NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 25-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2015 |
25-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
41.01 |
38.90 |
-2.11 |
-5.1% |
44.00 |
High |
41.22 |
40.56 |
-0.66 |
-1.6% |
44.36 |
Low |
38.51 |
38.85 |
0.34 |
0.9% |
40.63 |
Close |
38.93 |
39.95 |
1.02 |
2.6% |
41.19 |
Range |
2.71 |
1.71 |
-1.00 |
-36.9% |
3.73 |
ATR |
1.63 |
1.63 |
0.01 |
0.4% |
0.00 |
Volume |
88,859 |
100,016 |
11,157 |
12.6% |
476,525 |
|
Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.92 |
44.14 |
40.89 |
|
R3 |
43.21 |
42.43 |
40.42 |
|
R2 |
41.50 |
41.50 |
40.26 |
|
R1 |
40.72 |
40.72 |
40.11 |
41.11 |
PP |
39.79 |
39.79 |
39.79 |
39.98 |
S1 |
39.01 |
39.01 |
39.79 |
39.40 |
S2 |
38.08 |
38.08 |
39.64 |
|
S3 |
36.37 |
37.30 |
39.48 |
|
S4 |
34.66 |
35.59 |
39.01 |
|
|
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 |
44.09 |
38.51 |
5.58 |
14.0% |
1.88 |
4.7% |
26% |
False |
False |
98,289 |
10 |
45.54 |
38.51 |
7.03 |
17.6% |
1.56 |
3.9% |
20% |
False |
False |
108,148 |
20 |
50.46 |
38.51 |
11.95 |
29.9% |
1.58 |
3.9% |
12% |
False |
False |
79,391 |
40 |
60.65 |
38.51 |
22.14 |
55.4% |
1.66 |
4.2% |
7% |
False |
False |
52,183 |
60 |
62.87 |
38.51 |
24.36 |
61.0% |
1.58 |
4.0% |
6% |
False |
False |
41,382 |
80 |
65.03 |
38.51 |
26.52 |
66.4% |
1.60 |
4.0% |
5% |
False |
False |
34,661 |
100 |
65.03 |
38.51 |
26.52 |
66.4% |
1.57 |
3.9% |
5% |
False |
False |
30,035 |
120 |
65.03 |
38.51 |
26.52 |
66.4% |
1.59 |
4.0% |
5% |
False |
False |
26,390 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.83 |
2.618 |
45.04 |
1.618 |
43.33 |
1.000 |
42.27 |
0.618 |
41.62 |
HIGH |
40.56 |
0.618 |
39.91 |
0.500 |
39.71 |
0.382 |
39.50 |
LOW |
38.85 |
0.618 |
37.79 |
1.000 |
37.14 |
1.618 |
36.08 |
2.618 |
34.37 |
4.250 |
31.58 |
|
|
Fisher Pivots for day following 25-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
39.87 |
40.30 |
PP |
39.79 |
40.18 |
S1 |
39.71 |
40.07 |
|