NYMEX Light Sweet Crude Oil Future December 2015
| Trading Metrics calculated at close of trading on 16-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2015 |
16-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
46.81 |
47.39 |
0.58 |
1.2% |
50.01 |
| High |
47.53 |
47.97 |
0.44 |
0.9% |
50.63 |
| Low |
45.79 |
46.64 |
0.85 |
1.9% |
45.79 |
| Close |
46.87 |
47.72 |
0.85 |
1.8% |
47.72 |
| Range |
1.74 |
1.33 |
-0.41 |
-23.6% |
4.84 |
| ATR |
2.00 |
1.95 |
-0.05 |
-2.4% |
0.00 |
| Volume |
276,935 |
284,312 |
7,377 |
2.7% |
1,216,750 |
|
| Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.43 |
50.91 |
48.45 |
|
| R3 |
50.10 |
49.58 |
48.09 |
|
| R2 |
48.77 |
48.77 |
47.96 |
|
| R1 |
48.25 |
48.25 |
47.84 |
48.51 |
| PP |
47.44 |
47.44 |
47.44 |
47.58 |
| S1 |
46.92 |
46.92 |
47.60 |
47.18 |
| S2 |
46.11 |
46.11 |
47.48 |
|
| S3 |
44.78 |
45.59 |
47.35 |
|
| S4 |
43.45 |
44.26 |
46.99 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.57 |
59.98 |
50.38 |
|
| R3 |
57.73 |
55.14 |
49.05 |
|
| R2 |
52.89 |
52.89 |
48.61 |
|
| R1 |
50.30 |
50.30 |
48.16 |
49.18 |
| PP |
48.05 |
48.05 |
48.05 |
47.48 |
| S1 |
45.46 |
45.46 |
47.28 |
44.34 |
| S2 |
43.21 |
43.21 |
46.83 |
|
| S3 |
38.37 |
40.62 |
46.39 |
|
| S4 |
33.53 |
35.78 |
45.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.63 |
45.79 |
4.84 |
10.1% |
1.82 |
3.8% |
40% |
False |
False |
243,350 |
| 10 |
51.42 |
45.67 |
5.75 |
12.0% |
2.01 |
4.2% |
36% |
False |
False |
229,069 |
| 20 |
51.42 |
44.31 |
7.11 |
14.9% |
1.85 |
3.9% |
48% |
False |
False |
170,318 |
| 40 |
51.42 |
39.22 |
12.20 |
25.6% |
2.19 |
4.6% |
70% |
False |
False |
143,601 |
| 60 |
51.42 |
39.22 |
12.20 |
25.6% |
1.95 |
4.1% |
70% |
False |
False |
124,067 |
| 80 |
61.70 |
39.22 |
22.48 |
47.1% |
1.89 |
4.0% |
38% |
False |
False |
107,695 |
| 100 |
63.12 |
39.22 |
23.90 |
50.1% |
1.82 |
3.8% |
36% |
False |
False |
96,512 |
| 120 |
65.38 |
39.22 |
26.16 |
54.8% |
1.79 |
3.8% |
32% |
False |
False |
88,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.62 |
|
2.618 |
51.45 |
|
1.618 |
50.12 |
|
1.000 |
49.30 |
|
0.618 |
48.79 |
|
HIGH |
47.97 |
|
0.618 |
47.46 |
|
0.500 |
47.31 |
|
0.382 |
47.15 |
|
LOW |
46.64 |
|
0.618 |
45.82 |
|
1.000 |
45.31 |
|
1.618 |
44.49 |
|
2.618 |
43.16 |
|
4.250 |
40.99 |
|
|
| Fisher Pivots for day following 16-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
47.58 |
47.44 |
| PP |
47.44 |
47.16 |
| S1 |
47.31 |
46.88 |
|