NYMEX Light Sweet Crude Oil Future November 2015
| Trading Metrics calculated at close of trading on 08-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2015 |
08-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
47.23 |
46.28 |
-0.95 |
-2.0% |
45.69 |
| High |
47.81 |
47.00 |
-0.81 |
-1.7% |
50.04 |
| Low |
46.18 |
44.71 |
-1.47 |
-3.2% |
43.89 |
| Close |
46.63 |
46.59 |
-0.04 |
-0.1% |
46.63 |
| Range |
1.63 |
2.29 |
0.66 |
40.5% |
6.15 |
| ATR |
2.46 |
2.44 |
-0.01 |
-0.5% |
0.00 |
| Volume |
100,450 |
164,181 |
63,731 |
63.4% |
739,545 |
|
| Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.97 |
52.07 |
47.85 |
|
| R3 |
50.68 |
49.78 |
47.22 |
|
| R2 |
48.39 |
48.39 |
47.01 |
|
| R1 |
47.49 |
47.49 |
46.80 |
47.94 |
| PP |
46.10 |
46.10 |
46.10 |
46.33 |
| S1 |
45.20 |
45.20 |
46.38 |
45.65 |
| S2 |
43.81 |
43.81 |
46.17 |
|
| S3 |
41.52 |
42.91 |
45.96 |
|
| S4 |
39.23 |
40.62 |
45.33 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.30 |
62.12 |
50.01 |
|
| R3 |
59.15 |
55.97 |
48.32 |
|
| R2 |
53.00 |
53.00 |
47.76 |
|
| R1 |
49.82 |
49.82 |
47.19 |
51.41 |
| PP |
46.85 |
46.85 |
46.85 |
47.65 |
| S1 |
43.67 |
43.67 |
46.07 |
45.26 |
| S2 |
40.70 |
40.70 |
45.50 |
|
| S3 |
34.55 |
37.52 |
44.94 |
|
| S4 |
28.40 |
31.37 |
43.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.50 |
43.89 |
5.61 |
12.0% |
2.96 |
6.4% |
48% |
False |
False |
149,761 |
| 10 |
50.04 |
38.85 |
11.19 |
24.0% |
3.14 |
6.7% |
69% |
False |
False |
133,529 |
| 20 |
50.04 |
38.51 |
11.53 |
24.7% |
2.38 |
5.1% |
70% |
False |
False |
121,289 |
| 40 |
54.78 |
38.51 |
16.27 |
34.9% |
1.94 |
4.2% |
50% |
False |
False |
77,538 |
| 60 |
62.68 |
38.51 |
24.17 |
51.9% |
1.85 |
4.0% |
33% |
False |
False |
58,587 |
| 80 |
63.00 |
38.51 |
24.49 |
52.6% |
1.79 |
3.8% |
33% |
False |
False |
48,494 |
| 100 |
65.03 |
38.51 |
26.52 |
56.9% |
1.72 |
3.7% |
30% |
False |
False |
41,341 |
| 120 |
65.03 |
38.51 |
26.52 |
56.9% |
1.71 |
3.7% |
30% |
False |
False |
36,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.73 |
|
2.618 |
53.00 |
|
1.618 |
50.71 |
|
1.000 |
49.29 |
|
0.618 |
48.42 |
|
HIGH |
47.00 |
|
0.618 |
46.13 |
|
0.500 |
45.86 |
|
0.382 |
45.58 |
|
LOW |
44.71 |
|
0.618 |
43.29 |
|
1.000 |
42.42 |
|
1.618 |
41.00 |
|
2.618 |
38.71 |
|
4.250 |
34.98 |
|
|
| Fisher Pivots for day following 08-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
46.35 |
46.84 |
| PP |
46.10 |
46.75 |
| S1 |
45.86 |
46.67 |
|