NYMEX Light Sweet Crude Oil Future October 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 |
45.58 |
45.24 |
-0.34 |
-0.7% |
47.28 |
High |
45.69 |
45.57 |
-0.12 |
-0.3% |
47.32 |
Low |
44.63 |
44.20 |
-0.43 |
-1.0% |
44.20 |
Close |
45.09 |
44.36 |
-0.73 |
-1.6% |
44.36 |
Range |
1.06 |
1.37 |
0.31 |
29.2% |
3.12 |
ATR |
1.63 |
1.61 |
-0.02 |
-1.2% |
0.00 |
Volume |
161,457 |
184,851 |
23,394 |
14.5% |
614,846 |
|
Daily Pivots for day following 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.82 |
47.96 |
45.11 |
|
R3 |
47.45 |
46.59 |
44.74 |
|
R2 |
46.08 |
46.08 |
44.61 |
|
R1 |
45.22 |
45.22 |
44.49 |
44.97 |
PP |
44.71 |
44.71 |
44.71 |
44.58 |
S1 |
43.85 |
43.85 |
44.23 |
43.60 |
S2 |
43.34 |
43.34 |
44.11 |
|
S3 |
41.97 |
42.48 |
43.98 |
|
S4 |
40.60 |
41.11 |
43.61 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.65 |
52.63 |
46.08 |
|
R3 |
51.53 |
49.51 |
45.22 |
|
R2 |
48.41 |
48.41 |
44.93 |
|
R1 |
46.39 |
46.39 |
44.65 |
45.84 |
PP |
45.29 |
45.29 |
45.29 |
45.02 |
S1 |
43.27 |
43.27 |
44.07 |
42.72 |
S2 |
42.17 |
42.17 |
43.79 |
|
S3 |
39.05 |
40.15 |
43.50 |
|
S4 |
35.93 |
37.03 |
42.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
47.32 |
44.20 |
3.12 |
7.0% |
1.40 |
3.2% |
5% |
False |
True |
122,969 |
10 |
49.91 |
44.20 |
5.71 |
12.9% |
1.51 |
3.4% |
3% |
False |
True |
88,699 |
20 |
54.28 |
44.20 |
10.08 |
22.7% |
1.55 |
3.5% |
2% |
False |
True |
69,679 |
40 |
62.41 |
44.20 |
18.21 |
41.1% |
1.60 |
3.6% |
1% |
False |
True |
50,728 |
60 |
62.94 |
44.20 |
18.74 |
42.2% |
1.63 |
3.7% |
1% |
False |
True |
42,376 |
80 |
64.74 |
44.20 |
20.54 |
46.3% |
1.62 |
3.6% |
1% |
False |
True |
36,864 |
100 |
64.74 |
44.20 |
20.54 |
46.3% |
1.66 |
3.7% |
1% |
False |
True |
32,315 |
120 |
64.74 |
44.20 |
20.54 |
46.3% |
1.64 |
3.7% |
1% |
False |
True |
28,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.39 |
2.618 |
49.16 |
1.618 |
47.79 |
1.000 |
46.94 |
0.618 |
46.42 |
HIGH |
45.57 |
0.618 |
45.05 |
0.500 |
44.89 |
0.382 |
44.72 |
LOW |
44.20 |
0.618 |
43.35 |
1.000 |
42.83 |
1.618 |
41.98 |
2.618 |
40.61 |
4.250 |
38.38 |
|
|
Fisher Pivots for day following 07-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
44.89 |
45.64 |
PP |
44.71 |
45.21 |
S1 |
44.54 |
44.79 |
|