NYMEX Light Sweet Crude Oil Future November 2015
| Trading Metrics calculated at close of trading on 08-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2015 |
08-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
49.00 |
48.11 |
-0.89 |
-1.8% |
45.38 |
| High |
49.71 |
50.07 |
0.36 |
0.7% |
47.10 |
| Low |
47.70 |
47.76 |
0.06 |
0.1% |
43.97 |
| Close |
47.81 |
49.43 |
1.62 |
3.4% |
45.54 |
| Range |
2.01 |
2.31 |
0.30 |
14.9% |
3.13 |
| ATR |
2.07 |
2.08 |
0.02 |
0.8% |
0.00 |
| Volume |
547,488 |
509,760 |
-37,728 |
-6.9% |
1,794,654 |
|
| Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.02 |
55.03 |
50.70 |
|
| R3 |
53.71 |
52.72 |
50.07 |
|
| R2 |
51.40 |
51.40 |
49.85 |
|
| R1 |
50.41 |
50.41 |
49.64 |
50.91 |
| PP |
49.09 |
49.09 |
49.09 |
49.33 |
| S1 |
48.10 |
48.10 |
49.22 |
48.60 |
| S2 |
46.78 |
46.78 |
49.01 |
|
| S3 |
44.47 |
45.79 |
48.79 |
|
| S4 |
42.16 |
43.48 |
48.16 |
|
|
| 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 |
50.07 |
43.97 |
6.10 |
12.3% |
2.25 |
4.5% |
90% |
True |
False |
450,830 |
| 10 |
50.07 |
43.97 |
6.10 |
12.3% |
1.90 |
3.8% |
90% |
True |
False |
396,668 |
| 20 |
50.07 |
43.71 |
6.36 |
12.9% |
1.88 |
3.8% |
90% |
True |
False |
335,279 |
| 40 |
50.07 |
38.51 |
11.56 |
23.4% |
2.17 |
4.4% |
94% |
True |
False |
232,238 |
| 60 |
53.42 |
38.51 |
14.91 |
30.2% |
1.92 |
3.9% |
73% |
False |
False |
169,079 |
| 80 |
62.68 |
38.51 |
24.17 |
48.9% |
1.89 |
3.8% |
45% |
False |
False |
132,383 |
| 100 |
62.87 |
38.51 |
24.36 |
49.3% |
1.82 |
3.7% |
45% |
False |
False |
109,606 |
| 120 |
65.03 |
38.51 |
26.52 |
53.7% |
1.76 |
3.6% |
41% |
False |
False |
93,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.89 |
|
2.618 |
56.12 |
|
1.618 |
53.81 |
|
1.000 |
52.38 |
|
0.618 |
51.50 |
|
HIGH |
50.07 |
|
0.618 |
49.19 |
|
0.500 |
48.92 |
|
0.382 |
48.64 |
|
LOW |
47.76 |
|
0.618 |
46.33 |
|
1.000 |
45.45 |
|
1.618 |
44.02 |
|
2.618 |
41.71 |
|
4.250 |
37.94 |
|
|
| Fisher Pivots for day following 08-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
49.26 |
48.92 |
| PP |
49.09 |
48.41 |
| S1 |
48.92 |
47.90 |
|