NYMEX Light Sweet Crude Oil Future March 2016
| Trading Metrics calculated at close of trading on 09-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2015 |
09-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
50.82 |
51.87 |
1.05 |
2.1% |
47.89 |
| High |
52.30 |
53.01 |
0.71 |
1.4% |
53.01 |
| Low |
50.28 |
51.34 |
1.06 |
2.1% |
47.63 |
| Close |
51.76 |
51.88 |
0.12 |
0.2% |
51.88 |
| Range |
2.02 |
1.67 |
-0.35 |
-17.3% |
5.38 |
| ATR |
1.88 |
1.87 |
-0.02 |
-0.8% |
0.00 |
| Volume |
42,463 |
47,994 |
5,531 |
13.0% |
201,762 |
|
| Daily Pivots for day following 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.09 |
56.15 |
52.80 |
|
| R3 |
55.42 |
54.48 |
52.34 |
|
| R2 |
53.75 |
53.75 |
52.19 |
|
| R1 |
52.81 |
52.81 |
52.03 |
53.28 |
| PP |
52.08 |
52.08 |
52.08 |
52.31 |
| S1 |
51.14 |
51.14 |
51.73 |
51.61 |
| S2 |
50.41 |
50.41 |
51.57 |
|
| S3 |
48.74 |
49.47 |
51.42 |
|
| S4 |
47.07 |
47.80 |
50.96 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.98 |
64.81 |
54.84 |
|
| R3 |
61.60 |
59.43 |
53.36 |
|
| R2 |
56.22 |
56.22 |
52.87 |
|
| R1 |
54.05 |
54.05 |
52.37 |
55.14 |
| PP |
50.84 |
50.84 |
50.84 |
51.38 |
| S1 |
48.67 |
48.67 |
51.39 |
49.76 |
| S2 |
45.46 |
45.46 |
50.89 |
|
| S3 |
40.08 |
43.29 |
50.40 |
|
| S4 |
34.70 |
37.91 |
48.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.01 |
47.63 |
5.38 |
10.4% |
2.00 |
3.9% |
79% |
True |
False |
40,352 |
| 10 |
53.01 |
46.25 |
6.76 |
13.0% |
1.74 |
3.4% |
83% |
True |
False |
33,831 |
| 20 |
53.01 |
46.25 |
6.76 |
13.0% |
1.67 |
3.2% |
83% |
True |
False |
29,868 |
| 40 |
53.08 |
41.25 |
11.83 |
22.8% |
1.97 |
3.8% |
90% |
False |
False |
26,947 |
| 60 |
54.45 |
41.25 |
13.20 |
25.4% |
1.72 |
3.3% |
81% |
False |
False |
22,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.11 |
|
2.618 |
57.38 |
|
1.618 |
55.71 |
|
1.000 |
54.68 |
|
0.618 |
54.04 |
|
HIGH |
53.01 |
|
0.618 |
52.37 |
|
0.500 |
52.18 |
|
0.382 |
51.98 |
|
LOW |
51.34 |
|
0.618 |
50.31 |
|
1.000 |
49.67 |
|
1.618 |
48.64 |
|
2.618 |
46.97 |
|
4.250 |
44.24 |
|
|
| Fisher Pivots for day following 09-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
52.18 |
51.80 |
| PP |
52.08 |
51.72 |
| S1 |
51.98 |
51.64 |
|