NYMEX Light Sweet Crude Oil Future March 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 |
48.06 |
47.41 |
-0.65 |
-1.4% |
51.75 |
| High |
48.18 |
48.18 |
0.00 |
0.0% |
52.26 |
| Low |
47.08 |
47.16 |
0.08 |
0.2% |
47.90 |
| Close |
47.35 |
47.58 |
0.23 |
0.5% |
49.78 |
| Range |
1.10 |
1.02 |
-0.08 |
-7.3% |
4.36 |
| ATR |
1.68 |
1.63 |
-0.05 |
-2.8% |
0.00 |
| Volume |
35,726 |
38,024 |
2,298 |
6.4% |
141,451 |
|
| Daily Pivots for day following 22-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.70 |
50.16 |
48.14 |
|
| R3 |
49.68 |
49.14 |
47.86 |
|
| R2 |
48.66 |
48.66 |
47.77 |
|
| R1 |
48.12 |
48.12 |
47.67 |
48.39 |
| PP |
47.64 |
47.64 |
47.64 |
47.78 |
| S1 |
47.10 |
47.10 |
47.49 |
47.37 |
| S2 |
46.62 |
46.62 |
47.39 |
|
| S3 |
45.60 |
46.08 |
47.30 |
|
| S4 |
44.58 |
45.06 |
47.02 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.06 |
60.78 |
52.18 |
|
| R3 |
58.70 |
56.42 |
50.98 |
|
| R2 |
54.34 |
54.34 |
50.58 |
|
| R1 |
52.06 |
52.06 |
50.18 |
51.02 |
| PP |
49.98 |
49.98 |
49.98 |
49.46 |
| S1 |
47.70 |
47.70 |
49.38 |
46.66 |
| S2 |
45.62 |
45.62 |
48.98 |
|
| S3 |
41.26 |
43.34 |
48.58 |
|
| S4 |
36.90 |
38.98 |
47.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.96 |
47.08 |
2.88 |
6.1% |
1.13 |
2.4% |
17% |
False |
False |
34,722 |
| 10 |
53.01 |
47.08 |
5.93 |
12.5% |
1.45 |
3.0% |
8% |
False |
False |
33,448 |
| 20 |
53.01 |
46.25 |
6.76 |
14.2% |
1.57 |
3.3% |
20% |
False |
False |
32,704 |
| 40 |
53.08 |
43.00 |
10.08 |
21.2% |
1.97 |
4.1% |
45% |
False |
False |
29,081 |
| 60 |
53.08 |
41.25 |
11.83 |
24.9% |
1.76 |
3.7% |
54% |
False |
False |
25,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.52 |
|
2.618 |
50.85 |
|
1.618 |
49.83 |
|
1.000 |
49.20 |
|
0.618 |
48.81 |
|
HIGH |
48.18 |
|
0.618 |
47.79 |
|
0.500 |
47.67 |
|
0.382 |
47.55 |
|
LOW |
47.16 |
|
0.618 |
46.53 |
|
1.000 |
46.14 |
|
1.618 |
45.51 |
|
2.618 |
44.49 |
|
4.250 |
42.83 |
|
|
| Fisher Pivots for day following 22-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
47.67 |
47.95 |
| PP |
47.64 |
47.82 |
| S1 |
47.61 |
47.70 |
|