NYMEX Light Sweet Crude Oil Future December 2015
| Trading Metrics calculated at close of trading on 10-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2015 |
10-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
47.01 |
45.47 |
-1.54 |
-3.3% |
46.57 |
| High |
47.51 |
47.16 |
-0.35 |
-0.7% |
50.89 |
| Low |
45.35 |
44.67 |
-0.68 |
-1.5% |
44.63 |
| Close |
45.48 |
47.04 |
1.56 |
3.4% |
47.23 |
| Range |
2.16 |
2.49 |
0.33 |
15.3% |
6.26 |
| ATR |
2.41 |
2.41 |
0.01 |
0.2% |
0.00 |
| Volume |
80,843 |
86,648 |
5,805 |
7.2% |
747,003 |
|
| Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.76 |
52.89 |
48.41 |
|
| R3 |
51.27 |
50.40 |
47.72 |
|
| R2 |
48.78 |
48.78 |
47.50 |
|
| R1 |
47.91 |
47.91 |
47.27 |
48.35 |
| PP |
46.29 |
46.29 |
46.29 |
46.51 |
| S1 |
45.42 |
45.42 |
46.81 |
45.86 |
| S2 |
43.80 |
43.80 |
46.58 |
|
| S3 |
41.31 |
42.93 |
46.36 |
|
| S4 |
38.82 |
40.44 |
45.67 |
|
|
| 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 |
44.67 |
4.86 |
10.3% |
2.22 |
4.7% |
49% |
False |
True |
100,123 |
| 10 |
50.89 |
40.57 |
10.32 |
21.9% |
3.29 |
7.0% |
63% |
False |
False |
120,501 |
| 20 |
50.89 |
39.22 |
11.67 |
24.8% |
2.41 |
5.1% |
67% |
False |
False |
116,537 |
| 40 |
53.94 |
39.22 |
14.72 |
31.3% |
1.92 |
4.1% |
53% |
False |
False |
92,998 |
| 60 |
62.98 |
39.22 |
23.76 |
50.5% |
1.89 |
4.0% |
33% |
False |
False |
80,970 |
| 80 |
63.12 |
39.22 |
23.90 |
50.8% |
1.81 |
3.8% |
33% |
False |
False |
73,163 |
| 100 |
65.38 |
39.22 |
26.16 |
55.6% |
1.76 |
3.7% |
30% |
False |
False |
69,088 |
| 120 |
65.38 |
39.22 |
26.16 |
55.6% |
1.78 |
3.8% |
30% |
False |
False |
65,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.74 |
|
2.618 |
53.68 |
|
1.618 |
51.19 |
|
1.000 |
49.65 |
|
0.618 |
48.70 |
|
HIGH |
47.16 |
|
0.618 |
46.21 |
|
0.500 |
45.92 |
|
0.382 |
45.62 |
|
LOW |
44.67 |
|
0.618 |
43.13 |
|
1.000 |
42.18 |
|
1.618 |
40.64 |
|
2.618 |
38.15 |
|
4.250 |
34.09 |
|
|
| Fisher Pivots for day following 10-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
46.67 |
46.74 |
| PP |
46.29 |
46.44 |
| S1 |
45.92 |
46.15 |
|