NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 12-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2015 |
12-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
47.85 |
46.41 |
-1.44 |
-3.0% |
49.18 |
High |
48.45 |
47.13 |
-1.32 |
-2.7% |
49.37 |
Low |
46.29 |
46.05 |
-0.24 |
-0.5% |
46.46 |
Close |
46.49 |
46.78 |
0.29 |
0.6% |
46.61 |
Range |
2.16 |
1.08 |
-1.08 |
-50.0% |
2.91 |
ATR |
1.56 |
1.52 |
-0.03 |
-2.2% |
0.00 |
Volume |
44,461 |
46,525 |
2,064 |
4.6% |
123,766 |
|
Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.89 |
49.42 |
47.37 |
|
R3 |
48.81 |
48.34 |
47.08 |
|
R2 |
47.73 |
47.73 |
46.98 |
|
R1 |
47.26 |
47.26 |
46.88 |
47.50 |
PP |
46.65 |
46.65 |
46.65 |
46.77 |
S1 |
46.18 |
46.18 |
46.68 |
46.42 |
S2 |
45.57 |
45.57 |
46.58 |
|
S3 |
44.49 |
45.10 |
46.48 |
|
S4 |
43.41 |
44.02 |
46.19 |
|
|
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 |
48.45 |
46.05 |
2.40 |
5.1% |
1.47 |
3.1% |
30% |
False |
True |
38,763 |
10 |
51.47 |
46.05 |
5.42 |
11.6% |
1.43 |
3.1% |
13% |
False |
True |
29,816 |
20 |
54.37 |
46.05 |
8.32 |
17.8% |
1.35 |
2.9% |
9% |
False |
True |
23,006 |
40 |
63.15 |
46.05 |
17.10 |
36.6% |
1.55 |
3.3% |
4% |
False |
True |
17,916 |
60 |
63.32 |
46.05 |
17.27 |
36.9% |
1.49 |
3.2% |
4% |
False |
True |
15,004 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.72 |
2.618 |
49.96 |
1.618 |
48.88 |
1.000 |
48.21 |
0.618 |
47.80 |
HIGH |
47.13 |
0.618 |
46.72 |
0.500 |
46.59 |
0.382 |
46.46 |
LOW |
46.05 |
0.618 |
45.38 |
1.000 |
44.97 |
1.618 |
44.30 |
2.618 |
43.22 |
4.250 |
41.46 |
|
|
Fisher Pivots for day following 12-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
46.72 |
47.25 |
PP |
46.65 |
47.09 |
S1 |
46.59 |
46.94 |
|