NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 06-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2015 |
06-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
46.86 |
46.22 |
-0.64 |
-1.4% |
49.10 |
High |
47.63 |
46.31 |
-1.32 |
-2.8% |
50.46 |
Low |
45.85 |
45.32 |
-0.53 |
-1.2% |
47.75 |
Close |
46.18 |
45.80 |
-0.38 |
-0.8% |
48.21 |
Range |
1.78 |
0.99 |
-0.79 |
-44.4% |
2.71 |
ATR |
1.63 |
1.59 |
-0.05 |
-2.8% |
0.00 |
Volume |
44,311 |
50,521 |
6,210 |
14.0% |
140,468 |
|
Daily Pivots for day following 06-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.78 |
48.28 |
46.34 |
|
R3 |
47.79 |
47.29 |
46.07 |
|
R2 |
46.80 |
46.80 |
45.98 |
|
R1 |
46.30 |
46.30 |
45.89 |
46.06 |
PP |
45.81 |
45.81 |
45.81 |
45.69 |
S1 |
45.31 |
45.31 |
45.71 |
45.07 |
S2 |
44.82 |
44.82 |
45.62 |
|
S3 |
43.83 |
44.32 |
45.53 |
|
S4 |
42.84 |
43.33 |
45.26 |
|
|
Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.94 |
55.28 |
49.70 |
|
R3 |
54.23 |
52.57 |
48.96 |
|
R2 |
51.52 |
51.52 |
48.71 |
|
R1 |
49.86 |
49.86 |
48.46 |
49.34 |
PP |
48.81 |
48.81 |
48.81 |
48.54 |
S1 |
47.15 |
47.15 |
47.96 |
46.63 |
S2 |
46.10 |
46.10 |
47.71 |
|
S3 |
43.39 |
44.44 |
47.46 |
|
S4 |
40.68 |
41.73 |
46.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.65 |
45.32 |
4.33 |
9.5% |
1.47 |
3.2% |
11% |
False |
True |
38,470 |
10 |
50.46 |
45.32 |
5.14 |
11.2% |
1.46 |
3.2% |
9% |
False |
True |
34,027 |
20 |
55.06 |
45.32 |
9.74 |
21.3% |
1.52 |
3.3% |
5% |
False |
True |
29,494 |
40 |
62.68 |
45.32 |
17.36 |
37.9% |
1.55 |
3.4% |
3% |
False |
True |
24,859 |
60 |
64.04 |
45.32 |
18.72 |
40.9% |
1.58 |
3.5% |
3% |
False |
True |
22,387 |
80 |
65.03 |
45.32 |
19.71 |
43.0% |
1.57 |
3.4% |
2% |
False |
True |
20,025 |
100 |
65.03 |
45.32 |
19.71 |
43.0% |
1.59 |
3.5% |
2% |
False |
True |
17,807 |
120 |
65.03 |
45.32 |
19.71 |
43.0% |
1.56 |
3.4% |
2% |
False |
True |
16,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.52 |
2.618 |
48.90 |
1.618 |
47.91 |
1.000 |
47.30 |
0.618 |
46.92 |
HIGH |
46.31 |
0.618 |
45.93 |
0.500 |
45.82 |
0.382 |
45.70 |
LOW |
45.32 |
0.618 |
44.71 |
1.000 |
44.33 |
1.618 |
43.72 |
2.618 |
42.73 |
4.250 |
41.11 |
|
|
Fisher Pivots for day following 06-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
45.82 |
46.48 |
PP |
45.81 |
46.25 |
S1 |
45.81 |
46.03 |
|