NYMEX Light Sweet Crude Oil Future February 2016
| Trading Metrics calculated at close of trading on 19-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2015 |
19-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
48.84 |
49.23 |
0.39 |
0.8% |
51.29 |
| High |
49.38 |
49.23 |
-0.15 |
-0.3% |
51.85 |
| Low |
48.20 |
47.64 |
-0.56 |
-1.2% |
47.38 |
| Close |
49.19 |
47.68 |
-1.51 |
-3.1% |
49.19 |
| Range |
1.18 |
1.59 |
0.41 |
34.7% |
4.47 |
| ATR |
1.82 |
1.80 |
-0.02 |
-0.9% |
0.00 |
| Volume |
30,902 |
35,637 |
4,735 |
15.3% |
142,387 |
|
| Daily Pivots for day following 19-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.95 |
51.91 |
48.55 |
|
| R3 |
51.36 |
50.32 |
48.12 |
|
| R2 |
49.77 |
49.77 |
47.97 |
|
| R1 |
48.73 |
48.73 |
47.83 |
48.46 |
| PP |
48.18 |
48.18 |
48.18 |
48.05 |
| S1 |
47.14 |
47.14 |
47.53 |
46.87 |
| S2 |
46.59 |
46.59 |
47.39 |
|
| S3 |
45.00 |
45.55 |
47.24 |
|
| S4 |
43.41 |
43.96 |
46.81 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.88 |
60.51 |
51.65 |
|
| R3 |
58.41 |
56.04 |
50.42 |
|
| R2 |
53.94 |
53.94 |
50.01 |
|
| R1 |
51.57 |
51.57 |
49.60 |
50.52 |
| PP |
49.47 |
49.47 |
49.47 |
48.95 |
| S1 |
47.10 |
47.10 |
48.78 |
46.05 |
| S2 |
45.00 |
45.00 |
48.37 |
|
| S3 |
40.53 |
42.63 |
47.96 |
|
| S4 |
36.06 |
38.16 |
46.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.15 |
47.38 |
2.77 |
5.8% |
1.42 |
3.0% |
11% |
False |
False |
30,450 |
| 10 |
52.60 |
47.38 |
5.22 |
10.9% |
1.87 |
3.9% |
6% |
False |
False |
31,018 |
| 20 |
52.60 |
45.73 |
6.87 |
14.4% |
1.71 |
3.6% |
28% |
False |
False |
25,769 |
| 40 |
52.60 |
40.67 |
11.93 |
25.0% |
2.02 |
4.2% |
59% |
False |
False |
23,840 |
| 60 |
52.60 |
40.67 |
11.93 |
25.0% |
1.78 |
3.7% |
59% |
False |
False |
20,436 |
| 80 |
61.65 |
40.67 |
20.98 |
44.0% |
1.73 |
3.6% |
33% |
False |
False |
16,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.99 |
|
2.618 |
53.39 |
|
1.618 |
51.80 |
|
1.000 |
50.82 |
|
0.618 |
50.21 |
|
HIGH |
49.23 |
|
0.618 |
48.62 |
|
0.500 |
48.44 |
|
0.382 |
48.25 |
|
LOW |
47.64 |
|
0.618 |
46.66 |
|
1.000 |
46.05 |
|
1.618 |
45.07 |
|
2.618 |
43.48 |
|
4.250 |
40.88 |
|
|
| Fisher Pivots for day following 19-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
48.44 |
48.38 |
| PP |
48.18 |
48.15 |
| S1 |
47.93 |
47.91 |
|