NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 26-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2015 |
26-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
39.64 |
40.96 |
1.32 |
3.3% |
44.93 |
High |
41.26 |
41.19 |
-0.07 |
-0.2% |
45.27 |
Low |
39.59 |
40.10 |
0.51 |
1.3% |
41.38 |
Close |
40.64 |
40.20 |
-0.44 |
-1.1% |
41.91 |
Range |
1.67 |
1.09 |
-0.58 |
-34.7% |
3.89 |
ATR |
1.62 |
1.59 |
-0.04 |
-2.4% |
0.00 |
Volume |
125,946 |
107,908 |
-18,038 |
-14.3% |
507,046 |
|
Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.77 |
43.07 |
40.80 |
|
R3 |
42.68 |
41.98 |
40.50 |
|
R2 |
41.59 |
41.59 |
40.40 |
|
R1 |
40.89 |
40.89 |
40.30 |
40.70 |
PP |
40.50 |
40.50 |
40.50 |
40.40 |
S1 |
39.80 |
39.80 |
40.10 |
39.61 |
S2 |
39.41 |
39.41 |
40.00 |
|
S3 |
38.32 |
38.71 |
39.90 |
|
S4 |
37.23 |
37.62 |
39.60 |
|
|
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 |
43.44 |
39.22 |
4.22 |
10.5% |
1.63 |
4.1% |
23% |
False |
False |
120,724 |
10 |
46.40 |
39.22 |
7.18 |
17.9% |
1.53 |
3.8% |
14% |
False |
False |
112,572 |
20 |
50.88 |
39.22 |
11.66 |
29.0% |
1.51 |
3.8% |
8% |
False |
False |
96,336 |
40 |
60.26 |
39.22 |
21.04 |
52.3% |
1.63 |
4.1% |
5% |
False |
False |
80,403 |
60 |
63.12 |
39.22 |
23.90 |
59.5% |
1.58 |
3.9% |
4% |
False |
False |
69,176 |
80 |
65.38 |
39.22 |
26.16 |
65.1% |
1.61 |
4.0% |
4% |
False |
False |
64,464 |
100 |
65.38 |
39.22 |
26.16 |
65.1% |
1.60 |
4.0% |
4% |
False |
False |
63,233 |
120 |
65.38 |
39.22 |
26.16 |
65.1% |
1.67 |
4.2% |
4% |
False |
False |
59,610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.82 |
2.618 |
44.04 |
1.618 |
42.95 |
1.000 |
42.28 |
0.618 |
41.86 |
HIGH |
41.19 |
0.618 |
40.77 |
0.500 |
40.65 |
0.382 |
40.52 |
LOW |
40.10 |
0.618 |
39.43 |
1.000 |
39.01 |
1.618 |
38.34 |
2.618 |
37.25 |
4.250 |
35.47 |
|
|
Fisher Pivots for day following 26-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
40.65 |
40.59 |
PP |
40.50 |
40.46 |
S1 |
40.35 |
40.33 |
|