NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 14-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2015 |
14-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
45.12 |
44.18 |
-0.94 |
-2.1% |
44.78 |
High |
45.50 |
44.67 |
-0.83 |
-1.8% |
46.89 |
Low |
43.87 |
43.35 |
-0.52 |
-1.2% |
43.35 |
Close |
44.18 |
44.31 |
0.13 |
0.3% |
44.31 |
Range |
1.63 |
1.32 |
-0.31 |
-19.0% |
3.54 |
ATR |
1.61 |
1.59 |
-0.02 |
-1.3% |
0.00 |
Volume |
144,909 |
143,588 |
-1,321 |
-0.9% |
588,272 |
|
Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.07 |
47.51 |
45.04 |
|
R3 |
46.75 |
46.19 |
44.67 |
|
R2 |
45.43 |
45.43 |
44.55 |
|
R1 |
44.87 |
44.87 |
44.43 |
45.15 |
PP |
44.11 |
44.11 |
44.11 |
44.25 |
S1 |
43.55 |
43.55 |
44.19 |
43.83 |
S2 |
42.79 |
42.79 |
44.07 |
|
S3 |
41.47 |
42.23 |
43.95 |
|
S4 |
40.15 |
40.91 |
43.58 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.47 |
53.43 |
46.26 |
|
R3 |
51.93 |
49.89 |
45.28 |
|
R2 |
48.39 |
48.39 |
44.96 |
|
R1 |
46.35 |
46.35 |
44.63 |
45.60 |
PP |
44.85 |
44.85 |
44.85 |
44.48 |
S1 |
42.81 |
42.81 |
43.99 |
42.06 |
S2 |
41.31 |
41.31 |
43.66 |
|
S3 |
37.77 |
39.27 |
43.34 |
|
S4 |
34.23 |
35.73 |
42.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.89 |
43.35 |
3.54 |
8.0% |
1.66 |
3.7% |
27% |
False |
True |
117,654 |
10 |
48.00 |
43.35 |
4.65 |
10.5% |
1.51 |
3.4% |
21% |
False |
True |
82,940 |
20 |
52.45 |
43.35 |
9.10 |
20.5% |
1.47 |
3.3% |
11% |
False |
True |
54,884 |
40 |
62.41 |
43.35 |
19.06 |
43.0% |
1.61 |
3.6% |
5% |
False |
True |
38,566 |
60 |
62.87 |
43.35 |
19.52 |
44.1% |
1.60 |
3.6% |
5% |
False |
True |
32,294 |
80 |
65.03 |
43.35 |
21.68 |
48.9% |
1.57 |
3.5% |
4% |
False |
True |
27,450 |
100 |
65.03 |
43.35 |
21.68 |
48.9% |
1.59 |
3.6% |
4% |
False |
True |
23,986 |
120 |
65.03 |
43.35 |
21.68 |
48.9% |
1.57 |
3.5% |
4% |
False |
True |
21,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.28 |
2.618 |
48.13 |
1.618 |
46.81 |
1.000 |
45.99 |
0.618 |
45.49 |
HIGH |
44.67 |
0.618 |
44.17 |
0.500 |
44.01 |
0.382 |
43.85 |
LOW |
43.35 |
0.618 |
42.53 |
1.000 |
42.03 |
1.618 |
41.21 |
2.618 |
39.89 |
4.250 |
37.74 |
|
|
Fisher Pivots for day following 14-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
44.21 |
44.45 |
PP |
44.11 |
44.40 |
S1 |
44.01 |
44.36 |
|