NYMEX Light Sweet Crude Oil Future November 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 |
45.32 |
44.54 |
-0.78 |
-1.7% |
46.28 |
| High |
45.47 |
45.63 |
0.16 |
0.4% |
47.00 |
| Low |
44.09 |
44.35 |
0.26 |
0.6% |
43.99 |
| Close |
44.43 |
45.00 |
0.57 |
1.3% |
45.16 |
| Range |
1.38 |
1.28 |
-0.10 |
-7.2% |
3.01 |
| ATR |
2.32 |
2.25 |
-0.07 |
-3.2% |
0.00 |
| Volume |
171,247 |
170,349 |
-898 |
-0.5% |
727,337 |
|
| Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.83 |
48.20 |
45.70 |
|
| R3 |
47.55 |
46.92 |
45.35 |
|
| R2 |
46.27 |
46.27 |
45.23 |
|
| R1 |
45.64 |
45.64 |
45.12 |
45.96 |
| PP |
44.99 |
44.99 |
44.99 |
45.15 |
| S1 |
44.36 |
44.36 |
44.88 |
44.68 |
| S2 |
43.71 |
43.71 |
44.77 |
|
| S3 |
42.43 |
43.08 |
44.65 |
|
| S4 |
41.15 |
41.80 |
44.30 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.41 |
52.80 |
46.82 |
|
| R3 |
51.40 |
49.79 |
45.99 |
|
| R2 |
48.39 |
48.39 |
45.71 |
|
| R1 |
46.78 |
46.78 |
45.44 |
46.08 |
| PP |
45.38 |
45.38 |
45.38 |
45.04 |
| S1 |
43.77 |
43.77 |
44.88 |
43.07 |
| S2 |
42.37 |
42.37 |
44.61 |
|
| S3 |
39.36 |
40.76 |
44.33 |
|
| S4 |
36.35 |
37.75 |
43.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
46.88 |
43.99 |
2.89 |
6.4% |
1.85 |
4.1% |
35% |
False |
False |
180,950 |
| 10 |
49.50 |
43.89 |
5.61 |
12.5% |
2.40 |
5.3% |
20% |
False |
False |
165,355 |
| 20 |
50.04 |
38.51 |
11.53 |
25.6% |
2.48 |
5.5% |
56% |
False |
False |
135,471 |
| 40 |
52.41 |
38.51 |
13.90 |
30.9% |
1.97 |
4.4% |
47% |
False |
False |
97,093 |
| 60 |
62.41 |
38.51 |
23.90 |
53.1% |
1.89 |
4.2% |
27% |
False |
False |
72,198 |
| 80 |
62.87 |
38.51 |
24.36 |
54.1% |
1.80 |
4.0% |
27% |
False |
False |
59,067 |
| 100 |
65.03 |
38.51 |
26.52 |
58.9% |
1.74 |
3.9% |
24% |
False |
False |
49,917 |
| 120 |
65.03 |
38.51 |
26.52 |
58.9% |
1.73 |
3.9% |
24% |
False |
False |
43,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.07 |
|
2.618 |
48.98 |
|
1.618 |
47.70 |
|
1.000 |
46.91 |
|
0.618 |
46.42 |
|
HIGH |
45.63 |
|
0.618 |
45.14 |
|
0.500 |
44.99 |
|
0.382 |
44.84 |
|
LOW |
44.35 |
|
0.618 |
43.56 |
|
1.000 |
43.07 |
|
1.618 |
42.28 |
|
2.618 |
41.00 |
|
4.250 |
38.91 |
|
|
| Fisher Pivots for day following 15-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
45.00 |
45.26 |
| PP |
44.99 |
45.17 |
| S1 |
44.99 |
45.09 |
|