NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 18-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2015 |
18-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
42.18 |
41.88 |
-0.30 |
-0.7% |
43.58 |
High |
42.69 |
42.90 |
0.21 |
0.5% |
45.34 |
Low |
41.64 |
41.43 |
-0.21 |
-0.5% |
41.35 |
Close |
41.87 |
42.62 |
0.75 |
1.8% |
42.50 |
Range |
1.05 |
1.47 |
0.42 |
40.0% |
3.99 |
ATR |
1.63 |
1.62 |
-0.01 |
-0.7% |
0.00 |
Volume |
314,275 |
200,185 |
-114,090 |
-36.3% |
2,259,066 |
|
Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.73 |
46.14 |
43.43 |
|
R3 |
45.26 |
44.67 |
43.02 |
|
R2 |
43.79 |
43.79 |
42.89 |
|
R1 |
43.20 |
43.20 |
42.75 |
43.50 |
PP |
42.32 |
42.32 |
42.32 |
42.46 |
S1 |
41.73 |
41.73 |
42.49 |
42.03 |
S2 |
40.85 |
40.85 |
42.35 |
|
S3 |
39.38 |
40.26 |
42.22 |
|
S4 |
37.91 |
38.79 |
41.81 |
|
|
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 |
43.87 |
41.35 |
2.52 |
5.9% |
1.40 |
3.3% |
50% |
False |
False |
348,817 |
10 |
46.70 |
41.35 |
5.35 |
12.6% |
1.57 |
3.7% |
24% |
False |
False |
390,189 |
20 |
50.71 |
41.35 |
9.36 |
22.0% |
1.55 |
3.6% |
14% |
False |
False |
353,089 |
40 |
61.87 |
41.35 |
20.52 |
48.1% |
1.68 |
3.9% |
6% |
False |
False |
244,366 |
60 |
62.51 |
41.35 |
21.16 |
49.6% |
1.68 |
3.9% |
6% |
False |
False |
185,309 |
80 |
64.45 |
41.35 |
23.10 |
54.2% |
1.67 |
3.9% |
5% |
False |
False |
148,846 |
100 |
64.45 |
41.35 |
23.10 |
54.2% |
1.71 |
4.0% |
5% |
False |
False |
127,304 |
120 |
64.45 |
41.35 |
23.10 |
54.2% |
1.73 |
4.1% |
5% |
False |
False |
110,971 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.15 |
2.618 |
46.75 |
1.618 |
45.28 |
1.000 |
44.37 |
0.618 |
43.81 |
HIGH |
42.90 |
0.618 |
42.34 |
0.500 |
42.17 |
0.382 |
41.99 |
LOW |
41.43 |
0.618 |
40.52 |
1.000 |
39.96 |
1.618 |
39.05 |
2.618 |
37.58 |
4.250 |
35.18 |
|
|
Fisher Pivots for day following 18-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
42.47 |
42.47 |
PP |
42.32 |
42.31 |
S1 |
42.17 |
42.16 |
|