NYMEX Light Sweet Crude Oil Future October 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 |
44.08 |
44.03 |
-0.05 |
-0.1% |
47.28 |
High |
44.64 |
44.48 |
-0.16 |
-0.4% |
47.32 |
Low |
43.55 |
42.66 |
-0.89 |
-2.0% |
44.20 |
Close |
44.01 |
42.98 |
-1.03 |
-2.3% |
44.36 |
Range |
1.09 |
1.82 |
0.73 |
67.0% |
3.12 |
ATR |
1.65 |
1.66 |
0.01 |
0.7% |
0.00 |
Volume |
273,263 |
262,886 |
-10,377 |
-3.8% |
614,846 |
|
Daily Pivots for day following 13-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.83 |
47.73 |
43.98 |
|
R3 |
47.01 |
45.91 |
43.48 |
|
R2 |
45.19 |
45.19 |
43.31 |
|
R1 |
44.09 |
44.09 |
43.15 |
43.73 |
PP |
43.37 |
43.37 |
43.37 |
43.20 |
S1 |
42.27 |
42.27 |
42.81 |
41.91 |
S2 |
41.55 |
41.55 |
42.65 |
|
S3 |
39.73 |
40.45 |
42.48 |
|
S4 |
37.91 |
38.63 |
41.98 |
|
|
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 |
46.01 |
42.66 |
3.35 |
7.8% |
1.72 |
4.0% |
10% |
False |
True |
254,463 |
10 |
49.03 |
42.66 |
6.37 |
14.8% |
1.62 |
3.8% |
5% |
False |
True |
174,837 |
20 |
51.94 |
42.66 |
9.28 |
21.6% |
1.51 |
3.5% |
3% |
False |
True |
113,816 |
40 |
62.11 |
42.66 |
19.45 |
45.3% |
1.66 |
3.9% |
2% |
False |
True |
75,857 |
60 |
62.65 |
42.66 |
19.99 |
46.5% |
1.63 |
3.8% |
2% |
False |
True |
59,357 |
80 |
64.74 |
42.66 |
22.08 |
51.4% |
1.62 |
3.8% |
1% |
False |
True |
49,479 |
100 |
64.74 |
42.66 |
22.08 |
51.4% |
1.65 |
3.8% |
1% |
False |
True |
42,696 |
120 |
64.74 |
42.66 |
22.08 |
51.4% |
1.64 |
3.8% |
1% |
False |
True |
37,551 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.22 |
2.618 |
49.24 |
1.618 |
47.42 |
1.000 |
46.30 |
0.618 |
45.60 |
HIGH |
44.48 |
0.618 |
43.78 |
0.500 |
43.57 |
0.382 |
43.36 |
LOW |
42.66 |
0.618 |
41.54 |
1.000 |
40.84 |
1.618 |
39.72 |
2.618 |
37.90 |
4.250 |
34.93 |
|
|
Fisher Pivots for day following 13-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
43.57 |
44.34 |
PP |
43.37 |
43.88 |
S1 |
43.18 |
43.43 |
|