NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 14-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2015 |
14-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
46.02 |
45.19 |
-0.83 |
-1.8% |
45.50 |
High |
46.40 |
45.58 |
-0.82 |
-1.8% |
47.71 |
Low |
44.83 |
44.34 |
-0.49 |
-1.1% |
44.34 |
Close |
45.16 |
45.24 |
0.08 |
0.2% |
45.24 |
Range |
1.57 |
1.24 |
-0.33 |
-21.0% |
3.37 |
ATR |
1.60 |
1.57 |
-0.03 |
-1.6% |
0.00 |
Volume |
137,673 |
128,188 |
-9,485 |
-6.9% |
562,746 |
|
Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.77 |
48.25 |
45.92 |
|
R3 |
47.53 |
47.01 |
45.58 |
|
R2 |
46.29 |
46.29 |
45.47 |
|
R1 |
45.77 |
45.77 |
45.35 |
46.03 |
PP |
45.05 |
45.05 |
45.05 |
45.19 |
S1 |
44.53 |
44.53 |
45.13 |
44.79 |
S2 |
43.81 |
43.81 |
45.01 |
|
S3 |
42.57 |
43.29 |
44.90 |
|
S4 |
41.33 |
42.05 |
44.56 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.87 |
53.93 |
47.09 |
|
R3 |
52.50 |
50.56 |
46.17 |
|
R2 |
49.13 |
49.13 |
45.86 |
|
R1 |
47.19 |
47.19 |
45.55 |
46.48 |
PP |
45.76 |
45.76 |
45.76 |
45.41 |
S1 |
43.82 |
43.82 |
44.93 |
43.11 |
S2 |
42.39 |
42.39 |
44.62 |
|
S3 |
39.02 |
40.45 |
44.31 |
|
S4 |
35.65 |
37.08 |
43.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
47.71 |
44.34 |
3.37 |
7.4% |
1.63 |
3.6% |
27% |
False |
True |
112,549 |
10 |
48.69 |
44.34 |
4.35 |
9.6% |
1.49 |
3.3% |
21% |
False |
True |
94,049 |
20 |
53.06 |
44.34 |
8.72 |
19.3% |
1.46 |
3.2% |
10% |
False |
True |
76,946 |
40 |
62.80 |
44.34 |
18.46 |
40.8% |
1.61 |
3.6% |
5% |
False |
True |
66,762 |
60 |
63.12 |
44.34 |
18.78 |
41.5% |
1.61 |
3.6% |
5% |
False |
True |
61,862 |
80 |
65.38 |
44.34 |
21.04 |
46.5% |
1.59 |
3.5% |
4% |
False |
True |
59,532 |
100 |
65.38 |
44.34 |
21.04 |
46.5% |
1.65 |
3.7% |
4% |
False |
True |
58,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.85 |
2.618 |
48.83 |
1.618 |
47.59 |
1.000 |
46.82 |
0.618 |
46.35 |
HIGH |
45.58 |
0.618 |
45.11 |
0.500 |
44.96 |
0.382 |
44.81 |
LOW |
44.34 |
0.618 |
43.57 |
1.000 |
43.10 |
1.618 |
42.33 |
2.618 |
41.09 |
4.250 |
39.07 |
|
|
Fisher Pivots for day following 14-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
45.15 |
45.37 |
PP |
45.05 |
45.33 |
S1 |
44.96 |
45.28 |
|