NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 25-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2015 |
25-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
41.71 |
39.64 |
-2.07 |
-5.0% |
44.93 |
High |
41.95 |
41.26 |
-0.69 |
-1.6% |
45.27 |
Low |
39.22 |
39.59 |
0.37 |
0.9% |
41.38 |
Close |
39.65 |
40.64 |
0.99 |
2.5% |
41.91 |
Range |
2.73 |
1.67 |
-1.06 |
-38.8% |
3.89 |
ATR |
1.62 |
1.62 |
0.00 |
0.2% |
0.00 |
Volume |
118,962 |
125,946 |
6,984 |
5.9% |
507,046 |
|
Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.51 |
44.74 |
41.56 |
|
R3 |
43.84 |
43.07 |
41.10 |
|
R2 |
42.17 |
42.17 |
40.95 |
|
R1 |
41.40 |
41.40 |
40.79 |
41.79 |
PP |
40.50 |
40.50 |
40.50 |
40.69 |
S1 |
39.73 |
39.73 |
40.49 |
40.12 |
S2 |
38.83 |
38.83 |
40.33 |
|
S3 |
37.16 |
38.06 |
40.18 |
|
S4 |
35.49 |
36.39 |
39.72 |
|
|
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 |
44.88 |
39.22 |
5.66 |
13.9% |
1.87 |
4.6% |
25% |
False |
False |
117,801 |
10 |
46.40 |
39.22 |
7.18 |
17.7% |
1.53 |
3.8% |
20% |
False |
False |
114,043 |
20 |
51.08 |
39.22 |
11.86 |
29.2% |
1.55 |
3.8% |
12% |
False |
False |
94,555 |
40 |
61.00 |
39.22 |
21.78 |
53.6% |
1.65 |
4.1% |
7% |
False |
False |
78,478 |
60 |
63.12 |
39.22 |
23.90 |
58.8% |
1.59 |
3.9% |
6% |
False |
False |
68,250 |
80 |
65.38 |
39.22 |
26.16 |
64.4% |
1.61 |
4.0% |
5% |
False |
False |
63,644 |
100 |
65.38 |
39.22 |
26.16 |
64.4% |
1.62 |
4.0% |
5% |
False |
False |
62,643 |
120 |
65.38 |
39.22 |
26.16 |
64.4% |
1.68 |
4.1% |
5% |
False |
False |
59,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.36 |
2.618 |
45.63 |
1.618 |
43.96 |
1.000 |
42.93 |
0.618 |
42.29 |
HIGH |
41.26 |
0.618 |
40.62 |
0.500 |
40.43 |
0.382 |
40.23 |
LOW |
39.59 |
0.618 |
38.56 |
1.000 |
37.92 |
1.618 |
36.89 |
2.618 |
35.22 |
4.250 |
32.49 |
|
|
Fisher Pivots for day following 25-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
40.57 |
41.01 |
PP |
40.50 |
40.89 |
S1 |
40.43 |
40.76 |
|