NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 21-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
42.65 |
42.44 |
-0.21 |
-0.5% |
44.93 |
High |
43.44 |
42.80 |
-0.64 |
-1.5% |
45.27 |
Low |
42.20 |
41.38 |
-0.82 |
-1.9% |
41.38 |
Close |
42.90 |
41.91 |
-0.99 |
-2.3% |
41.91 |
Range |
1.24 |
1.42 |
0.18 |
14.5% |
3.89 |
ATR |
1.54 |
1.54 |
0.00 |
-0.1% |
0.00 |
Volume |
114,820 |
135,986 |
21,166 |
18.4% |
507,046 |
|
Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.29 |
45.52 |
42.69 |
|
R3 |
44.87 |
44.10 |
42.30 |
|
R2 |
43.45 |
43.45 |
42.17 |
|
R1 |
42.68 |
42.68 |
42.04 |
42.36 |
PP |
42.03 |
42.03 |
42.03 |
41.87 |
S1 |
41.26 |
41.26 |
41.78 |
40.94 |
S2 |
40.61 |
40.61 |
41.65 |
|
S3 |
39.19 |
39.84 |
41.52 |
|
S4 |
37.77 |
38.42 |
41.13 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.52 |
52.11 |
44.05 |
|
R3 |
50.63 |
48.22 |
42.98 |
|
R2 |
46.74 |
46.74 |
42.62 |
|
R1 |
44.33 |
44.33 |
42.27 |
43.59 |
PP |
42.85 |
42.85 |
42.85 |
42.49 |
S1 |
40.44 |
40.44 |
41.55 |
39.70 |
S2 |
38.96 |
38.96 |
41.20 |
|
S3 |
35.07 |
36.55 |
40.84 |
|
S4 |
31.18 |
32.66 |
39.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
45.27 |
41.38 |
3.89 |
9.3% |
1.41 |
3.4% |
14% |
False |
True |
101,409 |
10 |
47.71 |
41.38 |
6.33 |
15.1% |
1.52 |
3.6% |
8% |
False |
True |
106,979 |
20 |
51.08 |
41.38 |
9.70 |
23.1% |
1.49 |
3.5% |
5% |
False |
True |
88,020 |
40 |
61.20 |
41.38 |
19.82 |
47.3% |
1.60 |
3.8% |
3% |
False |
True |
73,907 |
60 |
63.12 |
41.38 |
21.74 |
51.9% |
1.58 |
3.8% |
2% |
False |
True |
66,323 |
80 |
65.38 |
41.38 |
24.00 |
57.3% |
1.59 |
3.8% |
2% |
False |
True |
62,469 |
100 |
65.38 |
41.38 |
24.00 |
57.3% |
1.62 |
3.9% |
2% |
False |
True |
61,094 |
120 |
65.38 |
41.38 |
24.00 |
57.3% |
1.66 |
4.0% |
2% |
False |
True |
57,965 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.84 |
2.618 |
46.52 |
1.618 |
45.10 |
1.000 |
44.22 |
0.618 |
43.68 |
HIGH |
42.80 |
0.618 |
42.26 |
0.500 |
42.09 |
0.382 |
41.92 |
LOW |
41.38 |
0.618 |
40.50 |
1.000 |
39.96 |
1.618 |
39.08 |
2.618 |
37.66 |
4.250 |
35.35 |
|
|
Fisher Pivots for day following 21-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
42.09 |
43.13 |
PP |
42.03 |
42.72 |
S1 |
41.97 |
42.32 |
|