NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 19-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2015 |
19-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
44.41 |
44.55 |
0.14 |
0.3% |
45.50 |
High |
45.14 |
44.88 |
-0.26 |
-0.6% |
47.71 |
Low |
44.00 |
42.57 |
-1.43 |
-3.3% |
44.34 |
Close |
44.91 |
43.01 |
-1.90 |
-4.2% |
45.24 |
Range |
1.14 |
2.31 |
1.17 |
102.6% |
3.37 |
ATR |
1.50 |
1.56 |
0.06 |
4.0% |
0.00 |
Volume |
72,351 |
93,292 |
20,941 |
28.9% |
562,746 |
|
Daily Pivots for day following 19-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.42 |
49.02 |
44.28 |
|
R3 |
48.11 |
46.71 |
43.65 |
|
R2 |
45.80 |
45.80 |
43.43 |
|
R1 |
44.40 |
44.40 |
43.22 |
43.95 |
PP |
43.49 |
43.49 |
43.49 |
43.26 |
S1 |
42.09 |
42.09 |
42.80 |
41.64 |
S2 |
41.18 |
41.18 |
42.59 |
|
S3 |
38.87 |
39.78 |
42.37 |
|
S4 |
36.56 |
37.47 |
41.74 |
|
|
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 |
42.57 |
3.83 |
8.9% |
1.44 |
3.3% |
11% |
False |
True |
104,420 |
10 |
47.71 |
42.57 |
5.14 |
12.0% |
1.47 |
3.4% |
9% |
False |
True |
99,552 |
20 |
51.43 |
42.57 |
8.86 |
20.6% |
1.48 |
3.4% |
5% |
False |
True |
82,740 |
40 |
62.80 |
42.57 |
20.23 |
47.0% |
1.60 |
3.7% |
2% |
False |
True |
70,403 |
60 |
63.12 |
42.57 |
20.55 |
47.8% |
1.59 |
3.7% |
2% |
False |
True |
63,932 |
80 |
65.38 |
42.57 |
22.81 |
53.0% |
1.59 |
3.7% |
2% |
False |
True |
60,274 |
100 |
65.38 |
42.57 |
22.81 |
53.0% |
1.62 |
3.8% |
2% |
False |
True |
59,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.70 |
2.618 |
50.93 |
1.618 |
48.62 |
1.000 |
47.19 |
0.618 |
46.31 |
HIGH |
44.88 |
0.618 |
44.00 |
0.500 |
43.73 |
0.382 |
43.45 |
LOW |
42.57 |
0.618 |
41.14 |
1.000 |
40.26 |
1.618 |
38.83 |
2.618 |
36.52 |
4.250 |
32.75 |
|
|
Fisher Pivots for day following 19-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
43.73 |
43.92 |
PP |
43.49 |
43.62 |
S1 |
43.25 |
43.31 |
|