NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 18-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2015 |
18-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
44.00 |
43.50 |
-0.50 |
-1.1% |
44.78 |
High |
44.36 |
44.34 |
-0.02 |
0.0% |
46.89 |
Low |
43.44 |
43.09 |
-0.35 |
-0.8% |
43.35 |
Close |
43.56 |
44.09 |
0.53 |
1.2% |
44.31 |
Range |
0.92 |
1.25 |
0.33 |
35.9% |
3.54 |
ATR |
1.54 |
1.52 |
-0.02 |
-1.3% |
0.00 |
Volume |
95,995 |
77,957 |
-18,038 |
-18.8% |
588,272 |
|
Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.59 |
47.09 |
44.78 |
|
R3 |
46.34 |
45.84 |
44.43 |
|
R2 |
45.09 |
45.09 |
44.32 |
|
R1 |
44.59 |
44.59 |
44.20 |
44.84 |
PP |
43.84 |
43.84 |
43.84 |
43.97 |
S1 |
43.34 |
43.34 |
43.98 |
43.59 |
S2 |
42.59 |
42.59 |
43.86 |
|
S3 |
41.34 |
42.09 |
43.75 |
|
S4 |
40.09 |
40.84 |
43.40 |
|
|
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 |
45.54 |
43.09 |
2.45 |
5.6% |
1.24 |
2.8% |
41% |
False |
True |
118,007 |
10 |
47.63 |
43.09 |
4.54 |
10.3% |
1.46 |
3.3% |
22% |
False |
True |
93,025 |
20 |
51.75 |
43.09 |
8.66 |
19.6% |
1.46 |
3.3% |
12% |
False |
True |
61,510 |
40 |
62.41 |
43.09 |
19.32 |
43.8% |
1.59 |
3.6% |
5% |
False |
True |
42,046 |
60 |
62.87 |
43.09 |
19.78 |
44.9% |
1.58 |
3.6% |
5% |
False |
True |
34,602 |
80 |
65.03 |
43.09 |
21.94 |
49.8% |
1.56 |
3.5% |
5% |
False |
True |
29,302 |
100 |
65.03 |
43.09 |
21.94 |
49.8% |
1.56 |
3.5% |
5% |
False |
True |
25,560 |
120 |
65.03 |
43.09 |
21.94 |
49.8% |
1.55 |
3.5% |
5% |
False |
True |
22,558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.65 |
2.618 |
47.61 |
1.618 |
46.36 |
1.000 |
45.59 |
0.618 |
45.11 |
HIGH |
44.34 |
0.618 |
43.86 |
0.500 |
43.72 |
0.382 |
43.57 |
LOW |
43.09 |
0.618 |
42.32 |
1.000 |
41.84 |
1.618 |
41.07 |
2.618 |
39.82 |
4.250 |
37.78 |
|
|
Fisher Pivots for day following 18-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
43.97 |
44.02 |
PP |
43.84 |
43.95 |
S1 |
43.72 |
43.88 |
|