NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 13-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2015 |
13-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
43.27 |
43.34 |
0.07 |
0.2% |
46.86 |
High |
43.87 |
43.72 |
-0.15 |
-0.3% |
46.94 |
Low |
42.80 |
41.91 |
-0.89 |
-2.1% |
43.70 |
Close |
43.30 |
42.23 |
-1.07 |
-2.5% |
43.87 |
Range |
1.07 |
1.81 |
0.74 |
69.2% |
3.24 |
ATR |
1.68 |
1.68 |
0.01 |
0.6% |
0.00 |
Volume |
492,271 |
420,146 |
-72,125 |
-14.7% |
1,785,244 |
|
Daily Pivots for day following 13-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.05 |
46.95 |
43.23 |
|
R3 |
46.24 |
45.14 |
42.73 |
|
R2 |
44.43 |
44.43 |
42.56 |
|
R1 |
43.33 |
43.33 |
42.40 |
42.98 |
PP |
42.62 |
42.62 |
42.62 |
42.44 |
S1 |
41.52 |
41.52 |
42.06 |
41.17 |
S2 |
40.81 |
40.81 |
41.90 |
|
S3 |
39.00 |
39.71 |
41.73 |
|
S4 |
37.19 |
37.90 |
41.23 |
|
|
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 |
41.91 |
3.43 |
8.1% |
1.73 |
4.1% |
9% |
False |
True |
468,385 |
10 |
48.62 |
41.91 |
6.71 |
15.9% |
1.63 |
3.9% |
5% |
False |
True |
406,157 |
20 |
51.58 |
41.91 |
9.67 |
22.9% |
1.54 |
3.6% |
3% |
False |
True |
348,068 |
40 |
61.87 |
41.91 |
19.96 |
47.3% |
1.70 |
4.0% |
2% |
False |
True |
229,276 |
60 |
62.51 |
41.91 |
20.60 |
48.8% |
1.68 |
4.0% |
2% |
False |
True |
173,470 |
80 |
64.45 |
41.91 |
22.54 |
53.4% |
1.68 |
4.0% |
1% |
False |
True |
140,112 |
100 |
64.45 |
41.91 |
22.54 |
53.4% |
1.74 |
4.1% |
1% |
False |
True |
119,850 |
120 |
64.45 |
41.91 |
22.54 |
53.4% |
1.74 |
4.1% |
1% |
False |
True |
104,778 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.41 |
2.618 |
48.46 |
1.618 |
46.65 |
1.000 |
45.53 |
0.618 |
44.84 |
HIGH |
43.72 |
0.618 |
43.03 |
0.500 |
42.82 |
0.382 |
42.60 |
LOW |
41.91 |
0.618 |
40.79 |
1.000 |
40.10 |
1.618 |
38.98 |
2.618 |
37.17 |
4.250 |
34.22 |
|
|
Fisher Pivots for day following 13-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
42.82 |
43.63 |
PP |
42.62 |
43.16 |
S1 |
42.43 |
42.70 |
|