NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 20-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
43.72 |
41.89 |
-1.83 |
-4.2% |
44.78 |
High |
44.09 |
42.63 |
-1.46 |
-3.3% |
46.89 |
Low |
41.73 |
41.44 |
-0.29 |
-0.7% |
43.35 |
Close |
42.18 |
42.09 |
-0.09 |
-0.2% |
44.31 |
Range |
2.36 |
1.19 |
-1.17 |
-49.6% |
3.54 |
ATR |
1.58 |
1.55 |
-0.03 |
-1.8% |
0.00 |
Volume |
97,421 |
96,615 |
-806 |
-0.8% |
588,272 |
|
Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.62 |
45.05 |
42.74 |
|
R3 |
44.43 |
43.86 |
42.42 |
|
R2 |
43.24 |
43.24 |
42.31 |
|
R1 |
42.67 |
42.67 |
42.20 |
42.96 |
PP |
42.05 |
42.05 |
42.05 |
42.20 |
S1 |
41.48 |
41.48 |
41.98 |
41.77 |
S2 |
40.86 |
40.86 |
41.87 |
|
S3 |
39.67 |
40.29 |
41.76 |
|
S4 |
38.48 |
39.10 |
41.44 |
|
|
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 |
44.67 |
41.44 |
3.23 |
7.7% |
1.41 |
3.3% |
20% |
False |
True |
102,315 |
10 |
46.89 |
41.44 |
5.45 |
12.9% |
1.53 |
3.6% |
12% |
False |
True |
102,946 |
20 |
50.46 |
41.44 |
9.02 |
21.4% |
1.49 |
3.6% |
7% |
False |
True |
68,486 |
40 |
61.32 |
41.44 |
19.88 |
47.2% |
1.60 |
3.8% |
3% |
False |
True |
45,663 |
60 |
62.87 |
41.44 |
21.43 |
50.9% |
1.57 |
3.7% |
3% |
False |
True |
37,457 |
80 |
65.03 |
41.44 |
23.59 |
56.0% |
1.58 |
3.7% |
3% |
False |
True |
31,422 |
100 |
65.03 |
41.44 |
23.59 |
56.0% |
1.56 |
3.7% |
3% |
False |
True |
27,280 |
120 |
65.03 |
41.44 |
23.59 |
56.0% |
1.56 |
3.7% |
3% |
False |
True |
24,068 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.69 |
2.618 |
45.75 |
1.618 |
44.56 |
1.000 |
43.82 |
0.618 |
43.37 |
HIGH |
42.63 |
0.618 |
42.18 |
0.500 |
42.04 |
0.382 |
41.89 |
LOW |
41.44 |
0.618 |
40.70 |
1.000 |
40.25 |
1.618 |
39.51 |
2.618 |
38.32 |
4.250 |
36.38 |
|
|
Fisher Pivots for day following 20-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
42.07 |
42.89 |
PP |
42.05 |
42.62 |
S1 |
42.04 |
42.36 |
|