NYMEX Light Sweet Crude Oil Future November 2015
| Trading Metrics calculated at close of trading on 07-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2015 |
07-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
46.20 |
49.00 |
2.80 |
6.1% |
45.38 |
| High |
49.08 |
49.71 |
0.63 |
1.3% |
47.10 |
| Low |
45.73 |
47.70 |
1.97 |
4.3% |
43.97 |
| Close |
48.53 |
47.81 |
-0.72 |
-1.5% |
45.54 |
| Range |
3.35 |
2.01 |
-1.34 |
-40.0% |
3.13 |
| ATR |
2.07 |
2.07 |
0.00 |
-0.2% |
0.00 |
| Volume |
453,101 |
547,488 |
94,387 |
20.8% |
1,794,654 |
|
| Daily Pivots for day following 07-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.44 |
53.13 |
48.92 |
|
| R3 |
52.43 |
51.12 |
48.36 |
|
| R2 |
50.42 |
50.42 |
48.18 |
|
| R1 |
49.11 |
49.11 |
47.99 |
48.76 |
| PP |
48.41 |
48.41 |
48.41 |
48.23 |
| S1 |
47.10 |
47.10 |
47.63 |
46.75 |
| S2 |
46.40 |
46.40 |
47.44 |
|
| S3 |
44.39 |
45.09 |
47.26 |
|
| S4 |
42.38 |
43.08 |
46.70 |
|
|
| 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 |
49.71 |
43.97 |
5.74 |
12.0% |
2.28 |
4.8% |
67% |
True |
False |
444,673 |
| 10 |
49.71 |
43.71 |
6.00 |
12.5% |
1.82 |
3.8% |
68% |
True |
False |
382,890 |
| 20 |
49.71 |
43.71 |
6.00 |
12.5% |
1.90 |
4.0% |
68% |
True |
False |
320,628 |
| 40 |
50.04 |
38.51 |
11.53 |
24.1% |
2.14 |
4.5% |
81% |
False |
False |
222,683 |
| 60 |
54.78 |
38.51 |
16.27 |
34.0% |
1.92 |
4.0% |
57% |
False |
False |
161,112 |
| 80 |
62.68 |
38.51 |
24.17 |
50.6% |
1.88 |
3.9% |
38% |
False |
False |
126,172 |
| 100 |
63.00 |
38.51 |
24.49 |
51.2% |
1.82 |
3.8% |
38% |
False |
False |
104,615 |
| 120 |
65.03 |
38.51 |
26.52 |
55.5% |
1.76 |
3.7% |
35% |
False |
False |
89,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.25 |
|
2.618 |
54.97 |
|
1.618 |
52.96 |
|
1.000 |
51.72 |
|
0.618 |
50.95 |
|
HIGH |
49.71 |
|
0.618 |
48.94 |
|
0.500 |
48.71 |
|
0.382 |
48.47 |
|
LOW |
47.70 |
|
0.618 |
46.46 |
|
1.000 |
45.69 |
|
1.618 |
44.45 |
|
2.618 |
42.44 |
|
4.250 |
39.16 |
|
|
| Fisher Pivots for day following 07-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
48.71 |
47.69 |
| PP |
48.41 |
47.58 |
| S1 |
48.11 |
47.46 |
|