NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 18-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2015 |
18-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
44.93 |
44.41 |
-0.52 |
-1.2% |
45.50 |
High |
45.27 |
45.14 |
-0.13 |
-0.3% |
47.71 |
Low |
44.35 |
44.00 |
-0.35 |
-0.8% |
44.34 |
Close |
44.47 |
44.91 |
0.44 |
1.0% |
45.24 |
Range |
0.92 |
1.14 |
0.22 |
23.9% |
3.37 |
ATR |
1.53 |
1.50 |
-0.03 |
-1.8% |
0.00 |
Volume |
90,597 |
72,351 |
-18,246 |
-20.1% |
562,746 |
|
Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.10 |
47.65 |
45.54 |
|
R3 |
46.96 |
46.51 |
45.22 |
|
R2 |
45.82 |
45.82 |
45.12 |
|
R1 |
45.37 |
45.37 |
45.01 |
45.60 |
PP |
44.68 |
44.68 |
44.68 |
44.80 |
S1 |
44.23 |
44.23 |
44.81 |
44.46 |
S2 |
43.54 |
43.54 |
44.70 |
|
S3 |
42.40 |
43.09 |
44.60 |
|
S4 |
41.26 |
41.95 |
44.28 |
|
|
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 |
46.40 |
44.00 |
2.40 |
5.3% |
1.19 |
2.7% |
38% |
False |
True |
110,285 |
10 |
48.25 |
44.00 |
4.25 |
9.5% |
1.42 |
3.2% |
21% |
False |
True |
95,665 |
20 |
52.42 |
44.00 |
8.42 |
18.7% |
1.44 |
3.2% |
11% |
False |
True |
80,616 |
40 |
62.80 |
44.00 |
18.80 |
41.9% |
1.59 |
3.5% |
5% |
False |
True |
69,122 |
60 |
63.12 |
44.00 |
19.12 |
42.6% |
1.59 |
3.5% |
5% |
False |
True |
63,000 |
80 |
65.38 |
44.00 |
21.38 |
47.6% |
1.58 |
3.5% |
4% |
False |
True |
59,929 |
100 |
65.38 |
44.00 |
21.38 |
47.6% |
1.62 |
3.6% |
4% |
False |
True |
59,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.99 |
2.618 |
48.12 |
1.618 |
46.98 |
1.000 |
46.28 |
0.618 |
45.84 |
HIGH |
45.14 |
0.618 |
44.70 |
0.500 |
44.57 |
0.382 |
44.44 |
LOW |
44.00 |
0.618 |
43.30 |
1.000 |
42.86 |
1.618 |
42.16 |
2.618 |
41.02 |
4.250 |
39.16 |
|
|
Fisher Pivots for day following 18-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
44.80 |
44.87 |
PP |
44.68 |
44.83 |
S1 |
44.57 |
44.79 |
|