NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 07-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2015 |
07-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
46.22 |
45.89 |
-0.33 |
-0.7% |
47.98 |
High |
46.31 |
46.28 |
-0.03 |
-0.1% |
48.00 |
Low |
45.32 |
44.94 |
-0.38 |
-0.8% |
44.94 |
Close |
45.80 |
45.11 |
-0.69 |
-1.5% |
45.11 |
Range |
0.99 |
1.34 |
0.35 |
35.4% |
3.06 |
ATR |
1.59 |
1.57 |
-0.02 |
-1.1% |
0.00 |
Volume |
50,521 |
73,201 |
22,680 |
44.9% |
241,136 |
|
Daily Pivots for day following 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.46 |
48.63 |
45.85 |
|
R3 |
48.12 |
47.29 |
45.48 |
|
R2 |
46.78 |
46.78 |
45.36 |
|
R1 |
45.95 |
45.95 |
45.23 |
45.70 |
PP |
45.44 |
45.44 |
45.44 |
45.32 |
S1 |
44.61 |
44.61 |
44.99 |
44.36 |
S2 |
44.10 |
44.10 |
44.86 |
|
S3 |
42.76 |
43.27 |
44.74 |
|
S4 |
41.42 |
41.93 |
44.37 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.20 |
53.21 |
46.79 |
|
R3 |
52.14 |
50.15 |
45.95 |
|
R2 |
49.08 |
49.08 |
45.67 |
|
R1 |
47.09 |
47.09 |
45.39 |
46.56 |
PP |
46.02 |
46.02 |
46.02 |
45.75 |
S1 |
44.03 |
44.03 |
44.83 |
43.50 |
S2 |
42.96 |
42.96 |
44.55 |
|
S3 |
39.90 |
40.97 |
44.27 |
|
S4 |
36.84 |
37.91 |
43.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
48.00 |
44.94 |
3.06 |
6.8% |
1.36 |
3.0% |
6% |
False |
True |
48,227 |
10 |
50.46 |
44.94 |
5.52 |
12.2% |
1.47 |
3.3% |
3% |
False |
True |
38,160 |
20 |
54.78 |
44.94 |
9.84 |
21.8% |
1.50 |
3.3% |
2% |
False |
True |
31,829 |
40 |
62.68 |
44.94 |
17.74 |
39.3% |
1.56 |
3.4% |
1% |
False |
True |
26,043 |
60 |
63.30 |
44.94 |
18.36 |
40.7% |
1.58 |
3.5% |
1% |
False |
True |
23,391 |
80 |
65.03 |
44.94 |
20.09 |
44.5% |
1.56 |
3.5% |
1% |
False |
True |
20,778 |
100 |
65.03 |
44.94 |
20.09 |
44.5% |
1.60 |
3.5% |
1% |
False |
True |
18,481 |
120 |
65.03 |
44.94 |
20.09 |
44.5% |
1.56 |
3.4% |
1% |
False |
True |
16,618 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.98 |
2.618 |
49.79 |
1.618 |
48.45 |
1.000 |
47.62 |
0.618 |
47.11 |
HIGH |
46.28 |
0.618 |
45.77 |
0.500 |
45.61 |
0.382 |
45.45 |
LOW |
44.94 |
0.618 |
44.11 |
1.000 |
43.60 |
1.618 |
42.77 |
2.618 |
41.43 |
4.250 |
39.25 |
|
|
Fisher Pivots for day following 07-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
45.61 |
46.29 |
PP |
45.44 |
45.89 |
S1 |
45.28 |
45.50 |
|