NYMEX Light Sweet Crude Oil Future November 2015
| Trading Metrics calculated at close of trading on 21-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
41.89 |
41.71 |
-0.18 |
-0.4% |
44.00 |
| High |
42.63 |
42.08 |
-0.55 |
-1.3% |
44.36 |
| Low |
41.44 |
40.63 |
-0.81 |
-2.0% |
40.63 |
| Close |
42.09 |
41.19 |
-0.90 |
-2.1% |
41.19 |
| Range |
1.19 |
1.45 |
0.26 |
21.8% |
3.73 |
| ATR |
1.55 |
1.54 |
-0.01 |
-0.4% |
0.00 |
| Volume |
96,615 |
108,537 |
11,922 |
12.3% |
476,525 |
|
| Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
45.65 |
44.87 |
41.99 |
|
| R3 |
44.20 |
43.42 |
41.59 |
|
| R2 |
42.75 |
42.75 |
41.46 |
|
| R1 |
41.97 |
41.97 |
41.32 |
41.64 |
| PP |
41.30 |
41.30 |
41.30 |
41.13 |
| S1 |
40.52 |
40.52 |
41.06 |
40.19 |
| S2 |
39.85 |
39.85 |
40.92 |
|
| S3 |
38.40 |
39.07 |
40.79 |
|
| S4 |
36.95 |
37.62 |
40.39 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.25 |
50.95 |
43.24 |
|
| R3 |
49.52 |
47.22 |
42.22 |
|
| R2 |
45.79 |
45.79 |
41.87 |
|
| R1 |
43.49 |
43.49 |
41.53 |
42.78 |
| PP |
42.06 |
42.06 |
42.06 |
41.70 |
| S1 |
39.76 |
39.76 |
40.85 |
39.05 |
| S2 |
38.33 |
38.33 |
40.51 |
|
| S3 |
34.60 |
36.03 |
40.16 |
|
| S4 |
30.87 |
32.30 |
39.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
44.36 |
40.63 |
3.73 |
9.1% |
1.43 |
3.5% |
15% |
False |
True |
95,305 |
| 10 |
46.89 |
40.63 |
6.26 |
15.2% |
1.55 |
3.8% |
9% |
False |
True |
106,479 |
| 20 |
50.46 |
40.63 |
9.83 |
23.9% |
1.51 |
3.7% |
6% |
False |
True |
72,320 |
| 40 |
60.85 |
40.63 |
20.22 |
49.1% |
1.61 |
3.9% |
3% |
False |
True |
48,012 |
| 60 |
62.87 |
40.63 |
22.24 |
54.0% |
1.57 |
3.8% |
3% |
False |
True |
38,909 |
| 80 |
65.03 |
40.63 |
24.40 |
59.2% |
1.57 |
3.8% |
2% |
False |
True |
32,669 |
| 100 |
65.03 |
40.63 |
24.40 |
59.2% |
1.57 |
3.8% |
2% |
False |
True |
28,316 |
| 120 |
65.03 |
40.63 |
24.40 |
59.2% |
1.56 |
3.8% |
2% |
False |
True |
24,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
48.24 |
|
2.618 |
45.88 |
|
1.618 |
44.43 |
|
1.000 |
43.53 |
|
0.618 |
42.98 |
|
HIGH |
42.08 |
|
0.618 |
41.53 |
|
0.500 |
41.36 |
|
0.382 |
41.18 |
|
LOW |
40.63 |
|
0.618 |
39.73 |
|
1.000 |
39.18 |
|
1.618 |
38.28 |
|
2.618 |
36.83 |
|
4.250 |
34.47 |
|
|
| Fisher Pivots for day following 21-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
41.36 |
42.36 |
| PP |
41.30 |
41.97 |
| S1 |
41.25 |
41.58 |
|