NYMEX Light Sweet Crude Oil Future November 2015
| Trading Metrics calculated at close of trading on 24-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2015 |
24-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
46.54 |
44.62 |
-1.92 |
-4.1% |
45.32 |
| High |
47.15 |
45.18 |
-1.97 |
-4.2% |
48.07 |
| Low |
44.41 |
43.71 |
-0.70 |
-1.6% |
44.09 |
| Close |
44.48 |
44.91 |
0.43 |
1.0% |
45.02 |
| Range |
2.74 |
1.47 |
-1.27 |
-46.4% |
3.98 |
| ATR |
2.23 |
2.17 |
-0.05 |
-2.4% |
0.00 |
| Volume |
411,957 |
371,976 |
-39,981 |
-9.7% |
1,096,519 |
|
| Daily Pivots for day following 24-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.01 |
48.43 |
45.72 |
|
| R3 |
47.54 |
46.96 |
45.31 |
|
| R2 |
46.07 |
46.07 |
45.18 |
|
| R1 |
45.49 |
45.49 |
45.04 |
45.78 |
| PP |
44.60 |
44.60 |
44.60 |
44.75 |
| S1 |
44.02 |
44.02 |
44.78 |
44.31 |
| S2 |
43.13 |
43.13 |
44.64 |
|
| S3 |
41.66 |
42.55 |
44.51 |
|
| S4 |
40.19 |
41.08 |
44.10 |
|
|
| 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 |
47.34 |
43.71 |
3.63 |
8.1% |
2.06 |
4.6% |
33% |
False |
True |
351,497 |
| 10 |
48.07 |
43.71 |
4.36 |
9.7% |
1.86 |
4.2% |
28% |
False |
True |
273,890 |
| 20 |
50.04 |
39.74 |
10.30 |
22.9% |
2.60 |
5.8% |
50% |
False |
False |
213,397 |
| 40 |
50.26 |
38.51 |
11.75 |
26.2% |
2.06 |
4.6% |
54% |
False |
False |
148,066 |
| 60 |
60.08 |
38.51 |
21.57 |
48.0% |
1.97 |
4.4% |
30% |
False |
False |
107,389 |
| 80 |
62.87 |
38.51 |
24.36 |
54.2% |
1.83 |
4.1% |
26% |
False |
False |
85,259 |
| 100 |
65.03 |
38.51 |
26.52 |
59.1% |
1.80 |
4.0% |
24% |
False |
False |
71,279 |
| 120 |
65.03 |
38.51 |
26.52 |
59.1% |
1.74 |
3.9% |
24% |
False |
False |
61,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.43 |
|
2.618 |
49.03 |
|
1.618 |
47.56 |
|
1.000 |
46.65 |
|
0.618 |
46.09 |
|
HIGH |
45.18 |
|
0.618 |
44.62 |
|
0.500 |
44.45 |
|
0.382 |
44.27 |
|
LOW |
43.71 |
|
0.618 |
42.80 |
|
1.000 |
42.24 |
|
1.618 |
41.33 |
|
2.618 |
39.86 |
|
4.250 |
37.46 |
|
|
| Fisher Pivots for day following 24-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
44.76 |
45.43 |
| PP |
44.60 |
45.26 |
| S1 |
44.45 |
45.08 |
|