NYMEX Light Sweet Crude Oil Future November 2015
| Trading Metrics calculated at close of trading on 17-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2015 |
17-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
45.53 |
47.51 |
1.98 |
4.3% |
46.28 |
| High |
47.73 |
48.07 |
0.34 |
0.7% |
47.00 |
| Low |
45.20 |
46.71 |
1.51 |
3.3% |
43.99 |
| Close |
47.51 |
47.20 |
-0.31 |
-0.7% |
45.16 |
| Range |
2.53 |
1.36 |
-1.17 |
-46.2% |
3.01 |
| ATR |
2.28 |
2.21 |
-0.07 |
-2.9% |
0.00 |
| Volume |
249,589 |
221,847 |
-27,742 |
-11.1% |
727,337 |
|
| Daily Pivots for day following 17-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.41 |
50.66 |
47.95 |
|
| R3 |
50.05 |
49.30 |
47.57 |
|
| R2 |
48.69 |
48.69 |
47.45 |
|
| R1 |
47.94 |
47.94 |
47.32 |
47.64 |
| PP |
47.33 |
47.33 |
47.33 |
47.17 |
| S1 |
46.58 |
46.58 |
47.08 |
46.28 |
| S2 |
45.97 |
45.97 |
46.95 |
|
| S3 |
44.61 |
45.22 |
46.83 |
|
| S4 |
43.25 |
43.86 |
46.45 |
|
|
| 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 |
48.07 |
44.09 |
3.98 |
8.4% |
1.66 |
3.5% |
78% |
True |
False |
196,283 |
| 10 |
48.96 |
43.99 |
4.97 |
10.5% |
1.97 |
4.2% |
65% |
False |
False |
177,268 |
| 20 |
50.04 |
38.51 |
11.53 |
24.4% |
2.49 |
5.3% |
75% |
False |
False |
150,274 |
| 40 |
50.75 |
38.51 |
12.24 |
25.9% |
2.00 |
4.2% |
71% |
False |
False |
107,682 |
| 60 |
62.41 |
38.51 |
23.90 |
50.6% |
1.90 |
4.0% |
36% |
False |
False |
79,300 |
| 80 |
62.87 |
38.51 |
24.36 |
51.6% |
1.81 |
3.8% |
36% |
False |
False |
64,597 |
| 100 |
65.03 |
38.51 |
26.52 |
56.2% |
1.76 |
3.7% |
33% |
False |
False |
54,328 |
| 120 |
65.03 |
38.51 |
26.52 |
56.2% |
1.72 |
3.6% |
33% |
False |
False |
47,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.85 |
|
2.618 |
51.63 |
|
1.618 |
50.27 |
|
1.000 |
49.43 |
|
0.618 |
48.91 |
|
HIGH |
48.07 |
|
0.618 |
47.55 |
|
0.500 |
47.39 |
|
0.382 |
47.23 |
|
LOW |
46.71 |
|
0.618 |
45.87 |
|
1.000 |
45.35 |
|
1.618 |
44.51 |
|
2.618 |
43.15 |
|
4.250 |
40.93 |
|
|
| Fisher Pivots for day following 17-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
47.39 |
46.87 |
| PP |
47.33 |
46.54 |
| S1 |
47.26 |
46.21 |
|