NYMEX Light Sweet Crude Oil Future December 2015
| Trading Metrics calculated at close of trading on 09-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2015 |
09-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
46.82 |
47.01 |
0.19 |
0.4% |
46.57 |
| High |
47.62 |
47.51 |
-0.11 |
-0.2% |
50.89 |
| Low |
45.30 |
45.35 |
0.05 |
0.1% |
44.63 |
| Close |
47.24 |
45.48 |
-1.76 |
-3.7% |
47.23 |
| Range |
2.32 |
2.16 |
-0.16 |
-6.9% |
6.26 |
| ATR |
2.43 |
2.41 |
-0.02 |
-0.8% |
0.00 |
| Volume |
71,532 |
80,843 |
9,311 |
13.0% |
747,003 |
|
| Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.59 |
51.20 |
46.67 |
|
| R3 |
50.43 |
49.04 |
46.07 |
|
| R2 |
48.27 |
48.27 |
45.88 |
|
| R1 |
46.88 |
46.88 |
45.68 |
46.50 |
| PP |
46.11 |
46.11 |
46.11 |
45.92 |
| S1 |
44.72 |
44.72 |
45.28 |
44.34 |
| S2 |
43.95 |
43.95 |
45.08 |
|
| S3 |
41.79 |
42.56 |
44.89 |
|
| S4 |
39.63 |
40.40 |
44.29 |
|
|
| 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 |
49.53 |
44.63 |
4.90 |
10.8% |
2.40 |
5.3% |
17% |
False |
False |
116,652 |
| 10 |
50.89 |
40.10 |
10.79 |
23.7% |
3.15 |
6.9% |
50% |
False |
False |
122,627 |
| 20 |
50.89 |
39.22 |
11.67 |
25.7% |
2.34 |
5.1% |
54% |
False |
False |
118,335 |
| 40 |
55.30 |
39.22 |
16.08 |
35.4% |
1.92 |
4.2% |
39% |
False |
False |
92,953 |
| 60 |
62.98 |
39.22 |
23.76 |
52.2% |
1.87 |
4.1% |
26% |
False |
False |
80,094 |
| 80 |
63.39 |
39.22 |
24.17 |
53.1% |
1.80 |
4.0% |
26% |
False |
False |
72,550 |
| 100 |
65.38 |
39.22 |
26.16 |
57.5% |
1.75 |
3.9% |
24% |
False |
False |
68,778 |
| 120 |
65.38 |
39.22 |
26.16 |
57.5% |
1.78 |
3.9% |
24% |
False |
False |
65,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.69 |
|
2.618 |
53.16 |
|
1.618 |
51.00 |
|
1.000 |
49.67 |
|
0.618 |
48.84 |
|
HIGH |
47.51 |
|
0.618 |
46.68 |
|
0.500 |
46.43 |
|
0.382 |
46.18 |
|
LOW |
45.35 |
|
0.618 |
44.02 |
|
1.000 |
43.19 |
|
1.618 |
41.86 |
|
2.618 |
39.70 |
|
4.250 |
36.17 |
|
|
| Fisher Pivots for day following 09-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
46.43 |
46.84 |
| PP |
46.11 |
46.39 |
| S1 |
45.80 |
45.93 |
|