NYMEX Light Sweet Crude Oil Future November 2015
| Trading Metrics calculated at close of trading on 29-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2015 |
29-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
45.38 |
44.50 |
-0.88 |
-1.9% |
45.31 |
| High |
45.50 |
45.70 |
0.20 |
0.4% |
47.15 |
| Low |
44.30 |
44.30 |
0.00 |
0.0% |
43.71 |
| Close |
44.43 |
45.23 |
0.80 |
1.8% |
45.70 |
| Range |
1.20 |
1.40 |
0.20 |
16.7% |
3.44 |
| ATR |
2.08 |
2.03 |
-0.05 |
-2.3% |
0.00 |
| Volume |
273,906 |
265,176 |
-8,730 |
-3.2% |
1,812,620 |
|
| Daily Pivots for day following 29-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.28 |
48.65 |
46.00 |
|
| R3 |
47.88 |
47.25 |
45.62 |
|
| R2 |
46.48 |
46.48 |
45.49 |
|
| R1 |
45.85 |
45.85 |
45.36 |
46.17 |
| PP |
45.08 |
45.08 |
45.08 |
45.23 |
| S1 |
44.45 |
44.45 |
45.10 |
44.77 |
| S2 |
43.68 |
43.68 |
44.97 |
|
| S3 |
42.28 |
43.05 |
44.85 |
|
| S4 |
40.88 |
41.65 |
44.46 |
|
|
| 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 |
7.6% |
1.67 |
3.7% |
44% |
False |
False |
332,327 |
| 10 |
48.07 |
43.71 |
4.36 |
9.6% |
1.83 |
4.1% |
35% |
False |
False |
310,662 |
| 20 |
49.50 |
43.71 |
5.79 |
12.8% |
2.12 |
4.7% |
26% |
False |
False |
238,009 |
| 40 |
50.04 |
38.51 |
11.53 |
25.5% |
2.05 |
4.5% |
58% |
False |
False |
167,786 |
| 60 |
55.06 |
38.51 |
16.55 |
36.6% |
1.92 |
4.3% |
41% |
False |
False |
120,886 |
| 80 |
62.87 |
38.51 |
24.36 |
53.9% |
1.81 |
4.0% |
28% |
False |
False |
95,407 |
| 100 |
64.04 |
38.51 |
25.53 |
56.4% |
1.78 |
3.9% |
26% |
False |
False |
79,636 |
| 120 |
65.03 |
38.51 |
26.52 |
58.6% |
1.73 |
3.8% |
25% |
False |
False |
68,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.65 |
|
2.618 |
49.37 |
|
1.618 |
47.97 |
|
1.000 |
47.10 |
|
0.618 |
46.57 |
|
HIGH |
45.70 |
|
0.618 |
45.17 |
|
0.500 |
45.00 |
|
0.382 |
44.83 |
|
LOW |
44.30 |
|
0.618 |
43.43 |
|
1.000 |
42.90 |
|
1.618 |
42.03 |
|
2.618 |
40.63 |
|
4.250 |
38.35 |
|
|
| Fisher Pivots for day following 29-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
45.15 |
45.34 |
| PP |
45.08 |
45.30 |
| S1 |
45.00 |
45.27 |
|