NYMEX Light Sweet Crude Oil Future January 2016
| Trading Metrics calculated at close of trading on 22-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2015 |
22-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
46.61 |
45.97 |
-0.64 |
-1.4% |
50.67 |
| High |
46.80 |
46.81 |
0.01 |
0.0% |
51.29 |
| Low |
45.61 |
45.65 |
0.04 |
0.1% |
46.62 |
| Close |
45.92 |
46.12 |
0.20 |
0.4% |
48.50 |
| Range |
1.19 |
1.16 |
-0.03 |
-2.5% |
4.67 |
| ATR |
1.79 |
1.75 |
-0.05 |
-2.5% |
0.00 |
| Volume |
94,433 |
93,438 |
-995 |
-1.1% |
385,404 |
|
| Daily Pivots for day following 22-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.67 |
49.06 |
46.76 |
|
| R3 |
48.51 |
47.90 |
46.44 |
|
| R2 |
47.35 |
47.35 |
46.33 |
|
| R1 |
46.74 |
46.74 |
46.23 |
47.05 |
| PP |
46.19 |
46.19 |
46.19 |
46.35 |
| S1 |
45.58 |
45.58 |
46.01 |
45.89 |
| S2 |
45.03 |
45.03 |
45.91 |
|
| S3 |
43.87 |
44.42 |
45.80 |
|
| S4 |
42.71 |
43.26 |
45.48 |
|
|
| 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 |
48.72 |
45.61 |
3.11 |
6.7% |
1.29 |
2.8% |
16% |
False |
False |
88,812 |
| 10 |
52.05 |
45.61 |
6.44 |
14.0% |
1.57 |
3.4% |
8% |
False |
False |
86,512 |
| 20 |
52.05 |
45.12 |
6.93 |
15.0% |
1.69 |
3.7% |
14% |
False |
False |
72,567 |
| 40 |
52.05 |
41.44 |
10.61 |
23.0% |
2.09 |
4.5% |
44% |
False |
False |
56,482 |
| 60 |
52.05 |
39.97 |
12.08 |
26.2% |
1.88 |
4.1% |
51% |
False |
False |
48,859 |
| 80 |
60.46 |
39.97 |
20.49 |
44.4% |
1.83 |
4.0% |
30% |
False |
False |
40,812 |
| 100 |
63.32 |
39.97 |
23.35 |
50.6% |
1.72 |
3.7% |
26% |
False |
False |
34,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.74 |
|
2.618 |
49.85 |
|
1.618 |
48.69 |
|
1.000 |
47.97 |
|
0.618 |
47.53 |
|
HIGH |
46.81 |
|
0.618 |
46.37 |
|
0.500 |
46.23 |
|
0.382 |
46.09 |
|
LOW |
45.65 |
|
0.618 |
44.93 |
|
1.000 |
44.49 |
|
1.618 |
43.77 |
|
2.618 |
42.61 |
|
4.250 |
40.72 |
|
|
| Fisher Pivots for day following 22-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
46.23 |
46.60 |
| PP |
46.19 |
46.44 |
| S1 |
46.16 |
46.28 |
|