NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 24-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2015 |
24-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
41.71 |
41.01 |
-0.70 |
-1.7% |
44.00 |
High |
42.08 |
41.22 |
-0.86 |
-2.0% |
44.36 |
Low |
40.63 |
38.51 |
-2.12 |
-5.2% |
40.63 |
Close |
41.19 |
38.93 |
-2.26 |
-5.5% |
41.19 |
Range |
1.45 |
2.71 |
1.26 |
86.9% |
3.73 |
ATR |
1.54 |
1.63 |
0.08 |
5.4% |
0.00 |
Volume |
108,537 |
88,859 |
-19,678 |
-18.1% |
476,525 |
|
Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.68 |
46.02 |
40.42 |
|
R3 |
44.97 |
43.31 |
39.68 |
|
R2 |
42.26 |
42.26 |
39.43 |
|
R1 |
40.60 |
40.60 |
39.18 |
40.08 |
PP |
39.55 |
39.55 |
39.55 |
39.29 |
S1 |
37.89 |
37.89 |
38.68 |
37.37 |
S2 |
36.84 |
36.84 |
38.43 |
|
S3 |
34.13 |
35.18 |
38.18 |
|
S4 |
31.42 |
32.47 |
37.44 |
|
|
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 |
44.34 |
38.51 |
5.83 |
15.0% |
1.79 |
4.6% |
7% |
False |
True |
93,877 |
10 |
46.89 |
38.51 |
8.38 |
21.5% |
1.62 |
4.2% |
5% |
False |
True |
109,049 |
20 |
50.46 |
38.51 |
11.95 |
30.7% |
1.58 |
4.1% |
4% |
False |
True |
75,719 |
40 |
60.65 |
38.51 |
22.14 |
56.9% |
1.65 |
4.2% |
2% |
False |
True |
49,992 |
60 |
62.87 |
38.51 |
24.36 |
62.6% |
1.57 |
4.0% |
2% |
False |
True |
40,070 |
80 |
65.03 |
38.51 |
26.52 |
68.1% |
1.59 |
4.1% |
2% |
False |
True |
33,556 |
100 |
65.03 |
38.51 |
26.52 |
68.1% |
1.57 |
4.0% |
2% |
False |
True |
29,138 |
120 |
65.03 |
38.51 |
26.52 |
68.1% |
1.58 |
4.1% |
2% |
False |
True |
25,626 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.74 |
2.618 |
48.31 |
1.618 |
45.60 |
1.000 |
43.93 |
0.618 |
42.89 |
HIGH |
41.22 |
0.618 |
40.18 |
0.500 |
39.87 |
0.382 |
39.55 |
LOW |
38.51 |
0.618 |
36.84 |
1.000 |
35.80 |
1.618 |
34.13 |
2.618 |
31.42 |
4.250 |
26.99 |
|
|
Fisher Pivots for day following 24-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
39.87 |
40.57 |
PP |
39.55 |
40.02 |
S1 |
39.24 |
39.48 |
|