NYMEX Light Sweet Crude Oil Future May 2016
| Trading Metrics calculated at close of trading on 24-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2015 |
24-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
50.05 |
48.44 |
-1.61 |
-3.2% |
48.91 |
| High |
50.52 |
48.65 |
-1.87 |
-3.7% |
50.64 |
| Low |
48.20 |
47.68 |
-0.52 |
-1.1% |
47.76 |
| Close |
48.20 |
48.65 |
0.45 |
0.9% |
48.20 |
| Range |
2.32 |
0.97 |
-1.35 |
-58.2% |
2.88 |
| ATR |
2.07 |
1.99 |
-0.08 |
-3.8% |
0.00 |
| Volume |
8,298 |
5,211 |
-3,087 |
-37.2% |
22,097 |
|
| Daily Pivots for day following 24-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.24 |
50.91 |
49.18 |
|
| R3 |
50.27 |
49.94 |
48.92 |
|
| R2 |
49.30 |
49.30 |
48.83 |
|
| R1 |
48.97 |
48.97 |
48.74 |
49.14 |
| PP |
48.33 |
48.33 |
48.33 |
48.41 |
| S1 |
48.00 |
48.00 |
48.56 |
48.17 |
| S2 |
47.36 |
47.36 |
48.47 |
|
| S3 |
46.39 |
47.03 |
48.38 |
|
| S4 |
45.42 |
46.06 |
48.12 |
|
|
| 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 |
52.77 |
|
2.618 |
51.19 |
|
1.618 |
50.22 |
|
1.000 |
49.62 |
|
0.618 |
49.25 |
|
HIGH |
48.65 |
|
0.618 |
48.28 |
|
0.500 |
48.17 |
|
0.382 |
48.05 |
|
LOW |
47.68 |
|
0.618 |
47.08 |
|
1.000 |
46.71 |
|
1.618 |
46.11 |
|
2.618 |
45.14 |
|
4.250 |
43.56 |
|
|
| Fisher Pivots for day following 24-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
48.49 |
49.10 |
| PP |
48.33 |
48.95 |
| S1 |
48.17 |
48.80 |
|