NYMEX Light Sweet Crude Oil Future December 2015
| Trading Metrics calculated at close of trading on 06-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2015 |
06-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
46.00 |
46.74 |
0.74 |
1.6% |
45.94 |
| High |
47.42 |
49.58 |
2.16 |
4.6% |
47.54 |
| Low |
45.67 |
46.26 |
0.59 |
1.3% |
44.45 |
| Close |
46.75 |
49.02 |
2.27 |
4.9% |
46.00 |
| Range |
1.75 |
3.32 |
1.57 |
89.7% |
3.09 |
| ATR |
1.95 |
2.04 |
0.10 |
5.0% |
0.00 |
| Volume |
124,845 |
175,112 |
50,267 |
40.3% |
635,224 |
|
| Daily Pivots for day following 06-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.25 |
56.95 |
50.85 |
|
| R3 |
54.93 |
53.63 |
49.93 |
|
| R2 |
51.61 |
51.61 |
49.63 |
|
| R1 |
50.31 |
50.31 |
49.32 |
50.96 |
| PP |
48.29 |
48.29 |
48.29 |
48.61 |
| S1 |
46.99 |
46.99 |
48.72 |
47.64 |
| S2 |
44.97 |
44.97 |
48.41 |
|
| S3 |
41.65 |
43.67 |
48.11 |
|
| S4 |
38.33 |
40.35 |
47.19 |
|
|
| 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 |
49.58 |
44.45 |
5.13 |
10.5% |
2.10 |
4.3% |
89% |
True |
False |
146,244 |
| 10 |
49.58 |
44.31 |
5.27 |
10.8% |
1.87 |
3.8% |
89% |
True |
False |
125,282 |
| 20 |
49.58 |
44.31 |
5.27 |
10.8% |
1.87 |
3.8% |
89% |
True |
False |
111,348 |
| 40 |
50.89 |
39.22 |
11.67 |
23.8% |
2.11 |
4.3% |
84% |
False |
False |
115,563 |
| 60 |
55.30 |
39.22 |
16.08 |
32.8% |
1.90 |
3.9% |
61% |
False |
False |
98,658 |
| 80 |
62.98 |
39.22 |
23.76 |
48.5% |
1.85 |
3.8% |
41% |
False |
False |
87,344 |
| 100 |
63.39 |
39.22 |
24.17 |
49.3% |
1.81 |
3.7% |
41% |
False |
False |
79,922 |
| 120 |
65.38 |
39.22 |
26.16 |
53.4% |
1.77 |
3.6% |
37% |
False |
False |
75,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.69 |
|
2.618 |
58.27 |
|
1.618 |
54.95 |
|
1.000 |
52.90 |
|
0.618 |
51.63 |
|
HIGH |
49.58 |
|
0.618 |
48.31 |
|
0.500 |
47.92 |
|
0.382 |
47.53 |
|
LOW |
46.26 |
|
0.618 |
44.21 |
|
1.000 |
42.94 |
|
1.618 |
40.89 |
|
2.618 |
37.57 |
|
4.250 |
32.15 |
|
|
| Fisher Pivots for day following 06-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
48.65 |
48.35 |
| PP |
48.29 |
47.68 |
| S1 |
47.92 |
47.02 |
|