NYMEX Light Sweet Crude Oil Future October 2015
Trading Metrics calculated at close of trading on 20-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
42.87 |
40.98 |
-1.89 |
-4.4% |
44.27 |
High |
43.18 |
41.81 |
-1.37 |
-3.2% |
46.01 |
Low |
40.81 |
40.50 |
-0.31 |
-0.8% |
42.16 |
Close |
41.27 |
41.32 |
0.05 |
0.1% |
43.11 |
Range |
2.37 |
1.31 |
-1.06 |
-44.7% |
3.85 |
ATR |
1.64 |
1.61 |
-0.02 |
-1.4% |
0.00 |
Volume |
458,073 |
380,433 |
-77,640 |
-16.9% |
1,272,890 |
|
Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.14 |
44.54 |
42.04 |
|
R3 |
43.83 |
43.23 |
41.68 |
|
R2 |
42.52 |
42.52 |
41.56 |
|
R1 |
41.92 |
41.92 |
41.44 |
42.22 |
PP |
41.21 |
41.21 |
41.21 |
41.36 |
S1 |
40.61 |
40.61 |
41.20 |
40.91 |
S2 |
39.90 |
39.90 |
41.08 |
|
S3 |
38.59 |
39.30 |
40.96 |
|
S4 |
37.28 |
37.99 |
40.60 |
|
|
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 |
43.54 |
40.50 |
3.04 |
7.4% |
1.49 |
3.6% |
27% |
False |
True |
296,999 |
10 |
46.01 |
40.50 |
5.51 |
13.3% |
1.61 |
3.9% |
15% |
False |
True |
275,731 |
20 |
49.91 |
40.50 |
9.41 |
22.8% |
1.55 |
3.8% |
9% |
False |
True |
176,546 |
40 |
60.97 |
40.50 |
20.47 |
49.5% |
1.65 |
4.0% |
4% |
False |
True |
109,255 |
60 |
62.65 |
40.50 |
22.15 |
53.6% |
1.62 |
3.9% |
4% |
False |
True |
82,296 |
80 |
64.74 |
40.50 |
24.24 |
58.7% |
1.63 |
3.9% |
3% |
False |
True |
66,734 |
100 |
64.74 |
40.50 |
24.24 |
58.7% |
1.64 |
4.0% |
3% |
False |
True |
56,853 |
120 |
64.74 |
40.50 |
24.24 |
58.7% |
1.63 |
4.0% |
3% |
False |
True |
49,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.38 |
2.618 |
45.24 |
1.618 |
43.93 |
1.000 |
43.12 |
0.618 |
42.62 |
HIGH |
41.81 |
0.618 |
41.31 |
0.500 |
41.16 |
0.382 |
41.00 |
LOW |
40.50 |
0.618 |
39.69 |
1.000 |
39.19 |
1.618 |
38.38 |
2.618 |
37.07 |
4.250 |
34.93 |
|
|
Fisher Pivots for day following 20-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
41.27 |
41.94 |
PP |
41.21 |
41.73 |
S1 |
41.16 |
41.53 |
|