NYMEX Light Sweet Crude Oil Future December 2015
| Trading Metrics calculated at close of trading on 07-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2015 |
07-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
46.74 |
49.50 |
2.76 |
5.9% |
45.94 |
| High |
49.58 |
50.22 |
0.64 |
1.3% |
47.54 |
| Low |
46.26 |
48.29 |
2.03 |
4.4% |
44.45 |
| Close |
49.02 |
48.40 |
-0.62 |
-1.3% |
46.00 |
| Range |
3.32 |
1.93 |
-1.39 |
-41.9% |
3.09 |
| ATR |
2.04 |
2.04 |
-0.01 |
-0.4% |
0.00 |
| Volume |
175,112 |
251,003 |
75,891 |
43.3% |
635,224 |
|
| Daily Pivots for day following 07-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.76 |
53.51 |
49.46 |
|
| R3 |
52.83 |
51.58 |
48.93 |
|
| R2 |
50.90 |
50.90 |
48.75 |
|
| R1 |
49.65 |
49.65 |
48.58 |
49.31 |
| PP |
48.97 |
48.97 |
48.97 |
48.80 |
| S1 |
47.72 |
47.72 |
48.22 |
47.38 |
| S2 |
47.04 |
47.04 |
48.05 |
|
| S3 |
45.11 |
45.79 |
47.87 |
|
| S4 |
43.18 |
43.86 |
47.34 |
|
|
| 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 |
50.22 |
44.45 |
5.77 |
11.9% |
2.25 |
4.6% |
68% |
True |
False |
173,108 |
| 10 |
50.22 |
44.31 |
5.91 |
12.2% |
1.79 |
3.7% |
69% |
True |
False |
140,527 |
| 20 |
50.22 |
44.31 |
5.91 |
12.2% |
1.86 |
3.8% |
69% |
True |
False |
119,856 |
| 40 |
50.89 |
39.22 |
11.67 |
24.1% |
2.10 |
4.3% |
79% |
False |
False |
119,096 |
| 60 |
55.30 |
39.22 |
16.08 |
33.2% |
1.90 |
3.9% |
57% |
False |
False |
101,920 |
| 80 |
62.98 |
39.22 |
23.76 |
49.1% |
1.86 |
3.9% |
39% |
False |
False |
90,034 |
| 100 |
63.39 |
39.22 |
24.17 |
49.9% |
1.81 |
3.7% |
38% |
False |
False |
82,011 |
| 120 |
65.38 |
39.22 |
26.16 |
54.0% |
1.77 |
3.7% |
35% |
False |
False |
77,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.42 |
|
2.618 |
55.27 |
|
1.618 |
53.34 |
|
1.000 |
52.15 |
|
0.618 |
51.41 |
|
HIGH |
50.22 |
|
0.618 |
49.48 |
|
0.500 |
49.26 |
|
0.382 |
49.03 |
|
LOW |
48.29 |
|
0.618 |
47.10 |
|
1.000 |
46.36 |
|
1.618 |
45.17 |
|
2.618 |
43.24 |
|
4.250 |
40.09 |
|
|
| Fisher Pivots for day following 07-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
49.26 |
48.25 |
| PP |
48.97 |
48.10 |
| S1 |
48.69 |
47.95 |
|