NYMEX Light Sweet Crude Oil Future February 2016
| Trading Metrics calculated at close of trading on 17-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2015 |
17-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
47.11 |
49.18 |
2.07 |
4.4% |
48.12 |
| High |
49.35 |
49.42 |
0.07 |
0.1% |
48.81 |
| Low |
47.11 |
48.24 |
1.13 |
2.4% |
46.10 |
| Close |
49.04 |
48.73 |
-0.31 |
-0.6% |
47.13 |
| Range |
2.24 |
1.18 |
-1.06 |
-47.3% |
2.71 |
| ATR |
2.12 |
2.05 |
-0.07 |
-3.2% |
0.00 |
| Volume |
23,149 |
22,166 |
-983 |
-4.2% |
78,809 |
|
| Daily Pivots for day following 17-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.34 |
51.71 |
49.38 |
|
| R3 |
51.16 |
50.53 |
49.05 |
|
| R2 |
49.98 |
49.98 |
48.95 |
|
| R1 |
49.35 |
49.35 |
48.84 |
49.08 |
| PP |
48.80 |
48.80 |
48.80 |
48.66 |
| S1 |
48.17 |
48.17 |
48.62 |
47.90 |
| S2 |
47.62 |
47.62 |
48.51 |
|
| S3 |
46.44 |
46.99 |
48.41 |
|
| S4 |
45.26 |
45.81 |
48.08 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.48 |
54.01 |
48.62 |
|
| R3 |
52.77 |
51.30 |
47.88 |
|
| R2 |
50.06 |
50.06 |
47.63 |
|
| R1 |
48.59 |
48.59 |
47.38 |
47.97 |
| PP |
47.35 |
47.35 |
47.35 |
47.04 |
| S1 |
45.88 |
45.88 |
46.88 |
45.26 |
| S2 |
44.64 |
44.64 |
46.63 |
|
| S3 |
41.93 |
43.17 |
46.38 |
|
| S4 |
39.22 |
40.46 |
45.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.42 |
45.93 |
3.49 |
7.2% |
1.40 |
2.9% |
80% |
True |
False |
25,515 |
| 10 |
50.67 |
45.93 |
4.74 |
9.7% |
1.70 |
3.5% |
59% |
False |
False |
21,553 |
| 20 |
52.47 |
40.67 |
11.80 |
24.2% |
2.24 |
4.6% |
68% |
False |
False |
22,213 |
| 40 |
52.53 |
40.67 |
11.86 |
24.3% |
1.78 |
3.6% |
68% |
False |
False |
17,281 |
| 60 |
63.05 |
40.67 |
22.38 |
45.9% |
1.70 |
3.5% |
36% |
False |
False |
13,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.44 |
|
2.618 |
52.51 |
|
1.618 |
51.33 |
|
1.000 |
50.60 |
|
0.618 |
50.15 |
|
HIGH |
49.42 |
|
0.618 |
48.97 |
|
0.500 |
48.83 |
|
0.382 |
48.69 |
|
LOW |
48.24 |
|
0.618 |
47.51 |
|
1.000 |
47.06 |
|
1.618 |
46.33 |
|
2.618 |
45.15 |
|
4.250 |
43.23 |
|
|
| Fisher Pivots for day following 17-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
48.83 |
48.41 |
| PP |
48.80 |
48.10 |
| S1 |
48.76 |
47.78 |
|