NYMEX Light Sweet Crude Oil Future December 2015
| Trading Metrics calculated at close of trading on 21-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2015 |
21-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
46.57 |
45.88 |
-0.69 |
-1.5% |
50.01 |
| High |
46.93 |
46.08 |
-0.85 |
-1.8% |
50.63 |
| Low |
45.72 |
44.86 |
-0.86 |
-1.9% |
45.79 |
| Close |
46.29 |
45.20 |
-1.09 |
-2.4% |
47.72 |
| Range |
1.21 |
1.22 |
0.01 |
0.8% |
4.84 |
| ATR |
1.88 |
1.85 |
-0.03 |
-1.7% |
0.00 |
| Volume |
361,314 |
384,288 |
22,974 |
6.4% |
1,216,750 |
|
| Daily Pivots for day following 21-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.04 |
48.34 |
45.87 |
|
| R3 |
47.82 |
47.12 |
45.54 |
|
| R2 |
46.60 |
46.60 |
45.42 |
|
| R1 |
45.90 |
45.90 |
45.31 |
45.64 |
| PP |
45.38 |
45.38 |
45.38 |
45.25 |
| S1 |
44.68 |
44.68 |
45.09 |
44.42 |
| S2 |
44.16 |
44.16 |
44.98 |
|
| S3 |
42.94 |
43.46 |
44.86 |
|
| S4 |
41.72 |
42.24 |
44.53 |
|
|
| 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 |
47.97 |
44.86 |
3.11 |
6.9% |
1.44 |
3.2% |
11% |
False |
True |
340,490 |
| 10 |
51.42 |
44.86 |
6.56 |
14.5% |
1.73 |
3.8% |
5% |
False |
True |
288,094 |
| 20 |
51.42 |
44.31 |
7.11 |
15.7% |
1.76 |
3.9% |
13% |
False |
False |
214,311 |
| 40 |
51.42 |
40.10 |
11.32 |
25.0% |
2.15 |
4.8% |
45% |
False |
False |
162,608 |
| 60 |
51.42 |
39.22 |
12.20 |
27.0% |
1.95 |
4.3% |
49% |
False |
False |
139,924 |
| 80 |
61.00 |
39.22 |
21.78 |
48.2% |
1.90 |
4.2% |
27% |
False |
False |
120,543 |
| 100 |
63.12 |
39.22 |
23.90 |
52.9% |
1.81 |
4.0% |
25% |
False |
False |
105,994 |
| 120 |
65.38 |
39.22 |
26.16 |
57.9% |
1.79 |
4.0% |
23% |
False |
False |
96,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.27 |
|
2.618 |
49.27 |
|
1.618 |
48.05 |
|
1.000 |
47.30 |
|
0.618 |
46.83 |
|
HIGH |
46.08 |
|
0.618 |
45.61 |
|
0.500 |
45.47 |
|
0.382 |
45.33 |
|
LOW |
44.86 |
|
0.618 |
44.11 |
|
1.000 |
43.64 |
|
1.618 |
42.89 |
|
2.618 |
41.67 |
|
4.250 |
39.68 |
|
|
| Fisher Pivots for day following 21-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
45.47 |
46.39 |
| PP |
45.38 |
45.99 |
| S1 |
45.29 |
45.60 |
|