NYMEX Light Sweet Crude Oil Future December 2015
| Trading Metrics calculated at close of trading on 18-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2015 |
18-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
47.97 |
47.60 |
-0.37 |
-0.8% |
45.90 |
| High |
48.48 |
47.79 |
-0.69 |
-1.4% |
48.48 |
| Low |
47.16 |
45.14 |
-2.02 |
-4.3% |
44.67 |
| Close |
47.66 |
45.56 |
-2.10 |
-4.4% |
45.56 |
| Range |
1.32 |
2.65 |
1.33 |
100.8% |
3.81 |
| ATR |
2.19 |
2.23 |
0.03 |
1.5% |
0.00 |
| Volume |
142,704 |
101,855 |
-40,849 |
-28.6% |
544,568 |
|
| Daily Pivots for day following 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.11 |
52.49 |
47.02 |
|
| R3 |
51.46 |
49.84 |
46.29 |
|
| R2 |
48.81 |
48.81 |
46.05 |
|
| R1 |
47.19 |
47.19 |
45.80 |
46.68 |
| PP |
46.16 |
46.16 |
46.16 |
45.91 |
| S1 |
44.54 |
44.54 |
45.32 |
44.03 |
| S2 |
43.51 |
43.51 |
45.07 |
|
| S3 |
40.86 |
41.89 |
44.83 |
|
| S4 |
38.21 |
39.24 |
44.10 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.67 |
55.42 |
47.66 |
|
| R3 |
53.86 |
51.61 |
46.61 |
|
| R2 |
50.05 |
50.05 |
46.26 |
|
| R1 |
47.80 |
47.80 |
45.91 |
47.02 |
| PP |
46.24 |
46.24 |
46.24 |
45.85 |
| S1 |
43.99 |
43.99 |
45.21 |
43.21 |
| S2 |
42.43 |
42.43 |
44.86 |
|
| S3 |
38.62 |
40.18 |
44.51 |
|
| S4 |
34.81 |
36.37 |
43.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.48 |
44.67 |
3.81 |
8.4% |
1.81 |
4.0% |
23% |
False |
False |
108,913 |
| 10 |
48.48 |
44.67 |
3.81 |
8.4% |
1.94 |
4.3% |
23% |
False |
False |
100,167 |
| 20 |
50.89 |
39.22 |
11.67 |
25.6% |
2.53 |
5.6% |
54% |
False |
False |
116,884 |
| 40 |
51.08 |
39.22 |
11.86 |
26.0% |
2.00 |
4.4% |
53% |
False |
False |
100,942 |
| 60 |
61.70 |
39.22 |
22.48 |
49.3% |
1.90 |
4.2% |
28% |
False |
False |
86,821 |
| 80 |
63.12 |
39.22 |
23.90 |
52.5% |
1.82 |
4.0% |
27% |
False |
False |
78,061 |
| 100 |
65.38 |
39.22 |
26.16 |
57.4% |
1.78 |
3.9% |
24% |
False |
False |
72,400 |
| 120 |
65.38 |
39.22 |
26.16 |
57.4% |
1.77 |
3.9% |
24% |
False |
False |
69,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.05 |
|
2.618 |
54.73 |
|
1.618 |
52.08 |
|
1.000 |
50.44 |
|
0.618 |
49.43 |
|
HIGH |
47.79 |
|
0.618 |
46.78 |
|
0.500 |
46.47 |
|
0.382 |
46.15 |
|
LOW |
45.14 |
|
0.618 |
43.50 |
|
1.000 |
42.49 |
|
1.618 |
40.85 |
|
2.618 |
38.20 |
|
4.250 |
33.88 |
|
|
| Fisher Pivots for day following 18-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
46.47 |
46.81 |
| PP |
46.16 |
46.39 |
| S1 |
45.86 |
45.98 |
|