126,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.45 |
|
2.618 |
52.11 |
|
1.618 |
50.06 |
|
1.000 |
48.79 |
|
0.618 |
48.01 |
|
HIGH |
46.74 |
|
0.618 |
45.96 |
|
0.500 |
45.72 |
|
0.382 |
45.47 |
|
LOW |
44.69 |
|
0.618 |
43.42 |
|
1.000 |
42.64 |
|
1.618 |
41.37 |
|
2.618 |
39.32 |
|
4.250 |
35.98 |
|
|
| Fisher Pivots for day following 21-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
46.36 |
46.45 |
| PP |
46.04 |
46.21 |
| S1 |
45.72 |
45.98 |
|