NYMEX Light Sweet Crude Oil Future October 2015
Trading Metrics calculated at close of trading on 17-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2015 |
17-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
42.99 |
42.84 |
-0.15 |
-0.3% |
44.27 |
High |
43.54 |
43.22 |
-0.32 |
-0.7% |
46.01 |
Low |
42.16 |
42.27 |
0.11 |
0.3% |
42.16 |
Close |
43.11 |
42.41 |
-0.70 |
-1.6% |
43.11 |
Range |
1.38 |
0.95 |
-0.43 |
-31.2% |
3.85 |
ATR |
1.64 |
1.59 |
-0.05 |
-3.0% |
0.00 |
Volume |
185,423 |
212,805 |
27,382 |
14.8% |
1,272,890 |
|
Daily Pivots for day following 17-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.48 |
44.90 |
42.93 |
|
R3 |
44.53 |
43.95 |
42.67 |
|
R2 |
43.58 |
43.58 |
42.58 |
|
R1 |
43.00 |
43.00 |
42.50 |
42.82 |
PP |
42.63 |
42.63 |
42.63 |
42.54 |
S1 |
42.05 |
42.05 |
42.32 |
41.87 |
S2 |
41.68 |
41.68 |
42.24 |
|
S3 |
40.73 |
41.10 |
42.15 |
|
S4 |
39.78 |
40.15 |
41.89 |
|
|
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 |
9.1% |
1.54 |
3.6% |
6% |
False |
False |
245,626 |
10 |
47.07 |
42.16 |
4.91 |
11.6% |
1.47 |
3.5% |
5% |
False |
False |
202,923 |
20 |
51.83 |
42.16 |
9.67 |
22.8% |
1.51 |
3.6% |
3% |
False |
False |
129,599 |
40 |
62.11 |
42.16 |
19.95 |
47.0% |
1.64 |
3.9% |
1% |
False |
False |
84,076 |
60 |
62.65 |
42.16 |
20.49 |
48.3% |
1.63 |
3.8% |
1% |
False |
False |
65,342 |
80 |
64.74 |
42.16 |
22.58 |
53.2% |
1.60 |
3.8% |
1% |
False |
False |
54,093 |
100 |
64.74 |
42.16 |
22.58 |
53.2% |
1.64 |
3.9% |
1% |
False |
False |
46,446 |
120 |
64.74 |
42.16 |
22.58 |
53.2% |
1.63 |
3.8% |
1% |
False |
False |
40,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.26 |
2.618 |
45.71 |
1.618 |
44.76 |
1.000 |
44.17 |
0.618 |
43.81 |
HIGH |
43.22 |
0.618 |
42.86 |
0.500 |
42.75 |
0.382 |
42.63 |
LOW |
42.27 |
0.618 |
41.68 |
1.000 |
41.32 |
1.618 |
40.73 |
2.618 |
39.78 |
4.250 |
38.23 |
|
|
Fisher Pivots for day following 17-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
42.75 |
43.32 |
PP |
42.63 |
43.02 |
S1 |
42.52 |
42.71 |
|