NYMEX Light Sweet Crude Oil Future December 2015
| Trading Metrics calculated at close of trading on 29-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2015 |
29-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
45.94 |
44.92 |
-1.02 |
-2.2% |
45.81 |
| High |
45.96 |
46.10 |
0.14 |
0.3% |
47.75 |
| Low |
44.75 |
44.75 |
0.00 |
0.0% |
44.31 |
| Close |
44.87 |
45.64 |
0.77 |
1.7% |
46.19 |
| Range |
1.21 |
1.35 |
0.14 |
11.6% |
3.44 |
| ATR |
2.05 |
2.00 |
-0.05 |
-2.4% |
0.00 |
| Volume |
114,882 |
89,078 |
-25,804 |
-22.5% |
480,441 |
|
| Daily Pivots for day following 29-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.55 |
48.94 |
46.38 |
|
| R3 |
48.20 |
47.59 |
46.01 |
|
| R2 |
46.85 |
46.85 |
45.89 |
|
| R1 |
46.24 |
46.24 |
45.76 |
46.55 |
| PP |
45.50 |
45.50 |
45.50 |
45.65 |
| S1 |
44.89 |
44.89 |
45.52 |
45.20 |
| S2 |
44.15 |
44.15 |
45.39 |
|
| S3 |
42.80 |
43.54 |
45.27 |
|
| S4 |
41.45 |
42.19 |
44.90 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.40 |
54.74 |
48.08 |
|
| R3 |
52.96 |
51.30 |
47.14 |
|
| R2 |
49.52 |
49.52 |
46.82 |
|
| R1 |
47.86 |
47.86 |
46.51 |
48.69 |
| PP |
46.08 |
46.08 |
46.08 |
46.50 |
| S1 |
44.42 |
44.42 |
45.87 |
45.25 |
| S2 |
42.64 |
42.64 |
45.56 |
|
| S3 |
39.20 |
40.98 |
45.24 |
|
| S4 |
35.76 |
37.54 |
44.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.75 |
44.31 |
3.44 |
7.5% |
1.63 |
3.6% |
39% |
False |
False |
104,319 |
| 10 |
48.48 |
44.31 |
4.17 |
9.1% |
1.78 |
3.9% |
32% |
False |
False |
106,515 |
| 20 |
50.22 |
44.31 |
5.91 |
12.9% |
2.07 |
4.5% |
23% |
False |
False |
108,418 |
| 40 |
50.89 |
39.22 |
11.67 |
25.6% |
2.02 |
4.4% |
55% |
False |
False |
106,559 |
| 60 |
55.70 |
39.22 |
16.48 |
36.1% |
1.90 |
4.2% |
39% |
False |
False |
92,664 |
| 80 |
63.12 |
39.22 |
23.90 |
52.4% |
1.80 |
3.9% |
27% |
False |
False |
81,403 |
| 100 |
64.39 |
39.22 |
25.17 |
55.1% |
1.78 |
3.9% |
26% |
False |
False |
75,086 |
| 120 |
65.38 |
39.22 |
26.16 |
57.3% |
1.75 |
3.8% |
25% |
False |
False |
72,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.84 |
|
2.618 |
49.63 |
|
1.618 |
48.28 |
|
1.000 |
47.45 |
|
0.618 |
46.93 |
|
HIGH |
46.10 |
|
0.618 |
45.58 |
|
0.500 |
45.43 |
|
0.382 |
45.27 |
|
LOW |
44.75 |
|
0.618 |
43.92 |
|
1.000 |
43.40 |
|
1.618 |
42.57 |
|
2.618 |
41.22 |
|
4.250 |
39.01 |
|
|
| Fisher Pivots for day following 29-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
45.57 |
45.82 |
| PP |
45.50 |
45.76 |
| S1 |
45.43 |
45.70 |
|