NYMEX Light Sweet Crude Oil Future December 2015
| Trading Metrics calculated at close of trading on 08-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2015 |
08-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
47.82 |
46.82 |
-1.00 |
-2.1% |
46.57 |
| High |
48.38 |
47.62 |
-0.76 |
-1.6% |
50.89 |
| Low |
46.83 |
45.30 |
-1.53 |
-3.3% |
44.63 |
| Close |
47.23 |
47.24 |
0.01 |
0.0% |
47.23 |
| Range |
1.55 |
2.32 |
0.77 |
49.7% |
6.26 |
| ATR |
2.44 |
2.43 |
-0.01 |
-0.3% |
0.00 |
| Volume |
118,785 |
71,532 |
-47,253 |
-39.8% |
747,003 |
|
| Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.68 |
52.78 |
48.52 |
|
| R3 |
51.36 |
50.46 |
47.88 |
|
| R2 |
49.04 |
49.04 |
47.67 |
|
| R1 |
48.14 |
48.14 |
47.45 |
48.59 |
| PP |
46.72 |
46.72 |
46.72 |
46.95 |
| S1 |
45.82 |
45.82 |
47.03 |
46.27 |
| S2 |
44.40 |
44.40 |
46.81 |
|
| S3 |
42.08 |
43.50 |
46.60 |
|
| S4 |
39.76 |
41.18 |
45.96 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.36 |
63.06 |
50.67 |
|
| R3 |
60.10 |
56.80 |
48.95 |
|
| R2 |
53.84 |
53.84 |
48.38 |
|
| R1 |
50.54 |
50.54 |
47.80 |
52.19 |
| PP |
47.58 |
47.58 |
47.58 |
48.41 |
| S1 |
44.28 |
44.28 |
46.66 |
45.93 |
| S2 |
41.32 |
41.32 |
46.08 |
|
| S3 |
35.06 |
38.02 |
45.51 |
|
| S4 |
28.80 |
31.76 |
43.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.22 |
44.63 |
5.59 |
11.8% |
2.91 |
6.2% |
47% |
False |
False |
134,522 |
| 10 |
50.89 |
39.59 |
11.30 |
23.9% |
3.10 |
6.6% |
68% |
False |
False |
127,138 |
| 20 |
50.89 |
39.22 |
11.67 |
24.7% |
2.35 |
5.0% |
69% |
False |
False |
119,778 |
| 40 |
55.30 |
39.22 |
16.08 |
34.0% |
1.92 |
4.1% |
50% |
False |
False |
92,314 |
| 60 |
62.98 |
39.22 |
23.76 |
50.3% |
1.85 |
3.9% |
34% |
False |
False |
79,342 |
| 80 |
63.39 |
39.22 |
24.17 |
51.2% |
1.79 |
3.8% |
33% |
False |
False |
72,066 |
| 100 |
65.38 |
39.22 |
26.16 |
55.4% |
1.75 |
3.7% |
31% |
False |
False |
68,614 |
| 120 |
65.38 |
39.22 |
26.16 |
55.4% |
1.78 |
3.8% |
31% |
False |
False |
65,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.48 |
|
2.618 |
53.69 |
|
1.618 |
51.37 |
|
1.000 |
49.94 |
|
0.618 |
49.05 |
|
HIGH |
47.62 |
|
0.618 |
46.73 |
|
0.500 |
46.46 |
|
0.382 |
46.19 |
|
LOW |
45.30 |
|
0.618 |
43.87 |
|
1.000 |
42.98 |
|
1.618 |
41.55 |
|
2.618 |
39.23 |
|
4.250 |
35.44 |
|
|
| Fisher Pivots for day following 08-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
46.98 |
47.42 |
| PP |
46.72 |
47.36 |
| S1 |
46.46 |
47.30 |
|