NYMEX Light Sweet Crude Oil Future November 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 |
47.17 |
45.31 |
-1.86 |
-3.9% |
45.32 |
| High |
47.34 |
47.02 |
-0.32 |
-0.7% |
48.07 |
| Low |
44.59 |
45.03 |
0.44 |
1.0% |
44.09 |
| Close |
45.02 |
46.96 |
1.94 |
4.3% |
45.02 |
| Range |
2.75 |
1.99 |
-0.76 |
-27.6% |
3.98 |
| ATR |
2.25 |
2.23 |
-0.02 |
-0.8% |
0.00 |
| Volume |
283,487 |
344,190 |
60,703 |
21.4% |
1,096,519 |
|
| Daily Pivots for day following 21-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.31 |
51.62 |
48.05 |
|
| R3 |
50.32 |
49.63 |
47.51 |
|
| R2 |
48.33 |
48.33 |
47.32 |
|
| R1 |
47.64 |
47.64 |
47.14 |
47.99 |
| PP |
46.34 |
46.34 |
46.34 |
46.51 |
| S1 |
45.65 |
45.65 |
46.78 |
46.00 |
| S2 |
44.35 |
44.35 |
46.60 |
|
| S3 |
42.36 |
43.66 |
46.41 |
|
| S4 |
40.37 |
41.67 |
45.87 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.67 |
55.32 |
47.21 |
|
| R3 |
53.69 |
51.34 |
46.11 |
|
| R2 |
49.71 |
49.71 |
45.75 |
|
| R1 |
47.36 |
47.36 |
45.38 |
46.55 |
| PP |
45.73 |
45.73 |
45.73 |
45.32 |
| S1 |
43.38 |
43.38 |
44.66 |
42.57 |
| S2 |
41.75 |
41.75 |
44.29 |
|
| S3 |
37.77 |
39.40 |
43.93 |
|
| S4 |
33.79 |
35.42 |
42.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.07 |
44.35 |
3.72 |
7.9% |
1.98 |
4.2% |
70% |
False |
False |
253,892 |
| 10 |
48.07 |
43.99 |
4.08 |
8.7% |
2.02 |
4.3% |
73% |
False |
False |
216,804 |
| 20 |
50.04 |
38.51 |
11.53 |
24.6% |
2.60 |
5.5% |
73% |
False |
False |
171,400 |
| 40 |
50.46 |
38.51 |
11.95 |
25.4% |
2.05 |
4.4% |
71% |
False |
False |
121,860 |
| 60 |
60.85 |
38.51 |
22.34 |
47.6% |
1.94 |
4.1% |
38% |
False |
False |
89,141 |
| 80 |
62.87 |
38.51 |
24.36 |
51.9% |
1.83 |
3.9% |
35% |
False |
False |
72,032 |
| 100 |
65.03 |
38.51 |
26.52 |
56.5% |
1.78 |
3.8% |
32% |
False |
False |
60,415 |
| 120 |
65.03 |
38.51 |
26.52 |
56.5% |
1.74 |
3.7% |
32% |
False |
False |
52,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.48 |
|
2.618 |
52.23 |
|
1.618 |
50.24 |
|
1.000 |
49.01 |
|
0.618 |
48.25 |
|
HIGH |
47.02 |
|
0.618 |
46.26 |
|
0.500 |
46.03 |
|
0.382 |
45.79 |
|
LOW |
45.03 |
|
0.618 |
43.80 |
|
1.000 |
43.04 |
|
1.618 |
41.81 |
|
2.618 |
39.82 |
|
4.250 |
36.57 |
|
|
| Fisher Pivots for day following 21-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
46.65 |
46.75 |
| PP |
46.34 |
46.54 |
| S1 |
46.03 |
46.33 |
|