NYMEX Light Sweet Crude Oil Future December 2015
| Trading Metrics calculated at close of trading on 08-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2015 |
08-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
49.50 |
48.75 |
-0.75 |
-1.5% |
45.94 |
| High |
50.22 |
50.61 |
0.39 |
0.8% |
47.54 |
| Low |
48.29 |
48.32 |
0.03 |
0.1% |
44.45 |
| Close |
48.40 |
50.00 |
1.60 |
3.3% |
46.00 |
| Range |
1.93 |
2.29 |
0.36 |
18.7% |
3.09 |
| ATR |
2.04 |
2.05 |
0.02 |
0.9% |
0.00 |
| Volume |
251,003 |
251,310 |
307 |
0.1% |
635,224 |
|
| Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.51 |
55.55 |
51.26 |
|
| R3 |
54.22 |
53.26 |
50.63 |
|
| R2 |
51.93 |
51.93 |
50.42 |
|
| R1 |
50.97 |
50.97 |
50.21 |
51.45 |
| PP |
49.64 |
49.64 |
49.64 |
49.89 |
| S1 |
48.68 |
48.68 |
49.79 |
49.16 |
| S2 |
47.35 |
47.35 |
49.58 |
|
| S3 |
45.06 |
46.39 |
49.37 |
|
| S4 |
42.77 |
44.10 |
48.74 |
|
|
| 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 |
50.61 |
44.45 |
6.16 |
12.3% |
2.22 |
4.4% |
90% |
True |
False |
191,880 |
| 10 |
50.61 |
44.45 |
6.16 |
12.3% |
1.87 |
3.7% |
90% |
True |
False |
154,274 |
| 20 |
50.61 |
44.31 |
6.30 |
12.6% |
1.85 |
3.7% |
90% |
True |
False |
128,089 |
| 40 |
50.89 |
39.22 |
11.67 |
23.3% |
2.13 |
4.3% |
92% |
False |
False |
122,313 |
| 60 |
53.94 |
39.22 |
14.72 |
29.4% |
1.90 |
3.8% |
73% |
False |
False |
104,695 |
| 80 |
62.98 |
39.22 |
23.76 |
47.5% |
1.88 |
3.8% |
45% |
False |
False |
92,750 |
| 100 |
63.12 |
39.22 |
23.90 |
47.8% |
1.82 |
3.6% |
45% |
False |
False |
84,148 |
| 120 |
65.38 |
39.22 |
26.16 |
52.3% |
1.77 |
3.5% |
41% |
False |
False |
78,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.34 |
|
2.618 |
56.61 |
|
1.618 |
54.32 |
|
1.000 |
52.90 |
|
0.618 |
52.03 |
|
HIGH |
50.61 |
|
0.618 |
49.74 |
|
0.500 |
49.47 |
|
0.382 |
49.19 |
|
LOW |
48.32 |
|
0.618 |
46.90 |
|
1.000 |
46.03 |
|
1.618 |
44.61 |
|
2.618 |
42.32 |
|
4.250 |
38.59 |
|
|
| Fisher Pivots for day following 08-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
49.82 |
49.48 |
| PP |
49.64 |
48.96 |
| S1 |
49.47 |
48.44 |
|