NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 14-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2015 |
14-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
43.34 |
42.23 |
-1.11 |
-2.6% |
43.58 |
High |
43.72 |
42.96 |
-0.76 |
-1.7% |
45.34 |
Low |
41.91 |
41.35 |
-0.56 |
-1.3% |
41.35 |
Close |
42.23 |
42.50 |
0.27 |
0.6% |
42.50 |
Range |
1.81 |
1.61 |
-0.20 |
-11.0% |
3.99 |
ATR |
1.68 |
1.68 |
-0.01 |
-0.3% |
0.00 |
Volume |
420,146 |
317,211 |
-102,935 |
-24.5% |
2,259,066 |
|
Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.10 |
46.41 |
43.39 |
|
R3 |
45.49 |
44.80 |
42.94 |
|
R2 |
43.88 |
43.88 |
42.80 |
|
R1 |
43.19 |
43.19 |
42.65 |
43.54 |
PP |
42.27 |
42.27 |
42.27 |
42.44 |
S1 |
41.58 |
41.58 |
42.35 |
41.93 |
S2 |
40.66 |
40.66 |
42.20 |
|
S3 |
39.05 |
39.97 |
42.06 |
|
S4 |
37.44 |
38.36 |
41.61 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.03 |
52.76 |
44.69 |
|
R3 |
51.04 |
48.77 |
43.60 |
|
R2 |
47.05 |
47.05 |
43.23 |
|
R1 |
44.78 |
44.78 |
42.87 |
43.92 |
PP |
43.06 |
43.06 |
43.06 |
42.64 |
S1 |
40.79 |
40.79 |
42.13 |
39.93 |
S2 |
39.07 |
39.07 |
41.77 |
|
S3 |
35.08 |
36.80 |
41.40 |
|
S4 |
31.09 |
32.81 |
40.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
45.34 |
41.35 |
3.99 |
9.4% |
1.76 |
4.1% |
29% |
False |
True |
451,813 |
10 |
46.94 |
41.35 |
5.59 |
13.2% |
1.60 |
3.8% |
21% |
False |
True |
404,431 |
20 |
51.58 |
41.35 |
10.23 |
24.1% |
1.56 |
3.7% |
11% |
False |
True |
354,511 |
40 |
61.87 |
41.35 |
20.52 |
48.3% |
1.70 |
4.0% |
6% |
False |
True |
234,854 |
60 |
62.51 |
41.35 |
21.16 |
49.8% |
1.69 |
4.0% |
5% |
False |
True |
178,170 |
80 |
64.45 |
41.35 |
23.10 |
54.4% |
1.68 |
4.0% |
5% |
False |
True |
143,696 |
100 |
64.45 |
41.35 |
23.10 |
54.4% |
1.74 |
4.1% |
5% |
False |
True |
122,838 |
120 |
64.45 |
41.35 |
23.10 |
54.4% |
1.75 |
4.1% |
5% |
False |
True |
107,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.80 |
2.618 |
47.17 |
1.618 |
45.56 |
1.000 |
44.57 |
0.618 |
43.95 |
HIGH |
42.96 |
0.618 |
42.34 |
0.500 |
42.16 |
0.382 |
41.97 |
LOW |
41.35 |
0.618 |
40.36 |
1.000 |
39.74 |
1.618 |
38.75 |
2.618 |
37.14 |
4.250 |
34.51 |
|
|
Fisher Pivots for day following 14-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
42.39 |
42.61 |
PP |
42.27 |
42.57 |
S1 |
42.16 |
42.54 |
|