NYMEX Light Sweet Crude Oil Future October 2015
Trading Metrics calculated at close of trading on 26-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2015 |
26-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
38.18 |
39.69 |
1.51 |
4.0% |
42.84 |
High |
39.89 |
39.86 |
-0.03 |
-0.1% |
43.38 |
Low |
38.16 |
38.52 |
0.36 |
0.9% |
39.86 |
Close |
39.31 |
38.60 |
-0.71 |
-1.8% |
40.45 |
Range |
1.73 |
1.34 |
-0.39 |
-22.5% |
3.52 |
ATR |
1.69 |
1.67 |
-0.03 |
-1.5% |
0.00 |
Volume |
375,650 |
368,722 |
-6,928 |
-1.8% |
1,676,754 |
|
Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.01 |
42.15 |
39.34 |
|
R3 |
41.67 |
40.81 |
38.97 |
|
R2 |
40.33 |
40.33 |
38.85 |
|
R1 |
39.47 |
39.47 |
38.72 |
39.23 |
PP |
38.99 |
38.99 |
38.99 |
38.88 |
S1 |
38.13 |
38.13 |
38.48 |
37.89 |
S2 |
37.65 |
37.65 |
38.35 |
|
S3 |
36.31 |
36.79 |
38.23 |
|
S4 |
34.97 |
35.45 |
37.86 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.79 |
49.64 |
42.39 |
|
R3 |
48.27 |
46.12 |
41.42 |
|
R2 |
44.75 |
44.75 |
41.10 |
|
R1 |
42.60 |
42.60 |
40.77 |
41.92 |
PP |
41.23 |
41.23 |
41.23 |
40.89 |
S1 |
39.08 |
39.08 |
40.13 |
38.40 |
S2 |
37.71 |
37.71 |
39.80 |
|
S3 |
34.19 |
35.56 |
39.48 |
|
S4 |
30.67 |
32.04 |
38.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.81 |
37.75 |
4.06 |
10.5% |
1.73 |
4.5% |
21% |
False |
False |
394,070 |
10 |
44.48 |
37.75 |
6.73 |
17.4% |
1.66 |
4.3% |
13% |
False |
False |
333,780 |
20 |
49.73 |
37.75 |
11.98 |
31.0% |
1.60 |
4.1% |
7% |
False |
False |
244,469 |
40 |
59.57 |
37.75 |
21.82 |
56.5% |
1.70 |
4.4% |
4% |
False |
False |
146,937 |
60 |
62.65 |
37.75 |
24.90 |
64.5% |
1.63 |
4.2% |
3% |
False |
False |
106,766 |
80 |
64.74 |
37.75 |
26.99 |
69.9% |
1.65 |
4.3% |
3% |
False |
False |
85,580 |
100 |
64.74 |
37.75 |
26.99 |
69.9% |
1.63 |
4.2% |
3% |
False |
False |
72,273 |
120 |
64.74 |
37.75 |
26.99 |
69.9% |
1.66 |
4.3% |
3% |
False |
False |
62,285 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.56 |
2.618 |
43.37 |
1.618 |
42.03 |
1.000 |
41.20 |
0.618 |
40.69 |
HIGH |
39.86 |
0.618 |
39.35 |
0.500 |
39.19 |
0.382 |
39.03 |
LOW |
38.52 |
0.618 |
37.69 |
1.000 |
37.18 |
1.618 |
36.35 |
2.618 |
35.01 |
4.250 |
32.83 |
|
|
Fisher Pivots for day following 26-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
39.19 |
39.11 |
PP |
38.99 |
38.94 |
S1 |
38.80 |
38.77 |
|