NYMEX Light Sweet Crude Oil Future May 2016
| Trading Metrics calculated at close of trading on 23-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2015 |
23-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
49.04 |
50.05 |
1.01 |
2.1% |
48.91 |
| High |
49.73 |
50.52 |
0.79 |
1.6% |
50.64 |
| Low |
48.80 |
48.20 |
-0.60 |
-1.2% |
47.76 |
| Close |
49.71 |
48.20 |
-1.51 |
-3.0% |
48.20 |
| Range |
0.93 |
2.32 |
1.39 |
149.5% |
2.88 |
| ATR |
2.05 |
2.07 |
0.02 |
0.9% |
0.00 |
| Volume |
3,883 |
8,298 |
4,415 |
113.7% |
22,097 |
|
| Daily Pivots for day following 23-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.93 |
54.39 |
49.48 |
|
| R3 |
53.61 |
52.07 |
48.84 |
|
| R2 |
51.29 |
51.29 |
48.63 |
|
| R1 |
49.75 |
49.75 |
48.41 |
49.36 |
| PP |
48.97 |
48.97 |
48.97 |
48.78 |
| S1 |
47.43 |
47.43 |
47.99 |
47.04 |
| S2 |
46.65 |
46.65 |
47.77 |
|
| S3 |
44.33 |
45.11 |
47.56 |
|
| S4 |
42.01 |
42.79 |
46.92 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.51 |
55.73 |
49.78 |
|
| R3 |
54.63 |
52.85 |
48.99 |
|
| R2 |
51.75 |
51.75 |
48.73 |
|
| R1 |
49.97 |
49.97 |
48.46 |
49.42 |
| PP |
48.87 |
48.87 |
48.87 |
48.59 |
| S1 |
47.09 |
47.09 |
47.94 |
46.54 |
| S2 |
45.99 |
45.99 |
47.67 |
|
| S3 |
43.11 |
44.21 |
47.41 |
|
| S4 |
40.23 |
41.33 |
46.62 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.38 |
|
2.618 |
56.59 |
|
1.618 |
54.27 |
|
1.000 |
52.84 |
|
0.618 |
51.95 |
|
HIGH |
50.52 |
|
0.618 |
49.63 |
|
0.500 |
49.36 |
|
0.382 |
49.09 |
|
LOW |
48.20 |
|
0.618 |
46.77 |
|
1.000 |
45.88 |
|
1.618 |
44.45 |
|
2.618 |
42.13 |
|
4.250 |
38.34 |
|
|
| Fisher Pivots for day following 23-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
49.36 |
49.36 |
| PP |
48.97 |
48.97 |
| S1 |
48.59 |
48.59 |
|