NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 12-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2015 |
12-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
44.81 |
43.27 |
-1.54 |
-3.4% |
46.86 |
High |
45.34 |
43.87 |
-1.47 |
-3.2% |
46.94 |
Low |
42.69 |
42.80 |
0.11 |
0.3% |
43.70 |
Close |
43.08 |
43.30 |
0.22 |
0.5% |
43.87 |
Range |
2.65 |
1.07 |
-1.58 |
-59.6% |
3.24 |
ATR |
1.72 |
1.68 |
-0.05 |
-2.7% |
0.00 |
Volume |
538,005 |
492,271 |
-45,734 |
-8.5% |
1,785,244 |
|
Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.53 |
45.99 |
43.89 |
|
R3 |
45.46 |
44.92 |
43.59 |
|
R2 |
44.39 |
44.39 |
43.50 |
|
R1 |
43.85 |
43.85 |
43.40 |
44.12 |
PP |
43.32 |
43.32 |
43.32 |
43.46 |
S1 |
42.78 |
42.78 |
43.20 |
43.05 |
S2 |
42.25 |
42.25 |
43.10 |
|
S3 |
41.18 |
41.71 |
43.01 |
|
S4 |
40.11 |
40.64 |
42.71 |
|
|
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 |
45.34 |
42.69 |
2.65 |
6.1% |
1.58 |
3.7% |
23% |
False |
False |
456,551 |
10 |
49.36 |
42.69 |
6.67 |
15.4% |
1.55 |
3.6% |
9% |
False |
False |
388,908 |
20 |
52.54 |
42.69 |
9.85 |
22.7% |
1.51 |
3.5% |
6% |
False |
False |
337,354 |
40 |
62.20 |
42.69 |
19.51 |
45.1% |
1.71 |
4.0% |
3% |
False |
False |
220,425 |
60 |
62.51 |
42.69 |
19.82 |
45.8% |
1.69 |
3.9% |
3% |
False |
False |
167,021 |
80 |
64.45 |
42.69 |
21.76 |
50.3% |
1.68 |
3.9% |
3% |
False |
False |
135,239 |
100 |
64.45 |
42.69 |
21.76 |
50.3% |
1.74 |
4.0% |
3% |
False |
False |
115,897 |
120 |
64.45 |
42.69 |
21.76 |
50.3% |
1.74 |
4.0% |
3% |
False |
False |
101,466 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.42 |
2.618 |
46.67 |
1.618 |
45.60 |
1.000 |
44.94 |
0.618 |
44.53 |
HIGH |
43.87 |
0.618 |
43.46 |
0.500 |
43.34 |
0.382 |
43.21 |
LOW |
42.80 |
0.618 |
42.14 |
1.000 |
41.73 |
1.618 |
41.07 |
2.618 |
40.00 |
4.250 |
38.25 |
|
|
Fisher Pivots for day following 12-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
43.34 |
44.02 |
PP |
43.32 |
43.78 |
S1 |
43.31 |
43.54 |
|