NYMEX Light Sweet Crude Oil Future October 2015
Trading Metrics calculated at close of trading on 31-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2015 |
31-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
42.68 |
45.00 |
2.32 |
5.4% |
40.30 |
High |
45.90 |
49.33 |
3.43 |
7.5% |
45.90 |
Low |
41.78 |
43.60 |
1.82 |
4.4% |
37.75 |
Close |
45.22 |
49.20 |
3.98 |
8.8% |
45.22 |
Range |
4.12 |
5.73 |
1.61 |
39.1% |
8.15 |
ATR |
2.01 |
2.28 |
0.27 |
13.2% |
0.00 |
Volume |
666,328 |
757,503 |
91,175 |
13.7% |
2,412,748 |
|
Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.57 |
62.61 |
52.35 |
|
R3 |
58.84 |
56.88 |
50.78 |
|
R2 |
53.11 |
53.11 |
50.25 |
|
R1 |
51.15 |
51.15 |
49.73 |
52.13 |
PP |
47.38 |
47.38 |
47.38 |
47.87 |
S1 |
45.42 |
45.42 |
48.67 |
46.40 |
S2 |
41.65 |
41.65 |
48.15 |
|
S3 |
35.92 |
39.69 |
47.62 |
|
S4 |
30.19 |
33.96 |
46.05 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.41 |
64.46 |
49.70 |
|
R3 |
59.26 |
56.31 |
47.46 |
|
R2 |
51.11 |
51.11 |
46.71 |
|
R1 |
48.16 |
48.16 |
45.97 |
49.64 |
PP |
42.96 |
42.96 |
42.96 |
43.69 |
S1 |
40.01 |
40.01 |
44.47 |
41.49 |
S2 |
34.81 |
34.81 |
43.73 |
|
S3 |
26.66 |
31.86 |
42.98 |
|
S4 |
18.51 |
23.71 |
40.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.33 |
38.16 |
11.17 |
22.7% |
3.37 |
6.8% |
99% |
True |
False |
540,377 |
10 |
49.33 |
37.75 |
11.58 |
23.5% |
2.62 |
5.3% |
99% |
True |
False |
463,420 |
20 |
49.33 |
37.75 |
11.58 |
23.5% |
2.05 |
4.2% |
99% |
True |
False |
333,171 |
40 |
54.70 |
37.75 |
16.95 |
34.5% |
1.88 |
3.8% |
68% |
False |
False |
192,802 |
60 |
62.65 |
37.75 |
24.90 |
50.6% |
1.76 |
3.6% |
46% |
False |
False |
137,793 |
80 |
63.75 |
37.75 |
26.00 |
52.8% |
1.74 |
3.5% |
44% |
False |
False |
109,290 |
100 |
64.74 |
37.75 |
26.99 |
54.9% |
1.72 |
3.5% |
42% |
False |
False |
91,253 |
120 |
64.74 |
37.75 |
26.99 |
54.9% |
1.74 |
3.5% |
42% |
False |
False |
78,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.68 |
2.618 |
64.33 |
1.618 |
58.60 |
1.000 |
55.06 |
0.618 |
52.87 |
HIGH |
49.33 |
0.618 |
47.14 |
0.500 |
46.47 |
0.382 |
45.79 |
LOW |
43.60 |
0.618 |
40.06 |
1.000 |
37.87 |
1.618 |
34.33 |
2.618 |
28.60 |
4.250 |
19.25 |
|
|
Fisher Pivots for day following 31-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
48.29 |
47.51 |
PP |
47.38 |
45.83 |
S1 |
46.47 |
44.14 |
|