NYMEX Light Sweet Crude Oil Future December 2015
| Trading Metrics calculated at close of trading on 02-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2015 |
02-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
45.85 |
45.54 |
-0.31 |
-0.7% |
45.94 |
| High |
47.54 |
46.27 |
-1.27 |
-2.7% |
47.54 |
| Low |
45.11 |
44.45 |
-0.66 |
-1.5% |
44.45 |
| Close |
45.22 |
46.00 |
0.78 |
1.7% |
46.00 |
| Range |
2.43 |
1.82 |
-0.61 |
-25.1% |
3.09 |
| ATR |
1.97 |
1.96 |
-0.01 |
-0.6% |
0.00 |
| Volume |
157,451 |
157,132 |
-319 |
-0.2% |
635,224 |
|
| Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.03 |
50.34 |
47.00 |
|
| R3 |
49.21 |
48.52 |
46.50 |
|
| R2 |
47.39 |
47.39 |
46.33 |
|
| R1 |
46.70 |
46.70 |
46.17 |
47.05 |
| PP |
45.57 |
45.57 |
45.57 |
45.75 |
| S1 |
44.88 |
44.88 |
45.83 |
45.23 |
| S2 |
43.75 |
43.75 |
45.67 |
|
| S3 |
41.93 |
43.06 |
45.50 |
|
| S4 |
40.11 |
41.24 |
45.00 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.27 |
53.72 |
47.70 |
|
| R3 |
52.18 |
50.63 |
46.85 |
|
| R2 |
49.09 |
49.09 |
46.57 |
|
| R1 |
47.54 |
47.54 |
46.28 |
48.32 |
| PP |
46.00 |
46.00 |
46.00 |
46.38 |
| S1 |
44.45 |
44.45 |
45.72 |
45.23 |
| S2 |
42.91 |
42.91 |
45.43 |
|
| S3 |
39.82 |
41.36 |
45.15 |
|
| S4 |
36.73 |
38.27 |
44.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.54 |
44.45 |
3.09 |
6.7% |
1.60 |
3.5% |
50% |
False |
True |
127,044 |
| 10 |
47.75 |
44.31 |
3.44 |
7.5% |
1.68 |
3.7% |
49% |
False |
False |
111,566 |
| 20 |
48.48 |
44.31 |
4.17 |
9.1% |
1.81 |
3.9% |
41% |
False |
False |
105,866 |
| 40 |
50.89 |
39.22 |
11.67 |
25.4% |
2.06 |
4.5% |
58% |
False |
False |
112,230 |
| 60 |
55.70 |
39.22 |
16.48 |
35.8% |
1.88 |
4.1% |
41% |
False |
False |
95,708 |
| 80 |
62.98 |
39.22 |
23.76 |
51.7% |
1.81 |
3.9% |
29% |
False |
False |
84,861 |
| 100 |
64.39 |
39.22 |
25.17 |
54.7% |
1.79 |
3.9% |
27% |
False |
False |
77,978 |
| 120 |
65.38 |
39.22 |
26.16 |
56.9% |
1.76 |
3.8% |
26% |
False |
False |
74,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.01 |
|
2.618 |
51.03 |
|
1.618 |
49.21 |
|
1.000 |
48.09 |
|
0.618 |
47.39 |
|
HIGH |
46.27 |
|
0.618 |
45.57 |
|
0.500 |
45.36 |
|
0.382 |
45.15 |
|
LOW |
44.45 |
|
0.618 |
43.33 |
|
1.000 |
42.63 |
|
1.618 |
41.51 |
|
2.618 |
39.69 |
|
4.250 |
36.72 |
|
|
| Fisher Pivots for day following 02-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
45.79 |
46.00 |
| PP |
45.57 |
46.00 |
| S1 |
45.36 |
46.00 |
|