NYMEX Light Sweet Crude Oil Future November 2015
| Trading Metrics calculated at close of trading on 12-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2015 |
12-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
49.69 |
49.51 |
-0.18 |
-0.4% |
45.65 |
| High |
50.92 |
50.13 |
-0.79 |
-1.6% |
50.92 |
| Low |
49.17 |
47.04 |
-2.13 |
-4.3% |
45.21 |
| Close |
49.63 |
47.10 |
-2.53 |
-5.1% |
49.63 |
| Range |
1.75 |
3.09 |
1.34 |
76.6% |
5.71 |
| ATR |
2.06 |
2.13 |
0.07 |
3.6% |
0.00 |
| Volume |
508,680 |
408,663 |
-100,017 |
-19.7% |
2,342,090 |
|
| Daily Pivots for day following 12-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.36 |
55.32 |
48.80 |
|
| R3 |
54.27 |
52.23 |
47.95 |
|
| R2 |
51.18 |
51.18 |
47.67 |
|
| R1 |
49.14 |
49.14 |
47.38 |
48.62 |
| PP |
48.09 |
48.09 |
48.09 |
47.83 |
| S1 |
46.05 |
46.05 |
46.82 |
45.53 |
| S2 |
45.00 |
45.00 |
46.53 |
|
| S3 |
41.91 |
42.96 |
46.25 |
|
| S4 |
38.82 |
39.87 |
45.40 |
|
|
| 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 |
45.73 |
5.19 |
11.0% |
2.50 |
5.3% |
26% |
False |
False |
485,538 |
| 10 |
50.92 |
43.97 |
6.95 |
14.8% |
2.11 |
4.5% |
45% |
False |
False |
427,150 |
| 20 |
50.92 |
43.71 |
7.21 |
15.3% |
1.97 |
4.2% |
47% |
False |
False |
364,164 |
| 40 |
50.92 |
38.51 |
12.41 |
26.3% |
2.21 |
4.7% |
69% |
False |
False |
247,959 |
| 60 |
52.45 |
38.51 |
13.94 |
29.6% |
1.97 |
4.2% |
62% |
False |
False |
183,601 |
| 80 |
62.41 |
38.51 |
23.90 |
50.7% |
1.91 |
4.1% |
36% |
False |
False |
143,263 |
| 100 |
62.87 |
38.51 |
24.36 |
51.7% |
1.84 |
3.9% |
35% |
False |
False |
118,560 |
| 120 |
65.03 |
38.51 |
26.52 |
56.3% |
1.78 |
3.8% |
32% |
False |
False |
100,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.26 |
|
2.618 |
58.22 |
|
1.618 |
55.13 |
|
1.000 |
53.22 |
|
0.618 |
52.04 |
|
HIGH |
50.13 |
|
0.618 |
48.95 |
|
0.500 |
48.59 |
|
0.382 |
48.22 |
|
LOW |
47.04 |
|
0.618 |
45.13 |
|
1.000 |
43.95 |
|
1.618 |
42.04 |
|
2.618 |
38.95 |
|
4.250 |
33.91 |
|
|
| Fisher Pivots for day following 12-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
48.59 |
48.98 |
| PP |
48.09 |
48.35 |
| S1 |
47.60 |
47.73 |
|