NYMEX Light Sweet Crude Oil Future January 2016
| 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 |
47.56 |
48.19 |
0.63 |
1.3% |
50.67 |
| High |
48.31 |
48.72 |
0.41 |
0.8% |
51.29 |
| Low |
46.62 |
47.46 |
0.84 |
1.8% |
46.62 |
| Close |
47.69 |
48.50 |
0.81 |
1.7% |
48.50 |
| Range |
1.69 |
1.26 |
-0.43 |
-25.4% |
4.67 |
| ATR |
1.94 |
1.89 |
-0.05 |
-2.5% |
0.00 |
| Volume |
79,644 |
68,528 |
-11,116 |
-14.0% |
385,404 |
|
| Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.01 |
51.51 |
49.19 |
|
| R3 |
50.75 |
50.25 |
48.85 |
|
| R2 |
49.49 |
49.49 |
48.73 |
|
| R1 |
48.99 |
48.99 |
48.62 |
49.24 |
| PP |
48.23 |
48.23 |
48.23 |
48.35 |
| S1 |
47.73 |
47.73 |
48.38 |
47.98 |
| S2 |
46.97 |
46.97 |
48.27 |
|
| S3 |
45.71 |
46.47 |
48.15 |
|
| S4 |
44.45 |
45.21 |
47.81 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.81 |
60.33 |
51.07 |
|
| R3 |
58.14 |
55.66 |
49.78 |
|
| R2 |
53.47 |
53.47 |
49.36 |
|
| R1 |
50.99 |
50.99 |
48.93 |
49.90 |
| PP |
48.80 |
48.80 |
48.80 |
48.26 |
| S1 |
46.32 |
46.32 |
48.07 |
45.23 |
| S2 |
44.13 |
44.13 |
47.64 |
|
| S3 |
39.46 |
41.65 |
47.22 |
|
| S4 |
34.79 |
36.98 |
45.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.29 |
46.62 |
4.67 |
9.6% |
1.77 |
3.6% |
40% |
False |
False |
77,080 |
| 10 |
52.05 |
46.34 |
5.71 |
11.8% |
1.95 |
4.0% |
38% |
False |
False |
78,041 |
| 20 |
52.05 |
45.06 |
6.99 |
14.4% |
1.78 |
3.7% |
49% |
False |
False |
61,111 |
| 40 |
52.05 |
39.97 |
12.08 |
24.9% |
2.13 |
4.4% |
71% |
False |
False |
50,754 |
| 60 |
52.05 |
39.97 |
12.08 |
24.9% |
1.89 |
3.9% |
71% |
False |
False |
43,740 |
| 80 |
61.86 |
39.97 |
21.89 |
45.1% |
1.82 |
3.8% |
39% |
False |
False |
36,516 |
| 100 |
63.32 |
39.97 |
23.35 |
48.1% |
1.73 |
3.6% |
37% |
False |
False |
31,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.08 |
|
2.618 |
52.02 |
|
1.618 |
50.76 |
|
1.000 |
49.98 |
|
0.618 |
49.50 |
|
HIGH |
48.72 |
|
0.618 |
48.24 |
|
0.500 |
48.09 |
|
0.382 |
47.94 |
|
LOW |
47.46 |
|
0.618 |
46.68 |
|
1.000 |
46.20 |
|
1.618 |
45.42 |
|
2.618 |
44.16 |
|
4.250 |
42.11 |
|
|
| Fisher Pivots for day following 16-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
48.36 |
48.22 |
| PP |
48.23 |
47.95 |
| S1 |
48.09 |
47.67 |
|