NYMEX Light Sweet Crude Oil Future November 2015
| Trading Metrics calculated at close of trading on 28-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2015 |
28-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
45.05 |
45.38 |
0.33 |
0.7% |
45.31 |
| High |
46.38 |
45.50 |
-0.88 |
-1.9% |
47.15 |
| Low |
44.86 |
44.30 |
-0.56 |
-1.2% |
43.71 |
| Close |
45.70 |
44.43 |
-1.27 |
-2.8% |
45.70 |
| Range |
1.52 |
1.20 |
-0.32 |
-21.1% |
3.44 |
| ATR |
2.13 |
2.08 |
-0.05 |
-2.4% |
0.00 |
| Volume |
338,622 |
273,906 |
-64,716 |
-19.1% |
1,812,620 |
|
| Daily Pivots for day following 28-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.34 |
47.59 |
45.09 |
|
| R3 |
47.14 |
46.39 |
44.76 |
|
| R2 |
45.94 |
45.94 |
44.65 |
|
| R1 |
45.19 |
45.19 |
44.54 |
44.97 |
| PP |
44.74 |
44.74 |
44.74 |
44.63 |
| S1 |
43.99 |
43.99 |
44.32 |
43.77 |
| S2 |
43.54 |
43.54 |
44.21 |
|
| S3 |
42.34 |
42.79 |
44.10 |
|
| S4 |
41.14 |
41.59 |
43.77 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.84 |
54.21 |
47.59 |
|
| R3 |
52.40 |
50.77 |
46.65 |
|
| R2 |
48.96 |
48.96 |
46.33 |
|
| R1 |
47.33 |
47.33 |
46.02 |
48.15 |
| PP |
45.52 |
45.52 |
45.52 |
45.93 |
| S1 |
43.89 |
43.89 |
45.38 |
44.71 |
| S2 |
42.08 |
42.08 |
45.07 |
|
| S3 |
38.64 |
40.45 |
44.75 |
|
| S4 |
35.20 |
37.01 |
43.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.15 |
43.71 |
3.44 |
7.7% |
1.66 |
3.7% |
21% |
False |
False |
348,467 |
| 10 |
48.07 |
43.71 |
4.36 |
9.8% |
1.82 |
4.1% |
17% |
False |
False |
301,179 |
| 20 |
50.04 |
43.71 |
6.33 |
14.2% |
2.33 |
5.3% |
11% |
False |
False |
232,496 |
| 40 |
50.04 |
38.51 |
11.53 |
26.0% |
2.06 |
4.6% |
51% |
False |
False |
161,907 |
| 60 |
56.44 |
38.51 |
17.93 |
40.4% |
1.95 |
4.4% |
33% |
False |
False |
116,898 |
| 80 |
62.87 |
38.51 |
24.36 |
54.8% |
1.83 |
4.1% |
24% |
False |
False |
92,326 |
| 100 |
64.04 |
38.51 |
25.53 |
57.5% |
1.79 |
4.0% |
23% |
False |
False |
77,153 |
| 120 |
65.03 |
38.51 |
26.52 |
59.7% |
1.73 |
3.9% |
22% |
False |
False |
66,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
50.60 |
|
2.618 |
48.64 |
|
1.618 |
47.44 |
|
1.000 |
46.70 |
|
0.618 |
46.24 |
|
HIGH |
45.50 |
|
0.618 |
45.04 |
|
0.500 |
44.90 |
|
0.382 |
44.76 |
|
LOW |
44.30 |
|
0.618 |
43.56 |
|
1.000 |
43.10 |
|
1.618 |
42.36 |
|
2.618 |
41.16 |
|
4.250 |
39.20 |
|
|
| Fisher Pivots for day following 28-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
44.90 |
45.05 |
| PP |
44.74 |
44.84 |
| S1 |
44.59 |
44.64 |
|