NYMEX Light Sweet Crude Oil Future January 2016
| 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 |
50.67 |
48.67 |
-2.00 |
-3.9% |
46.75 |
| High |
51.29 |
49.57 |
-1.72 |
-3.4% |
52.05 |
| Low |
48.26 |
47.70 |
-0.56 |
-1.2% |
46.34 |
| Close |
48.32 |
47.90 |
-0.42 |
-0.9% |
50.82 |
| Range |
3.03 |
1.87 |
-1.16 |
-38.3% |
5.71 |
| ATR |
2.04 |
2.03 |
-0.01 |
-0.6% |
0.00 |
| Volume |
72,533 |
108,519 |
35,986 |
49.6% |
395,008 |
|
| Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.00 |
52.82 |
48.93 |
|
| R3 |
52.13 |
50.95 |
48.41 |
|
| R2 |
50.26 |
50.26 |
48.24 |
|
| R1 |
49.08 |
49.08 |
48.07 |
48.74 |
| PP |
48.39 |
48.39 |
48.39 |
48.22 |
| S1 |
47.21 |
47.21 |
47.73 |
46.87 |
| S2 |
46.52 |
46.52 |
47.56 |
|
| S3 |
44.65 |
45.34 |
47.39 |
|
| S4 |
42.78 |
43.47 |
46.87 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.87 |
64.55 |
53.96 |
|
| R3 |
61.16 |
58.84 |
52.39 |
|
| R2 |
55.45 |
55.45 |
51.87 |
|
| R1 |
53.13 |
53.13 |
51.34 |
54.29 |
| PP |
49.74 |
49.74 |
49.74 |
50.32 |
| S1 |
47.42 |
47.42 |
50.30 |
48.58 |
| S2 |
44.03 |
44.03 |
49.77 |
|
| S3 |
38.32 |
41.71 |
49.25 |
|
| S4 |
32.61 |
36.00 |
47.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.05 |
47.70 |
4.35 |
9.1% |
2.13 |
4.5% |
5% |
False |
True |
96,163 |
| 10 |
52.05 |
45.12 |
6.93 |
14.5% |
2.08 |
4.4% |
40% |
False |
False |
74,357 |
| 20 |
52.05 |
45.06 |
6.99 |
14.6% |
1.90 |
4.0% |
41% |
False |
False |
56,715 |
| 40 |
52.05 |
39.97 |
12.08 |
25.2% |
2.14 |
4.5% |
66% |
False |
False |
48,421 |
| 60 |
53.60 |
39.97 |
13.63 |
28.5% |
1.89 |
3.9% |
58% |
False |
False |
41,318 |
| 80 |
62.97 |
39.97 |
23.00 |
48.0% |
1.83 |
3.8% |
34% |
False |
False |
34,339 |
| 100 |
63.32 |
39.97 |
23.35 |
48.7% |
1.74 |
3.6% |
34% |
False |
False |
29,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.52 |
|
2.618 |
54.47 |
|
1.618 |
52.60 |
|
1.000 |
51.44 |
|
0.618 |
50.73 |
|
HIGH |
49.57 |
|
0.618 |
48.86 |
|
0.500 |
48.64 |
|
0.382 |
48.41 |
|
LOW |
47.70 |
|
0.618 |
46.54 |
|
1.000 |
45.83 |
|
1.618 |
44.67 |
|
2.618 |
42.80 |
|
4.250 |
39.75 |
|
|
| Fisher Pivots for day following 13-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
48.64 |
49.88 |
| PP |
48.39 |
49.22 |
| S1 |
48.15 |
48.56 |
|