NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 13-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2015 |
13-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
45.00 |
45.12 |
0.12 |
0.3% |
47.98 |
High |
45.54 |
45.50 |
-0.04 |
-0.1% |
48.00 |
Low |
44.46 |
43.87 |
-0.59 |
-1.3% |
44.94 |
Close |
45.04 |
44.18 |
-0.86 |
-1.9% |
45.11 |
Range |
1.08 |
1.63 |
0.55 |
50.9% |
3.06 |
ATR |
1.61 |
1.61 |
0.00 |
0.1% |
0.00 |
Volume |
127,586 |
144,909 |
17,323 |
13.6% |
241,136 |
|
Daily Pivots for day following 13-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.41 |
48.42 |
45.08 |
|
R3 |
47.78 |
46.79 |
44.63 |
|
R2 |
46.15 |
46.15 |
44.48 |
|
R1 |
45.16 |
45.16 |
44.33 |
44.84 |
PP |
44.52 |
44.52 |
44.52 |
44.36 |
S1 |
43.53 |
43.53 |
44.03 |
43.21 |
S2 |
42.89 |
42.89 |
43.88 |
|
S3 |
41.26 |
41.90 |
43.73 |
|
S4 |
39.63 |
40.27 |
43.28 |
|
|
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 |
46.89 |
43.87 |
3.02 |
6.8% |
1.66 |
3.8% |
10% |
False |
True |
103,577 |
10 |
49.65 |
43.87 |
5.78 |
13.1% |
1.56 |
3.5% |
5% |
False |
True |
71,023 |
20 |
52.45 |
43.87 |
8.58 |
19.4% |
1.46 |
3.3% |
4% |
False |
True |
48,702 |
40 |
62.41 |
43.87 |
18.54 |
42.0% |
1.61 |
3.6% |
2% |
False |
True |
35,782 |
60 |
62.87 |
43.87 |
19.00 |
43.0% |
1.59 |
3.6% |
2% |
False |
True |
30,128 |
80 |
65.03 |
43.87 |
21.16 |
47.9% |
1.57 |
3.5% |
1% |
False |
True |
25,746 |
100 |
65.03 |
43.87 |
21.16 |
47.9% |
1.58 |
3.6% |
1% |
False |
True |
22,604 |
120 |
65.03 |
43.87 |
21.16 |
47.9% |
1.56 |
3.5% |
1% |
False |
True |
20,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.43 |
2.618 |
49.77 |
1.618 |
48.14 |
1.000 |
47.13 |
0.618 |
46.51 |
HIGH |
45.50 |
0.618 |
44.88 |
0.500 |
44.69 |
0.382 |
44.49 |
LOW |
43.87 |
0.618 |
42.86 |
1.000 |
42.24 |
1.618 |
41.23 |
2.618 |
39.60 |
4.250 |
36.94 |
|
|
Fisher Pivots for day following 13-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
44.69 |
45.38 |
PP |
44.52 |
44.98 |
S1 |
44.35 |
44.58 |
|