NYMEX Light Sweet Crude Oil Future February 2016
| Trading Metrics calculated at close of trading on 08-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2015 |
08-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
50.45 |
50.16 |
-0.29 |
-0.6% |
47.12 |
| High |
51.45 |
51.85 |
0.40 |
0.8% |
48.60 |
| Low |
49.69 |
49.71 |
0.02 |
0.0% |
45.73 |
| Close |
49.79 |
51.28 |
1.49 |
3.0% |
47.22 |
| Range |
1.76 |
2.14 |
0.38 |
21.6% |
2.87 |
| ATR |
1.89 |
1.91 |
0.02 |
0.9% |
0.00 |
| Volume |
36,096 |
37,733 |
1,637 |
4.5% |
104,730 |
|
| Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.37 |
56.46 |
52.46 |
|
| R3 |
55.23 |
54.32 |
51.87 |
|
| R2 |
53.09 |
53.09 |
51.67 |
|
| R1 |
52.18 |
52.18 |
51.48 |
52.64 |
| PP |
50.95 |
50.95 |
50.95 |
51.17 |
| S1 |
50.04 |
50.04 |
51.08 |
50.50 |
| S2 |
48.81 |
48.81 |
50.89 |
|
| S3 |
46.67 |
47.90 |
50.69 |
|
| S4 |
44.53 |
45.76 |
50.10 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.79 |
54.38 |
48.80 |
|
| R3 |
52.92 |
51.51 |
48.01 |
|
| R2 |
50.05 |
50.05 |
47.75 |
|
| R1 |
48.64 |
48.64 |
47.48 |
49.35 |
| PP |
47.18 |
47.18 |
47.18 |
47.54 |
| S1 |
45.77 |
45.77 |
46.96 |
46.48 |
| S2 |
44.31 |
44.31 |
46.69 |
|
| S3 |
41.44 |
42.90 |
46.43 |
|
| S4 |
38.57 |
40.03 |
45.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.85 |
45.73 |
6.12 |
11.9% |
2.07 |
4.0% |
91% |
True |
False |
27,557 |
| 10 |
51.85 |
45.73 |
6.12 |
11.9% |
1.73 |
3.4% |
91% |
True |
False |
23,499 |
| 20 |
51.85 |
45.73 |
6.12 |
11.9% |
1.68 |
3.3% |
91% |
True |
False |
22,940 |
| 40 |
52.47 |
40.67 |
11.80 |
23.0% |
1.93 |
3.8% |
90% |
False |
False |
21,441 |
| 60 |
54.58 |
40.67 |
13.91 |
27.1% |
1.72 |
3.3% |
76% |
False |
False |
17,558 |
| 80 |
63.33 |
40.67 |
22.66 |
44.2% |
1.69 |
3.3% |
47% |
False |
False |
14,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.95 |
|
2.618 |
57.45 |
|
1.618 |
55.31 |
|
1.000 |
53.99 |
|
0.618 |
53.17 |
|
HIGH |
51.85 |
|
0.618 |
51.03 |
|
0.500 |
50.78 |
|
0.382 |
50.53 |
|
LOW |
49.71 |
|
0.618 |
48.39 |
|
1.000 |
47.57 |
|
1.618 |
46.25 |
|
2.618 |
44.11 |
|
4.250 |
40.62 |
|
|
| Fisher Pivots for day following 08-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
51.11 |
50.79 |
| PP |
50.95 |
50.29 |
| S1 |
50.78 |
49.80 |
|