NYMEX Light Sweet Crude Oil Future March 2016
| Trading Metrics calculated at close of trading on 23-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2015 |
23-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
47.41 |
47.84 |
0.43 |
0.9% |
49.69 |
| High |
48.18 |
48.03 |
-0.15 |
-0.3% |
49.69 |
| Low |
47.16 |
46.64 |
-0.52 |
-1.1% |
46.64 |
| Close |
47.58 |
46.98 |
-0.60 |
-1.3% |
46.98 |
| Range |
1.02 |
1.39 |
0.37 |
36.3% |
3.05 |
| ATR |
1.63 |
1.62 |
-0.02 |
-1.1% |
0.00 |
| Volume |
38,024 |
37,705 |
-319 |
-0.8% |
182,748 |
|
| Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.39 |
50.57 |
47.74 |
|
| R3 |
50.00 |
49.18 |
47.36 |
|
| R2 |
48.61 |
48.61 |
47.23 |
|
| R1 |
47.79 |
47.79 |
47.11 |
47.51 |
| PP |
47.22 |
47.22 |
47.22 |
47.07 |
| S1 |
46.40 |
46.40 |
46.85 |
46.12 |
| S2 |
45.83 |
45.83 |
46.73 |
|
| S3 |
44.44 |
45.01 |
46.60 |
|
| S4 |
43.05 |
43.62 |
46.22 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.92 |
55.00 |
48.66 |
|
| R3 |
53.87 |
51.95 |
47.82 |
|
| R2 |
50.82 |
50.82 |
47.54 |
|
| R1 |
48.90 |
48.90 |
47.26 |
48.34 |
| PP |
47.77 |
47.77 |
47.77 |
47.49 |
| S1 |
45.85 |
45.85 |
46.70 |
45.29 |
| S2 |
44.72 |
44.72 |
46.42 |
|
| S3 |
41.67 |
42.80 |
46.14 |
|
| S4 |
38.62 |
39.75 |
45.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.69 |
46.64 |
3.05 |
6.5% |
1.18 |
2.5% |
11% |
False |
True |
36,549 |
| 10 |
52.26 |
46.64 |
5.62 |
12.0% |
1.42 |
3.0% |
6% |
False |
True |
32,419 |
| 20 |
53.01 |
46.25 |
6.76 |
14.4% |
1.58 |
3.4% |
11% |
False |
False |
33,125 |
| 40 |
53.08 |
45.92 |
7.16 |
15.2% |
1.91 |
4.1% |
15% |
False |
False |
29,330 |
| 60 |
53.08 |
41.25 |
11.83 |
25.2% |
1.78 |
3.8% |
48% |
False |
False |
26,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.94 |
|
2.618 |
51.67 |
|
1.618 |
50.28 |
|
1.000 |
49.42 |
|
0.618 |
48.89 |
|
HIGH |
48.03 |
|
0.618 |
47.50 |
|
0.500 |
47.34 |
|
0.382 |
47.17 |
|
LOW |
46.64 |
|
0.618 |
45.78 |
|
1.000 |
45.25 |
|
1.618 |
44.39 |
|
2.618 |
43.00 |
|
4.250 |
40.73 |
|
|
| Fisher Pivots for day following 23-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
47.34 |
47.41 |
| PP |
47.22 |
47.27 |
| S1 |
47.10 |
47.12 |
|