NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 13-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2015 |
13-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
46.41 |
46.75 |
0.34 |
0.7% |
49.18 |
High |
47.13 |
47.17 |
0.04 |
0.1% |
49.37 |
Low |
46.05 |
45.77 |
-0.28 |
-0.6% |
46.46 |
Close |
46.78 |
46.07 |
-0.71 |
-1.5% |
46.61 |
Range |
1.08 |
1.40 |
0.32 |
29.6% |
2.91 |
ATR |
1.52 |
1.51 |
-0.01 |
-0.6% |
0.00 |
Volume |
46,525 |
61,165 |
14,640 |
31.5% |
123,766 |
|
Daily Pivots for day following 13-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.54 |
49.70 |
46.84 |
|
R3 |
49.14 |
48.30 |
46.46 |
|
R2 |
47.74 |
47.74 |
46.33 |
|
R1 |
46.90 |
46.90 |
46.20 |
46.62 |
PP |
46.34 |
46.34 |
46.34 |
46.20 |
S1 |
45.50 |
45.50 |
45.94 |
45.22 |
S2 |
44.94 |
44.94 |
45.81 |
|
S3 |
43.54 |
44.10 |
45.69 |
|
S4 |
42.14 |
42.70 |
45.30 |
|
|
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 |
45.77 |
2.68 |
5.8% |
1.57 |
3.4% |
11% |
False |
True |
42,629 |
10 |
50.95 |
45.77 |
5.18 |
11.2% |
1.49 |
3.2% |
6% |
False |
True |
34,232 |
20 |
53.60 |
45.77 |
7.83 |
17.0% |
1.36 |
3.0% |
4% |
False |
True |
25,409 |
40 |
62.97 |
45.77 |
17.20 |
37.3% |
1.53 |
3.3% |
2% |
False |
True |
19,115 |
60 |
63.32 |
45.77 |
17.55 |
38.1% |
1.48 |
3.2% |
2% |
False |
True |
15,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.12 |
2.618 |
50.84 |
1.618 |
49.44 |
1.000 |
48.57 |
0.618 |
48.04 |
HIGH |
47.17 |
0.618 |
46.64 |
0.500 |
46.47 |
0.382 |
46.30 |
LOW |
45.77 |
0.618 |
44.90 |
1.000 |
44.37 |
1.618 |
43.50 |
2.618 |
42.10 |
4.250 |
39.82 |
|
|
Fisher Pivots for day following 13-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
46.47 |
47.11 |
PP |
46.34 |
46.76 |
S1 |
46.20 |
46.42 |
|