NYMEX Light Sweet Crude Oil Future January 2016
| Trading Metrics calculated at close of trading on 05-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2015 |
05-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
46.15 |
46.75 |
0.60 |
1.3% |
46.48 |
| High |
46.88 |
48.07 |
1.19 |
2.5% |
48.07 |
| Low |
45.12 |
46.34 |
1.22 |
2.7% |
45.12 |
| Close |
46.64 |
47.47 |
0.83 |
1.8% |
46.64 |
| Range |
1.76 |
1.73 |
-0.03 |
-1.7% |
2.95 |
| ATR |
1.90 |
1.89 |
-0.01 |
-0.6% |
0.00 |
| Volume |
63,062 |
47,378 |
-15,684 |
-24.9% |
239,353 |
|
| Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.48 |
51.71 |
48.42 |
|
| R3 |
50.75 |
49.98 |
47.95 |
|
| R2 |
49.02 |
49.02 |
47.79 |
|
| R1 |
48.25 |
48.25 |
47.63 |
48.64 |
| PP |
47.29 |
47.29 |
47.29 |
47.49 |
| S1 |
46.52 |
46.52 |
47.31 |
46.91 |
| S2 |
45.56 |
45.56 |
47.15 |
|
| S3 |
43.83 |
44.79 |
46.99 |
|
| S4 |
42.10 |
43.06 |
46.52 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.46 |
54.00 |
48.26 |
|
| R3 |
52.51 |
51.05 |
47.45 |
|
| R2 |
49.56 |
49.56 |
47.18 |
|
| R1 |
48.10 |
48.10 |
46.91 |
48.83 |
| PP |
46.61 |
46.61 |
46.61 |
46.98 |
| S1 |
45.15 |
45.15 |
46.37 |
45.88 |
| S2 |
43.66 |
43.66 |
46.10 |
|
| S3 |
40.71 |
42.20 |
45.83 |
|
| S4 |
37.76 |
39.25 |
45.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.07 |
45.12 |
2.95 |
6.2% |
1.66 |
3.5% |
80% |
True |
False |
48,844 |
| 10 |
48.42 |
45.06 |
3.36 |
7.1% |
1.61 |
3.4% |
72% |
False |
False |
46,452 |
| 20 |
48.96 |
45.06 |
3.90 |
8.2% |
1.74 |
3.7% |
62% |
False |
False |
41,992 |
| 40 |
51.74 |
39.97 |
11.77 |
24.8% |
2.01 |
4.2% |
64% |
False |
False |
41,371 |
| 60 |
55.70 |
39.97 |
15.73 |
33.1% |
1.81 |
3.8% |
48% |
False |
False |
34,031 |
| 80 |
63.15 |
39.97 |
23.18 |
48.8% |
1.75 |
3.7% |
32% |
False |
False |
28,237 |
| 100 |
63.90 |
39.97 |
23.93 |
50.4% |
1.69 |
3.6% |
31% |
False |
False |
24,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.42 |
|
2.618 |
52.60 |
|
1.618 |
50.87 |
|
1.000 |
49.80 |
|
0.618 |
49.14 |
|
HIGH |
48.07 |
|
0.618 |
47.41 |
|
0.500 |
47.21 |
|
0.382 |
47.00 |
|
LOW |
46.34 |
|
0.618 |
45.27 |
|
1.000 |
44.61 |
|
1.618 |
43.54 |
|
2.618 |
41.81 |
|
4.250 |
38.99 |
|
|
| Fisher Pivots for day following 05-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
47.38 |
47.18 |
| PP |
47.29 |
46.89 |
| S1 |
47.21 |
46.60 |
|