NYMEX Light Sweet Crude Oil Future November 2015
| Trading Metrics calculated at close of trading on 06-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2015 |
06-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
45.65 |
46.20 |
0.55 |
1.2% |
45.38 |
| High |
46.94 |
49.08 |
2.14 |
4.6% |
47.10 |
| Low |
45.21 |
45.73 |
0.52 |
1.2% |
43.97 |
| Close |
46.26 |
48.53 |
2.27 |
4.9% |
45.54 |
| Range |
1.73 |
3.35 |
1.62 |
93.6% |
3.13 |
| ATR |
1.97 |
2.07 |
0.10 |
5.0% |
0.00 |
| Volume |
323,061 |
453,101 |
130,040 |
40.3% |
1,794,654 |
|
| Daily Pivots for day following 06-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.83 |
56.53 |
50.37 |
|
| R3 |
54.48 |
53.18 |
49.45 |
|
| R2 |
51.13 |
51.13 |
49.14 |
|
| R1 |
49.83 |
49.83 |
48.84 |
50.48 |
| PP |
47.78 |
47.78 |
47.78 |
48.11 |
| S1 |
46.48 |
46.48 |
48.22 |
47.13 |
| S2 |
44.43 |
44.43 |
47.92 |
|
| S3 |
41.08 |
43.13 |
47.61 |
|
| S4 |
37.73 |
39.78 |
46.69 |
|
|
| 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 |
49.08 |
43.97 |
5.11 |
10.5% |
2.11 |
4.4% |
89% |
True |
False |
406,346 |
| 10 |
49.08 |
43.71 |
5.37 |
11.1% |
1.89 |
3.9% |
90% |
True |
False |
369,337 |
| 20 |
49.08 |
43.71 |
5.37 |
11.1% |
1.91 |
3.9% |
90% |
True |
False |
302,155 |
| 40 |
50.04 |
38.51 |
11.53 |
23.8% |
2.14 |
4.4% |
87% |
False |
False |
211,722 |
| 60 |
54.78 |
38.51 |
16.27 |
33.5% |
1.93 |
4.0% |
62% |
False |
False |
152,410 |
| 80 |
62.68 |
38.51 |
24.17 |
49.8% |
1.87 |
3.8% |
41% |
False |
False |
119,479 |
| 100 |
63.00 |
38.51 |
24.49 |
50.5% |
1.81 |
3.7% |
41% |
False |
False |
99,226 |
| 120 |
65.03 |
38.51 |
26.52 |
54.6% |
1.75 |
3.6% |
38% |
False |
False |
84,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.32 |
|
2.618 |
57.85 |
|
1.618 |
54.50 |
|
1.000 |
52.43 |
|
0.618 |
51.15 |
|
HIGH |
49.08 |
|
0.618 |
47.80 |
|
0.500 |
47.41 |
|
0.382 |
47.01 |
|
LOW |
45.73 |
|
0.618 |
43.66 |
|
1.000 |
42.38 |
|
1.618 |
40.31 |
|
2.618 |
36.96 |
|
4.250 |
31.49 |
|
|
| Fisher Pivots for day following 06-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
48.16 |
47.86 |
| PP |
47.78 |
47.19 |
| S1 |
47.41 |
46.53 |
|