NYMEX Light Sweet Crude Oil Future December 2015
| Trading Metrics calculated at close of trading on 13-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2015 |
13-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
50.01 |
47.97 |
-2.04 |
-4.1% |
46.00 |
| High |
50.63 |
48.90 |
-1.73 |
-3.4% |
51.42 |
| Low |
47.54 |
46.93 |
-0.61 |
-1.3% |
45.67 |
| Close |
47.61 |
47.15 |
-0.46 |
-1.0% |
50.14 |
| Range |
3.09 |
1.97 |
-1.12 |
-36.2% |
5.75 |
| ATR |
2.11 |
2.10 |
-0.01 |
-0.5% |
0.00 |
| Volume |
200,850 |
262,780 |
61,930 |
30.8% |
1,073,949 |
|
| Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.57 |
52.33 |
48.23 |
|
| R3 |
51.60 |
50.36 |
47.69 |
|
| R2 |
49.63 |
49.63 |
47.51 |
|
| R1 |
48.39 |
48.39 |
47.33 |
48.03 |
| PP |
47.66 |
47.66 |
47.66 |
47.48 |
| S1 |
46.42 |
46.42 |
46.97 |
46.06 |
| S2 |
45.69 |
45.69 |
46.79 |
|
| S3 |
43.72 |
44.45 |
46.61 |
|
| S4 |
41.75 |
42.48 |
46.07 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.33 |
63.98 |
53.30 |
|
| R3 |
60.58 |
58.23 |
51.72 |
|
| R2 |
54.83 |
54.83 |
51.19 |
|
| R1 |
52.48 |
52.48 |
50.67 |
53.66 |
| PP |
49.08 |
49.08 |
49.08 |
49.66 |
| S1 |
46.73 |
46.73 |
49.61 |
47.91 |
| S2 |
43.33 |
43.33 |
49.09 |
|
| S3 |
37.58 |
40.98 |
48.56 |
|
| S4 |
31.83 |
35.23 |
46.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.42 |
46.93 |
4.49 |
9.5% |
2.20 |
4.7% |
5% |
False |
True |
247,524 |
| 10 |
51.42 |
44.45 |
6.97 |
14.8% |
2.15 |
4.6% |
39% |
False |
False |
196,884 |
| 20 |
51.42 |
44.31 |
7.11 |
15.1% |
1.97 |
4.2% |
40% |
False |
False |
151,699 |
| 40 |
51.42 |
39.22 |
12.20 |
25.9% |
2.21 |
4.7% |
65% |
False |
False |
131,784 |
| 60 |
53.06 |
39.22 |
13.84 |
29.4% |
1.95 |
4.1% |
57% |
False |
False |
114,377 |
| 80 |
62.80 |
39.22 |
23.58 |
50.0% |
1.90 |
4.0% |
34% |
False |
False |
99,968 |
| 100 |
63.12 |
39.22 |
23.90 |
50.7% |
1.84 |
3.9% |
33% |
False |
False |
90,369 |
| 120 |
65.38 |
39.22 |
26.16 |
55.5% |
1.79 |
3.8% |
30% |
False |
False |
83,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.27 |
|
2.618 |
54.06 |
|
1.618 |
52.09 |
|
1.000 |
50.87 |
|
0.618 |
50.12 |
|
HIGH |
48.90 |
|
0.618 |
48.15 |
|
0.500 |
47.92 |
|
0.382 |
47.68 |
|
LOW |
46.93 |
|
0.618 |
45.71 |
|
1.000 |
44.96 |
|
1.618 |
43.74 |
|
2.618 |
41.77 |
|
4.250 |
38.56 |
|
|
| Fisher Pivots for day following 13-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
47.92 |
49.18 |
| PP |
47.66 |
48.50 |
| S1 |
47.41 |
47.83 |
|