NYMEX Light Sweet Crude Oil Future December 2015
| Trading Metrics calculated at close of trading on 24-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2015 |
24-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
47.05 |
45.23 |
-1.82 |
-3.9% |
45.90 |
| High |
47.75 |
45.74 |
-2.01 |
-4.2% |
48.48 |
| Low |
45.04 |
44.31 |
-0.73 |
-1.6% |
44.67 |
| Close |
45.10 |
45.48 |
0.38 |
0.8% |
45.56 |
| Range |
2.71 |
1.43 |
-1.28 |
-47.2% |
3.81 |
| ATR |
2.20 |
2.14 |
-0.05 |
-2.5% |
0.00 |
| Volume |
98,544 |
113,848 |
15,304 |
15.5% |
544,568 |
|
| Daily Pivots for day following 24-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.47 |
48.90 |
46.27 |
|
| R3 |
48.04 |
47.47 |
45.87 |
|
| R2 |
46.61 |
46.61 |
45.74 |
|
| R1 |
46.04 |
46.04 |
45.61 |
46.33 |
| PP |
45.18 |
45.18 |
45.18 |
45.32 |
| S1 |
44.61 |
44.61 |
45.35 |
44.90 |
| S2 |
43.75 |
43.75 |
45.22 |
|
| S3 |
42.32 |
43.18 |
45.09 |
|
| S4 |
40.89 |
41.75 |
44.69 |
|
|
| 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 |
47.79 |
44.31 |
3.48 |
7.7% |
2.00 |
4.4% |
34% |
False |
True |
95,409 |
| 10 |
48.48 |
44.31 |
4.17 |
9.2% |
1.82 |
4.0% |
28% |
False |
True |
101,905 |
| 20 |
50.89 |
40.57 |
10.32 |
22.7% |
2.56 |
5.6% |
48% |
False |
False |
111,203 |
| 40 |
50.89 |
39.22 |
11.67 |
25.7% |
2.03 |
4.5% |
54% |
False |
False |
103,770 |
| 60 |
60.26 |
39.22 |
21.04 |
46.3% |
1.94 |
4.3% |
30% |
False |
False |
90,670 |
| 80 |
63.12 |
39.22 |
23.90 |
52.6% |
1.82 |
4.0% |
26% |
False |
False |
79,683 |
| 100 |
65.38 |
39.22 |
26.16 |
57.5% |
1.80 |
4.0% |
24% |
False |
False |
73,812 |
| 120 |
65.38 |
39.22 |
26.16 |
57.5% |
1.76 |
3.9% |
24% |
False |
False |
71,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.82 |
|
2.618 |
49.48 |
|
1.618 |
48.05 |
|
1.000 |
47.17 |
|
0.618 |
46.62 |
|
HIGH |
45.74 |
|
0.618 |
45.19 |
|
0.500 |
45.03 |
|
0.382 |
44.86 |
|
LOW |
44.31 |
|
0.618 |
43.43 |
|
1.000 |
42.88 |
|
1.618 |
42.00 |
|
2.618 |
40.57 |
|
4.250 |
38.23 |
|
|
| Fisher Pivots for day following 24-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
45.33 |
46.03 |
| PP |
45.18 |
45.85 |
| S1 |
45.03 |
45.66 |
|