NYMEX Light Sweet Crude Oil Future November 2015
| Trading Metrics calculated at close of trading on 09-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2015 |
09-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
46.28 |
46.40 |
0.12 |
0.3% |
45.69 |
| High |
47.00 |
46.88 |
-0.12 |
-0.3% |
50.04 |
| Low |
44.71 |
44.67 |
-0.04 |
-0.1% |
43.89 |
| Close |
46.59 |
44.80 |
-1.79 |
-3.8% |
46.63 |
| Range |
2.29 |
2.21 |
-0.08 |
-3.5% |
6.15 |
| ATR |
2.44 |
2.43 |
-0.02 |
-0.7% |
0.00 |
| Volume |
164,181 |
178,022 |
13,841 |
8.4% |
739,545 |
|
| Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.08 |
50.65 |
46.02 |
|
| R3 |
49.87 |
48.44 |
45.41 |
|
| R2 |
47.66 |
47.66 |
45.21 |
|
| R1 |
46.23 |
46.23 |
45.00 |
45.84 |
| PP |
45.45 |
45.45 |
45.45 |
45.26 |
| S1 |
44.02 |
44.02 |
44.60 |
43.63 |
| S2 |
43.24 |
43.24 |
44.39 |
|
| S3 |
41.03 |
41.81 |
44.19 |
|
| S4 |
38.82 |
39.60 |
43.58 |
|
|
| 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 |
48.96 |
43.89 |
5.07 |
11.3% |
2.46 |
5.5% |
18% |
False |
False |
149,413 |
| 10 |
50.04 |
39.30 |
10.74 |
24.0% |
3.19 |
7.1% |
51% |
False |
False |
141,329 |
| 20 |
50.04 |
38.51 |
11.53 |
25.7% |
2.38 |
5.3% |
55% |
False |
False |
124,739 |
| 40 |
54.78 |
38.51 |
16.27 |
36.3% |
1.94 |
4.3% |
39% |
False |
False |
81,354 |
| 60 |
62.68 |
38.51 |
24.17 |
54.0% |
1.87 |
4.2% |
26% |
False |
False |
61,354 |
| 80 |
63.00 |
38.51 |
24.49 |
54.7% |
1.80 |
4.0% |
26% |
False |
False |
50,611 |
| 100 |
65.03 |
38.51 |
26.52 |
59.2% |
1.73 |
3.9% |
24% |
False |
False |
43,005 |
| 120 |
65.03 |
38.51 |
26.52 |
59.2% |
1.72 |
3.8% |
24% |
False |
False |
37,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.27 |
|
2.618 |
52.67 |
|
1.618 |
50.46 |
|
1.000 |
49.09 |
|
0.618 |
48.25 |
|
HIGH |
46.88 |
|
0.618 |
46.04 |
|
0.500 |
45.78 |
|
0.382 |
45.51 |
|
LOW |
44.67 |
|
0.618 |
43.30 |
|
1.000 |
42.46 |
|
1.618 |
41.09 |
|
2.618 |
38.88 |
|
4.250 |
35.28 |
|
|
| Fisher Pivots for day following 09-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
45.78 |
46.24 |
| PP |
45.45 |
45.76 |
| S1 |
45.13 |
45.28 |
|