NYMEX Light Sweet Crude Oil Future October 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 |
44.03 |
42.99 |
-1.04 |
-2.4% |
44.27 |
High |
44.48 |
43.54 |
-0.94 |
-2.1% |
46.01 |
Low |
42.66 |
42.16 |
-0.50 |
-1.2% |
42.16 |
Close |
42.98 |
43.11 |
0.13 |
0.3% |
43.11 |
Range |
1.82 |
1.38 |
-0.44 |
-24.2% |
3.85 |
ATR |
1.66 |
1.64 |
-0.02 |
-1.2% |
0.00 |
Volume |
262,886 |
185,423 |
-77,463 |
-29.5% |
1,272,890 |
|
Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.08 |
46.47 |
43.87 |
|
R3 |
45.70 |
45.09 |
43.49 |
|
R2 |
44.32 |
44.32 |
43.36 |
|
R1 |
43.71 |
43.71 |
43.24 |
44.02 |
PP |
42.94 |
42.94 |
42.94 |
43.09 |
S1 |
42.33 |
42.33 |
42.98 |
42.64 |
S2 |
41.56 |
41.56 |
42.86 |
|
S3 |
40.18 |
40.95 |
42.73 |
|
S4 |
38.80 |
39.57 |
42.35 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.31 |
53.06 |
45.23 |
|
R3 |
51.46 |
49.21 |
44.17 |
|
R2 |
47.61 |
47.61 |
43.82 |
|
R1 |
45.36 |
45.36 |
43.46 |
44.56 |
PP |
43.76 |
43.76 |
43.76 |
43.36 |
S1 |
41.51 |
41.51 |
42.76 |
40.71 |
S2 |
39.91 |
39.91 |
42.40 |
|
S3 |
36.06 |
37.66 |
42.05 |
|
S4 |
32.21 |
33.81 |
40.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.01 |
42.16 |
3.85 |
8.9% |
1.72 |
4.0% |
25% |
False |
True |
254,578 |
10 |
47.32 |
42.16 |
5.16 |
12.0% |
1.56 |
3.6% |
18% |
False |
True |
188,773 |
20 |
51.94 |
42.16 |
9.78 |
22.7% |
1.53 |
3.6% |
10% |
False |
True |
120,747 |
40 |
62.11 |
42.16 |
19.95 |
46.3% |
1.65 |
3.8% |
5% |
False |
True |
79,366 |
60 |
62.65 |
42.16 |
20.49 |
47.5% |
1.64 |
3.8% |
5% |
False |
True |
62,163 |
80 |
64.74 |
42.16 |
22.58 |
52.4% |
1.62 |
3.8% |
4% |
False |
True |
51,639 |
100 |
64.74 |
42.16 |
22.58 |
52.4% |
1.65 |
3.8% |
4% |
False |
True |
44,462 |
120 |
64.74 |
42.16 |
22.58 |
52.4% |
1.64 |
3.8% |
4% |
False |
True |
38,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.41 |
2.618 |
47.15 |
1.618 |
45.77 |
1.000 |
44.92 |
0.618 |
44.39 |
HIGH |
43.54 |
0.618 |
43.01 |
0.500 |
42.85 |
0.382 |
42.69 |
LOW |
42.16 |
0.618 |
41.31 |
1.000 |
40.78 |
1.618 |
39.93 |
2.618 |
38.55 |
4.250 |
36.30 |
|
|
Fisher Pivots for day following 14-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
43.02 |
43.40 |
PP |
42.94 |
43.30 |
S1 |
42.85 |
43.21 |
|