NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 06-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2015 |
06-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
48.15 |
47.59 |
-0.56 |
-1.2% |
50.37 |
High |
48.90 |
47.63 |
-1.27 |
-2.6% |
51.67 |
Low |
47.15 |
46.75 |
-0.40 |
-0.8% |
49.17 |
Close |
47.52 |
47.29 |
-0.23 |
-0.5% |
49.62 |
Range |
1.75 |
0.88 |
-0.87 |
-49.7% |
2.50 |
ATR |
1.54 |
1.49 |
-0.05 |
-3.1% |
0.00 |
Volume |
23,304 |
41,837 |
18,533 |
79.5% |
97,523 |
|
Daily Pivots for day following 06-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.86 |
49.46 |
47.77 |
|
R3 |
48.98 |
48.58 |
47.53 |
|
R2 |
48.10 |
48.10 |
47.45 |
|
R1 |
47.70 |
47.70 |
47.37 |
47.46 |
PP |
47.22 |
47.22 |
47.22 |
47.11 |
S1 |
46.82 |
46.82 |
47.21 |
46.58 |
S2 |
46.34 |
46.34 |
47.13 |
|
S3 |
45.46 |
45.94 |
47.05 |
|
S4 |
44.58 |
45.06 |
46.81 |
|
|
Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.65 |
56.14 |
51.00 |
|
R3 |
55.15 |
53.64 |
50.31 |
|
R2 |
52.65 |
52.65 |
50.08 |
|
R1 |
51.14 |
51.14 |
49.85 |
50.65 |
PP |
50.15 |
50.15 |
50.15 |
49.91 |
S1 |
48.64 |
48.64 |
49.39 |
48.15 |
S2 |
47.65 |
47.65 |
49.16 |
|
S3 |
45.15 |
46.14 |
48.93 |
|
S4 |
42.65 |
43.64 |
48.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.95 |
46.75 |
4.20 |
8.9% |
1.40 |
3.0% |
13% |
False |
True |
25,835 |
10 |
51.67 |
46.75 |
4.92 |
10.4% |
1.37 |
2.9% |
11% |
False |
True |
21,463 |
20 |
56.10 |
46.75 |
9.35 |
19.8% |
1.43 |
3.0% |
6% |
False |
True |
19,123 |
40 |
63.15 |
46.75 |
16.40 |
34.7% |
1.47 |
3.1% |
3% |
False |
True |
14,826 |
60 |
64.61 |
46.75 |
17.86 |
37.8% |
1.48 |
3.1% |
3% |
False |
True |
12,826 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.37 |
2.618 |
49.93 |
1.618 |
49.05 |
1.000 |
48.51 |
0.618 |
48.17 |
HIGH |
47.63 |
0.618 |
47.29 |
0.500 |
47.19 |
0.382 |
47.09 |
LOW |
46.75 |
0.618 |
46.21 |
1.000 |
45.87 |
1.618 |
45.33 |
2.618 |
44.45 |
4.250 |
43.01 |
|
|
Fisher Pivots for day following 06-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
47.26 |
47.83 |
PP |
47.22 |
47.65 |
S1 |
47.19 |
47.47 |
|