NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 10-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2015 |
10-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
45.89 |
44.78 |
-1.11 |
-2.4% |
47.98 |
High |
46.28 |
46.55 |
0.27 |
0.6% |
48.00 |
Low |
44.94 |
44.63 |
-0.31 |
-0.7% |
44.94 |
Close |
45.11 |
46.53 |
1.42 |
3.1% |
45.11 |
Range |
1.34 |
1.92 |
0.58 |
43.3% |
3.06 |
ATR |
1.57 |
1.59 |
0.03 |
1.6% |
0.00 |
Volume |
73,201 |
63,166 |
-10,035 |
-13.7% |
241,136 |
|
Daily Pivots for day following 10-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.66 |
51.02 |
47.59 |
|
R3 |
49.74 |
49.10 |
47.06 |
|
R2 |
47.82 |
47.82 |
46.88 |
|
R1 |
47.18 |
47.18 |
46.71 |
47.50 |
PP |
45.90 |
45.90 |
45.90 |
46.07 |
S1 |
45.26 |
45.26 |
46.35 |
45.58 |
S2 |
43.98 |
43.98 |
46.18 |
|
S3 |
42.06 |
43.34 |
46.00 |
|
S4 |
40.14 |
41.42 |
45.47 |
|
|
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 |
47.63 |
44.63 |
3.00 |
6.4% |
1.36 |
2.9% |
63% |
False |
True |
54,862 |
10 |
50.46 |
44.63 |
5.83 |
12.5% |
1.53 |
3.3% |
33% |
False |
True |
42,390 |
20 |
54.78 |
44.63 |
10.15 |
21.8% |
1.50 |
3.2% |
19% |
False |
True |
33,787 |
40 |
62.68 |
44.63 |
18.05 |
38.8% |
1.59 |
3.4% |
11% |
False |
True |
27,236 |
60 |
63.00 |
44.63 |
18.37 |
39.5% |
1.59 |
3.4% |
10% |
False |
True |
24,229 |
80 |
65.03 |
44.63 |
20.40 |
43.8% |
1.56 |
3.3% |
9% |
False |
True |
21,354 |
100 |
65.03 |
44.63 |
20.40 |
43.8% |
1.58 |
3.4% |
9% |
False |
True |
19,065 |
120 |
65.03 |
44.63 |
20.40 |
43.8% |
1.56 |
3.3% |
9% |
False |
True |
17,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.71 |
2.618 |
51.58 |
1.618 |
49.66 |
1.000 |
48.47 |
0.618 |
47.74 |
HIGH |
46.55 |
0.618 |
45.82 |
0.500 |
45.59 |
0.382 |
45.36 |
LOW |
44.63 |
0.618 |
43.44 |
1.000 |
42.71 |
1.618 |
41.52 |
2.618 |
39.60 |
4.250 |
36.47 |
|
|
Fisher Pivots for day following 10-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
46.22 |
46.22 |
PP |
45.90 |
45.90 |
S1 |
45.59 |
45.59 |
|