NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 13-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2015 |
13-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
45.71 |
46.02 |
0.31 |
0.7% |
48.65 |
High |
46.36 |
46.40 |
0.04 |
0.1% |
48.69 |
Low |
45.27 |
44.83 |
-0.44 |
-1.0% |
45.69 |
Close |
45.94 |
45.16 |
-0.78 |
-1.7% |
45.85 |
Range |
1.09 |
1.57 |
0.48 |
44.0% |
3.00 |
ATR |
1.60 |
1.60 |
0.00 |
-0.1% |
0.00 |
Volume |
122,619 |
137,673 |
15,054 |
12.3% |
377,745 |
|
Daily Pivots for day following 13-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.17 |
49.24 |
46.02 |
|
R3 |
48.60 |
47.67 |
45.59 |
|
R2 |
47.03 |
47.03 |
45.45 |
|
R1 |
46.10 |
46.10 |
45.30 |
45.78 |
PP |
45.46 |
45.46 |
45.46 |
45.31 |
S1 |
44.53 |
44.53 |
45.02 |
44.21 |
S2 |
43.89 |
43.89 |
44.87 |
|
S3 |
42.32 |
42.96 |
44.73 |
|
S4 |
40.75 |
41.39 |
44.30 |
|
|
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 |
47.71 |
44.83 |
2.88 |
6.4% |
1.64 |
3.6% |
11% |
False |
True |
107,322 |
10 |
50.33 |
44.83 |
5.50 |
12.2% |
1.55 |
3.4% |
6% |
False |
True |
86,346 |
20 |
53.06 |
44.83 |
8.23 |
18.2% |
1.45 |
3.2% |
4% |
False |
True |
73,214 |
40 |
62.80 |
44.83 |
17.97 |
39.8% |
1.62 |
3.6% |
2% |
False |
True |
65,524 |
60 |
63.12 |
44.83 |
18.29 |
40.5% |
1.60 |
3.5% |
2% |
False |
True |
60,518 |
80 |
65.38 |
44.83 |
20.55 |
45.5% |
1.60 |
3.5% |
2% |
False |
True |
58,418 |
100 |
65.38 |
44.83 |
20.55 |
45.5% |
1.66 |
3.7% |
2% |
False |
True |
56,932 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.07 |
2.618 |
50.51 |
1.618 |
48.94 |
1.000 |
47.97 |
0.618 |
47.37 |
HIGH |
46.40 |
0.618 |
45.80 |
0.500 |
45.62 |
0.382 |
45.43 |
LOW |
44.83 |
0.618 |
43.86 |
1.000 |
43.26 |
1.618 |
42.29 |
2.618 |
40.72 |
4.250 |
38.16 |
|
|
Fisher Pivots for day following 13-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
45.62 |
46.27 |
PP |
45.46 |
45.90 |
S1 |
45.31 |
45.53 |
|