NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 07-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2015 |
07-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
47.59 |
47.43 |
-0.16 |
-0.3% |
49.18 |
High |
47.63 |
47.75 |
0.12 |
0.3% |
49.37 |
Low |
46.75 |
46.46 |
-0.29 |
-0.6% |
46.46 |
Close |
47.29 |
46.61 |
-0.68 |
-1.4% |
46.61 |
Range |
0.88 |
1.29 |
0.41 |
46.6% |
2.91 |
ATR |
1.49 |
1.48 |
-0.01 |
-1.0% |
0.00 |
Volume |
41,837 |
21,947 |
-19,890 |
-47.5% |
123,766 |
|
Daily Pivots for day following 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.81 |
50.00 |
47.32 |
|
R3 |
49.52 |
48.71 |
46.96 |
|
R2 |
48.23 |
48.23 |
46.85 |
|
R1 |
47.42 |
47.42 |
46.73 |
47.18 |
PP |
46.94 |
46.94 |
46.94 |
46.82 |
S1 |
46.13 |
46.13 |
46.49 |
45.89 |
S2 |
45.65 |
45.65 |
46.37 |
|
S3 |
44.36 |
44.84 |
46.26 |
|
S4 |
43.07 |
43.55 |
45.90 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.21 |
54.32 |
48.21 |
|
R3 |
53.30 |
51.41 |
47.41 |
|
R2 |
50.39 |
50.39 |
47.14 |
|
R1 |
48.50 |
48.50 |
46.88 |
47.99 |
PP |
47.48 |
47.48 |
47.48 |
47.23 |
S1 |
45.59 |
45.59 |
46.34 |
45.08 |
S2 |
44.57 |
44.57 |
46.08 |
|
S3 |
41.66 |
42.68 |
45.81 |
|
S4 |
38.75 |
39.77 |
45.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.37 |
46.46 |
2.91 |
6.2% |
1.30 |
2.8% |
5% |
False |
True |
24,753 |
10 |
51.67 |
46.46 |
5.21 |
11.2% |
1.39 |
3.0% |
3% |
False |
True |
22,128 |
20 |
55.70 |
46.46 |
9.24 |
19.8% |
1.40 |
3.0% |
2% |
False |
True |
19,350 |
40 |
63.15 |
46.46 |
16.69 |
35.8% |
1.48 |
3.2% |
1% |
False |
True |
15,104 |
60 |
63.90 |
46.46 |
17.44 |
37.4% |
1.48 |
3.2% |
1% |
False |
True |
13,066 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.23 |
2.618 |
51.13 |
1.618 |
49.84 |
1.000 |
49.04 |
0.618 |
48.55 |
HIGH |
47.75 |
0.618 |
47.26 |
0.500 |
47.11 |
0.382 |
46.95 |
LOW |
46.46 |
0.618 |
45.66 |
1.000 |
45.17 |
1.618 |
44.37 |
2.618 |
43.08 |
4.250 |
40.98 |
|
|
Fisher Pivots for day following 07-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
47.11 |
47.68 |
PP |
46.94 |
47.32 |
S1 |
46.78 |
46.97 |
|