NYMEX Light Sweet Crude Oil Future May 2016
| Trading Metrics calculated at close of trading on 30-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2015 |
30-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
48.01 |
47.86 |
-0.15 |
-0.3% |
48.70 |
| High |
48.53 |
48.83 |
0.30 |
0.6% |
50.52 |
| Low |
47.66 |
47.86 |
0.20 |
0.4% |
47.68 |
| Close |
48.29 |
48.37 |
0.08 |
0.2% |
49.16 |
| Range |
0.87 |
0.97 |
0.10 |
11.5% |
2.84 |
| ATR |
1.81 |
1.75 |
-0.06 |
-3.3% |
0.00 |
| Volume |
3,478 |
4,375 |
897 |
25.8% |
26,454 |
|
| Daily Pivots for day following 30-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.26 |
50.79 |
48.90 |
|
| R3 |
50.29 |
49.82 |
48.64 |
|
| R2 |
49.32 |
49.32 |
48.55 |
|
| R1 |
48.85 |
48.85 |
48.46 |
49.09 |
| PP |
48.35 |
48.35 |
48.35 |
48.47 |
| S1 |
47.88 |
47.88 |
48.28 |
48.12 |
| S2 |
47.38 |
47.38 |
48.19 |
|
| S3 |
46.41 |
46.91 |
48.10 |
|
| S4 |
45.44 |
45.94 |
47.84 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.64 |
56.24 |
50.72 |
|
| R3 |
54.80 |
53.40 |
49.94 |
|
| R2 |
51.96 |
51.96 |
49.68 |
|
| R1 |
50.56 |
50.56 |
49.42 |
51.26 |
| PP |
49.12 |
49.12 |
49.12 |
49.47 |
| S1 |
47.72 |
47.72 |
48.90 |
48.42 |
| S2 |
46.28 |
46.28 |
48.64 |
|
| S3 |
43.44 |
44.88 |
48.38 |
|
| S4 |
40.60 |
42.04 |
47.60 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.95 |
|
2.618 |
51.37 |
|
1.618 |
50.40 |
|
1.000 |
49.80 |
|
0.618 |
49.43 |
|
HIGH |
48.83 |
|
0.618 |
48.46 |
|
0.500 |
48.35 |
|
0.382 |
48.23 |
|
LOW |
47.86 |
|
0.618 |
47.26 |
|
1.000 |
46.89 |
|
1.618 |
46.29 |
|
2.618 |
45.32 |
|
4.250 |
43.74 |
|
|
| Fisher Pivots for day following 30-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
48.36 |
48.32 |
| PP |
48.35 |
48.28 |
| S1 |
48.35 |
48.23 |
|