NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 07-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2015 |
07-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
45.16 |
44.82 |
-0.34 |
-0.8% |
46.86 |
High |
45.27 |
45.16 |
-0.11 |
-0.2% |
46.94 |
Low |
44.20 |
43.70 |
-0.50 |
-1.1% |
43.70 |
Close |
44.66 |
43.87 |
-0.79 |
-1.8% |
43.87 |
Range |
1.07 |
1.46 |
0.39 |
36.4% |
3.24 |
ATR |
1.66 |
1.65 |
-0.01 |
-0.9% |
0.00 |
Volume |
360,977 |
400,070 |
39,093 |
10.8% |
1,785,244 |
|
Daily Pivots for day following 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.62 |
47.71 |
44.67 |
|
R3 |
47.16 |
46.25 |
44.27 |
|
R2 |
45.70 |
45.70 |
44.14 |
|
R1 |
44.79 |
44.79 |
44.00 |
44.52 |
PP |
44.24 |
44.24 |
44.24 |
44.11 |
S1 |
43.33 |
43.33 |
43.74 |
43.06 |
S2 |
42.78 |
42.78 |
43.60 |
|
S3 |
41.32 |
41.87 |
43.47 |
|
S4 |
39.86 |
40.41 |
43.07 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.56 |
52.45 |
45.65 |
|
R3 |
51.32 |
49.21 |
44.76 |
|
R2 |
48.08 |
48.08 |
44.46 |
|
R1 |
45.97 |
45.97 |
44.17 |
45.41 |
PP |
44.84 |
44.84 |
44.84 |
44.55 |
S1 |
42.73 |
42.73 |
43.57 |
42.17 |
S2 |
41.60 |
41.60 |
43.28 |
|
S3 |
38.36 |
39.49 |
42.98 |
|
S4 |
35.12 |
36.25 |
42.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.94 |
43.70 |
3.24 |
7.4% |
1.44 |
3.3% |
5% |
False |
True |
357,048 |
10 |
49.52 |
43.70 |
5.82 |
13.3% |
1.53 |
3.5% |
3% |
False |
True |
334,599 |
20 |
53.94 |
43.70 |
10.24 |
23.3% |
1.58 |
3.6% |
2% |
False |
True |
287,948 |
40 |
62.20 |
43.70 |
18.50 |
42.2% |
1.65 |
3.8% |
1% |
False |
True |
187,319 |
60 |
62.65 |
43.70 |
18.95 |
43.2% |
1.68 |
3.8% |
1% |
False |
True |
143,423 |
80 |
64.45 |
43.70 |
20.75 |
47.3% |
1.68 |
3.8% |
1% |
False |
True |
118,160 |
100 |
64.45 |
43.70 |
20.75 |
47.3% |
1.76 |
4.0% |
1% |
False |
True |
101,516 |
120 |
64.45 |
43.70 |
20.75 |
47.3% |
1.75 |
4.0% |
1% |
False |
True |
89,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.37 |
2.618 |
48.98 |
1.618 |
47.52 |
1.000 |
46.62 |
0.618 |
46.06 |
HIGH |
45.16 |
0.618 |
44.60 |
0.500 |
44.43 |
0.382 |
44.26 |
LOW |
43.70 |
0.618 |
42.80 |
1.000 |
42.24 |
1.618 |
41.34 |
2.618 |
39.88 |
4.250 |
37.50 |
|
|
Fisher Pivots for day following 07-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
44.43 |
45.20 |
PP |
44.24 |
44.76 |
S1 |
44.06 |
44.31 |
|