NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 10-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2015 |
10-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
46.61 |
45.50 |
-1.11 |
-2.4% |
48.65 |
High |
47.01 |
47.35 |
0.34 |
0.7% |
48.69 |
Low |
45.69 |
45.38 |
-0.31 |
-0.7% |
45.69 |
Close |
45.85 |
47.32 |
1.47 |
3.2% |
45.85 |
Range |
1.32 |
1.97 |
0.65 |
49.2% |
3.00 |
ATR |
1.56 |
1.59 |
0.03 |
1.8% |
0.00 |
Volume |
102,056 |
64,573 |
-37,483 |
-36.7% |
377,745 |
|
Daily Pivots for day following 10-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.59 |
51.93 |
48.40 |
|
R3 |
50.62 |
49.96 |
47.86 |
|
R2 |
48.65 |
48.65 |
47.68 |
|
R1 |
47.99 |
47.99 |
47.50 |
48.32 |
PP |
46.68 |
46.68 |
46.68 |
46.85 |
S1 |
46.02 |
46.02 |
47.14 |
46.35 |
S2 |
44.71 |
44.71 |
46.96 |
|
S3 |
42.74 |
44.05 |
46.78 |
|
S4 |
40.77 |
42.08 |
46.24 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.74 |
53.80 |
47.50 |
|
R3 |
52.74 |
50.80 |
46.68 |
|
R2 |
49.74 |
49.74 |
46.40 |
|
R1 |
47.80 |
47.80 |
46.13 |
47.27 |
PP |
46.74 |
46.74 |
46.74 |
46.48 |
S1 |
44.80 |
44.80 |
45.58 |
44.27 |
S2 |
43.74 |
43.74 |
45.30 |
|
S3 |
40.74 |
41.80 |
45.03 |
|
S4 |
37.74 |
38.80 |
44.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
48.25 |
45.38 |
2.87 |
6.1% |
1.36 |
2.9% |
68% |
False |
True |
74,212 |
10 |
51.08 |
45.38 |
5.70 |
12.0% |
1.52 |
3.2% |
34% |
False |
True |
70,469 |
20 |
55.30 |
45.38 |
9.92 |
21.0% |
1.49 |
3.1% |
20% |
False |
True |
64,849 |
40 |
62.98 |
45.38 |
17.60 |
37.2% |
1.60 |
3.4% |
11% |
False |
True |
59,124 |
60 |
63.39 |
45.38 |
18.01 |
38.1% |
1.61 |
3.4% |
11% |
False |
True |
56,162 |
80 |
65.38 |
45.38 |
20.00 |
42.3% |
1.60 |
3.4% |
10% |
False |
True |
55,823 |
100 |
65.38 |
45.38 |
20.00 |
42.3% |
1.67 |
3.5% |
10% |
False |
True |
54,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.72 |
2.618 |
52.51 |
1.618 |
50.54 |
1.000 |
49.32 |
0.618 |
48.57 |
HIGH |
47.35 |
0.618 |
46.60 |
0.500 |
46.37 |
0.382 |
46.13 |
LOW |
45.38 |
0.618 |
44.16 |
1.000 |
43.41 |
1.618 |
42.19 |
2.618 |
40.22 |
4.250 |
37.01 |
|
|
Fisher Pivots for day following 10-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
47.00 |
47.00 |
PP |
46.68 |
46.68 |
S1 |
46.37 |
46.37 |
|