NYMEX Light Sweet Crude Oil Future October 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 |
42.84 |
42.40 |
-0.44 |
-1.0% |
44.27 |
High |
43.22 |
43.38 |
0.16 |
0.4% |
46.01 |
Low |
42.27 |
41.94 |
-0.33 |
-0.8% |
42.16 |
Close |
42.41 |
43.12 |
0.71 |
1.7% |
43.11 |
Range |
0.95 |
1.44 |
0.49 |
51.6% |
3.85 |
ATR |
1.59 |
1.58 |
-0.01 |
-0.7% |
0.00 |
Volume |
212,805 |
248,262 |
35,457 |
16.7% |
1,272,890 |
|
Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.13 |
46.57 |
43.91 |
|
R3 |
45.69 |
45.13 |
43.52 |
|
R2 |
44.25 |
44.25 |
43.38 |
|
R1 |
43.69 |
43.69 |
43.25 |
43.97 |
PP |
42.81 |
42.81 |
42.81 |
42.96 |
S1 |
42.25 |
42.25 |
42.99 |
42.53 |
S2 |
41.37 |
41.37 |
42.86 |
|
S3 |
39.93 |
40.81 |
42.72 |
|
S4 |
38.49 |
39.37 |
42.33 |
|
|
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 |
44.64 |
41.94 |
2.70 |
6.3% |
1.34 |
3.1% |
44% |
False |
True |
236,527 |
10 |
47.07 |
41.94 |
5.13 |
11.9% |
1.53 |
3.5% |
23% |
False |
True |
218,634 |
20 |
51.14 |
41.94 |
9.20 |
21.3% |
1.52 |
3.5% |
13% |
False |
True |
139,898 |
40 |
62.11 |
41.94 |
20.17 |
46.8% |
1.64 |
3.8% |
6% |
False |
True |
89,682 |
60 |
62.65 |
41.94 |
20.71 |
48.0% |
1.63 |
3.8% |
6% |
False |
True |
68,957 |
80 |
64.74 |
41.94 |
22.80 |
52.9% |
1.61 |
3.7% |
5% |
False |
True |
56,807 |
100 |
64.74 |
41.94 |
22.80 |
52.9% |
1.64 |
3.8% |
5% |
False |
True |
48,799 |
120 |
64.74 |
41.94 |
22.80 |
52.9% |
1.62 |
3.8% |
5% |
False |
True |
42,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.50 |
2.618 |
47.15 |
1.618 |
45.71 |
1.000 |
44.82 |
0.618 |
44.27 |
HIGH |
43.38 |
0.618 |
42.83 |
0.500 |
42.66 |
0.382 |
42.49 |
LOW |
41.94 |
0.618 |
41.05 |
1.000 |
40.50 |
1.618 |
39.61 |
2.618 |
38.17 |
4.250 |
35.82 |
|
|
Fisher Pivots for day following 18-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
42.97 |
42.99 |
PP |
42.81 |
42.87 |
S1 |
42.66 |
42.74 |
|