NYMEX Light Sweet Crude Oil Future November 2015
| Trading Metrics calculated at close of trading on 09-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2015 |
09-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
48.11 |
49.69 |
1.58 |
3.3% |
45.65 |
| High |
50.07 |
50.92 |
0.85 |
1.7% |
50.92 |
| Low |
47.76 |
49.17 |
1.41 |
3.0% |
45.21 |
| Close |
49.43 |
49.63 |
0.20 |
0.4% |
49.63 |
| Range |
2.31 |
1.75 |
-0.56 |
-24.2% |
5.71 |
| ATR |
2.08 |
2.06 |
-0.02 |
-1.1% |
0.00 |
| Volume |
509,760 |
508,680 |
-1,080 |
-0.2% |
2,342,090 |
|
| Daily Pivots for day following 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.16 |
54.14 |
50.59 |
|
| R3 |
53.41 |
52.39 |
50.11 |
|
| R2 |
51.66 |
51.66 |
49.95 |
|
| R1 |
50.64 |
50.64 |
49.79 |
50.28 |
| PP |
49.91 |
49.91 |
49.91 |
49.72 |
| S1 |
48.89 |
48.89 |
49.47 |
48.53 |
| S2 |
48.16 |
48.16 |
49.31 |
|
| S3 |
46.41 |
47.14 |
49.15 |
|
| S4 |
44.66 |
45.39 |
48.67 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.72 |
63.38 |
52.77 |
|
| R3 |
60.01 |
57.67 |
51.20 |
|
| R2 |
54.30 |
54.30 |
50.68 |
|
| R1 |
51.96 |
51.96 |
50.15 |
53.13 |
| PP |
48.59 |
48.59 |
48.59 |
49.17 |
| S1 |
46.25 |
46.25 |
49.11 |
47.42 |
| S2 |
42.88 |
42.88 |
48.58 |
|
| S3 |
37.17 |
40.54 |
48.06 |
|
| S4 |
31.46 |
34.83 |
46.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.92 |
45.21 |
5.71 |
11.5% |
2.23 |
4.5% |
77% |
True |
False |
468,418 |
| 10 |
50.92 |
43.97 |
6.95 |
14.0% |
1.92 |
3.9% |
81% |
True |
False |
413,674 |
| 20 |
50.92 |
43.71 |
7.21 |
14.5% |
1.88 |
3.8% |
82% |
True |
False |
352,294 |
| 40 |
50.92 |
38.51 |
12.41 |
25.0% |
2.17 |
4.4% |
90% |
True |
False |
241,332 |
| 60 |
52.45 |
38.51 |
13.94 |
28.1% |
1.93 |
3.9% |
80% |
False |
False |
177,122 |
| 80 |
62.41 |
38.51 |
23.90 |
48.2% |
1.89 |
3.8% |
47% |
False |
False |
138,557 |
| 100 |
62.87 |
38.51 |
24.36 |
49.1% |
1.82 |
3.7% |
46% |
False |
False |
114,610 |
| 120 |
65.03 |
38.51 |
26.52 |
53.4% |
1.77 |
3.6% |
42% |
False |
False |
97,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.36 |
|
2.618 |
55.50 |
|
1.618 |
53.75 |
|
1.000 |
52.67 |
|
0.618 |
52.00 |
|
HIGH |
50.92 |
|
0.618 |
50.25 |
|
0.500 |
50.05 |
|
0.382 |
49.84 |
|
LOW |
49.17 |
|
0.618 |
48.09 |
|
1.000 |
47.42 |
|
1.618 |
46.34 |
|
2.618 |
44.59 |
|
4.250 |
41.73 |
|
|
| Fisher Pivots for day following 09-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
50.05 |
49.52 |
| PP |
49.91 |
49.42 |
| S1 |
49.77 |
49.31 |
|