NYMEX Light Sweet Crude Oil Future November 2015
| Trading Metrics calculated at close of trading on 05-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2015 |
05-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
45.07 |
45.65 |
0.58 |
1.3% |
45.38 |
| High |
45.81 |
46.94 |
1.13 |
2.5% |
47.10 |
| Low |
43.97 |
45.21 |
1.24 |
2.8% |
43.97 |
| Close |
45.54 |
46.26 |
0.72 |
1.6% |
45.54 |
| Range |
1.84 |
1.73 |
-0.11 |
-6.0% |
3.13 |
| ATR |
1.99 |
1.97 |
-0.02 |
-0.9% |
0.00 |
| Volume |
420,740 |
323,061 |
-97,679 |
-23.2% |
1,794,654 |
|
| Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.33 |
50.52 |
47.21 |
|
| R3 |
49.60 |
48.79 |
46.74 |
|
| R2 |
47.87 |
47.87 |
46.58 |
|
| R1 |
47.06 |
47.06 |
46.42 |
47.47 |
| PP |
46.14 |
46.14 |
46.14 |
46.34 |
| S1 |
45.33 |
45.33 |
46.10 |
45.74 |
| S2 |
44.41 |
44.41 |
45.94 |
|
| S3 |
42.68 |
43.60 |
45.78 |
|
| S4 |
40.95 |
41.87 |
45.31 |
|
|
| 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 |
6.8% |
1.72 |
3.7% |
73% |
False |
False |
368,761 |
| 10 |
47.15 |
43.71 |
3.44 |
7.4% |
1.69 |
3.7% |
74% |
False |
False |
358,614 |
| 20 |
48.07 |
43.71 |
4.36 |
9.4% |
1.85 |
4.0% |
58% |
False |
False |
287,709 |
| 40 |
50.04 |
38.51 |
11.53 |
24.9% |
2.11 |
4.6% |
67% |
False |
False |
201,973 |
| 60 |
54.78 |
38.51 |
16.27 |
35.2% |
1.90 |
4.1% |
48% |
False |
False |
145,259 |
| 80 |
62.68 |
38.51 |
24.17 |
52.2% |
1.83 |
4.0% |
32% |
False |
False |
114,008 |
| 100 |
63.30 |
38.51 |
24.79 |
53.6% |
1.79 |
3.9% |
31% |
False |
False |
94,824 |
| 120 |
65.03 |
38.51 |
26.52 |
57.3% |
1.74 |
3.8% |
29% |
False |
False |
81,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.29 |
|
2.618 |
51.47 |
|
1.618 |
49.74 |
|
1.000 |
48.67 |
|
0.618 |
48.01 |
|
HIGH |
46.94 |
|
0.618 |
46.28 |
|
0.500 |
46.08 |
|
0.382 |
45.87 |
|
LOW |
45.21 |
|
0.618 |
44.14 |
|
1.000 |
43.48 |
|
1.618 |
42.41 |
|
2.618 |
40.68 |
|
4.250 |
37.86 |
|
|
| Fisher Pivots for day following 05-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
46.20 |
46.02 |
| PP |
46.14 |
45.78 |
| S1 |
46.08 |
45.54 |
|