NYMEX Light Sweet Crude Oil Future November 2015
| Trading Metrics calculated at close of trading on 02-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2015 |
02-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
45.38 |
45.07 |
-0.31 |
-0.7% |
45.38 |
| High |
47.10 |
45.81 |
-1.29 |
-2.7% |
47.10 |
| Low |
44.63 |
43.97 |
-0.66 |
-1.5% |
43.97 |
| Close |
44.74 |
45.54 |
0.80 |
1.8% |
45.54 |
| Range |
2.47 |
1.84 |
-0.63 |
-25.5% |
3.13 |
| ATR |
2.00 |
1.99 |
-0.01 |
-0.6% |
0.00 |
| Volume |
478,979 |
420,740 |
-58,239 |
-12.2% |
1,794,654 |
|
| Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.63 |
49.92 |
46.55 |
|
| R3 |
48.79 |
48.08 |
46.05 |
|
| R2 |
46.95 |
46.95 |
45.88 |
|
| R1 |
46.24 |
46.24 |
45.71 |
46.60 |
| PP |
45.11 |
45.11 |
45.11 |
45.28 |
| S1 |
44.40 |
44.40 |
45.37 |
44.76 |
| S2 |
43.27 |
43.27 |
45.20 |
|
| S3 |
41.43 |
42.56 |
45.03 |
|
| S4 |
39.59 |
40.72 |
44.53 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.93 |
53.36 |
47.26 |
|
| R3 |
51.80 |
50.23 |
46.40 |
|
| R2 |
48.67 |
48.67 |
46.11 |
|
| R1 |
47.10 |
47.10 |
45.83 |
47.89 |
| PP |
45.54 |
45.54 |
45.54 |
45.93 |
| S1 |
43.97 |
43.97 |
45.25 |
44.76 |
| S2 |
42.41 |
42.41 |
44.97 |
|
| S3 |
39.28 |
40.84 |
44.68 |
|
| S4 |
36.15 |
37.71 |
43.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.10 |
43.97 |
3.13 |
6.9% |
1.62 |
3.5% |
50% |
False |
True |
358,930 |
| 10 |
47.15 |
43.71 |
3.44 |
7.6% |
1.72 |
3.8% |
53% |
False |
False |
360,727 |
| 20 |
48.07 |
43.71 |
4.36 |
9.6% |
1.85 |
4.1% |
42% |
False |
False |
276,579 |
| 40 |
50.04 |
38.51 |
11.53 |
25.3% |
2.10 |
4.6% |
61% |
False |
False |
195,727 |
| 60 |
55.06 |
38.51 |
16.55 |
36.3% |
1.90 |
4.2% |
42% |
False |
False |
140,316 |
| 80 |
62.68 |
38.51 |
24.17 |
53.1% |
1.82 |
4.0% |
29% |
False |
False |
110,293 |
| 100 |
64.04 |
38.51 |
25.53 |
56.1% |
1.79 |
3.9% |
28% |
False |
False |
91,723 |
| 120 |
65.03 |
38.51 |
26.52 |
58.2% |
1.75 |
3.8% |
27% |
False |
False |
78,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.63 |
|
2.618 |
50.63 |
|
1.618 |
48.79 |
|
1.000 |
47.65 |
|
0.618 |
46.95 |
|
HIGH |
45.81 |
|
0.618 |
45.11 |
|
0.500 |
44.89 |
|
0.382 |
44.67 |
|
LOW |
43.97 |
|
0.618 |
42.83 |
|
1.000 |
42.13 |
|
1.618 |
40.99 |
|
2.618 |
39.15 |
|
4.250 |
36.15 |
|
|
| Fisher Pivots for day following 02-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
45.32 |
45.54 |
| PP |
45.11 |
45.54 |
| S1 |
44.89 |
45.54 |
|