NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 10-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2015 |
10-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
47.43 |
46.20 |
-1.23 |
-2.6% |
49.18 |
High |
47.75 |
48.12 |
0.37 |
0.8% |
49.37 |
Low |
46.46 |
46.20 |
-0.26 |
-0.6% |
46.46 |
Close |
46.61 |
48.08 |
1.47 |
3.2% |
46.61 |
Range |
1.29 |
1.92 |
0.63 |
48.8% |
2.91 |
ATR |
1.48 |
1.51 |
0.03 |
2.1% |
0.00 |
Volume |
21,947 |
39,048 |
17,101 |
77.9% |
123,766 |
|
Daily Pivots for day following 10-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.23 |
52.57 |
49.14 |
|
R3 |
51.31 |
50.65 |
48.61 |
|
R2 |
49.39 |
49.39 |
48.43 |
|
R1 |
48.73 |
48.73 |
48.26 |
49.06 |
PP |
47.47 |
47.47 |
47.47 |
47.63 |
S1 |
46.81 |
46.81 |
47.90 |
47.14 |
S2 |
45.55 |
45.55 |
47.73 |
|
S3 |
43.63 |
44.89 |
47.55 |
|
S4 |
41.71 |
42.97 |
47.02 |
|
|
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 |
48.90 |
46.20 |
2.70 |
5.6% |
1.31 |
2.7% |
70% |
False |
True |
28,716 |
10 |
51.67 |
46.20 |
5.47 |
11.4% |
1.46 |
3.0% |
34% |
False |
True |
24,138 |
20 |
55.70 |
46.20 |
9.50 |
19.8% |
1.40 |
2.9% |
20% |
False |
True |
20,394 |
40 |
63.15 |
46.20 |
16.95 |
35.3% |
1.52 |
3.2% |
11% |
False |
True |
15,977 |
60 |
63.68 |
46.20 |
17.48 |
36.4% |
1.49 |
3.1% |
11% |
False |
True |
13,640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.28 |
2.618 |
53.15 |
1.618 |
51.23 |
1.000 |
50.04 |
0.618 |
49.31 |
HIGH |
48.12 |
0.618 |
47.39 |
0.500 |
47.16 |
0.382 |
46.93 |
LOW |
46.20 |
0.618 |
45.01 |
1.000 |
44.28 |
1.618 |
43.09 |
2.618 |
41.17 |
4.250 |
38.04 |
|
|
Fisher Pivots for day following 10-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
47.77 |
47.77 |
PP |
47.47 |
47.47 |
S1 |
47.16 |
47.16 |
|