NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 14-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2015 |
14-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
46.75 |
45.42 |
-1.33 |
-2.8% |
46.20 |
High |
47.17 |
46.46 |
-0.71 |
-1.5% |
48.45 |
Low |
45.77 |
45.31 |
-0.46 |
-1.0% |
45.31 |
Close |
46.07 |
46.13 |
0.06 |
0.1% |
46.13 |
Range |
1.40 |
1.15 |
-0.25 |
-17.9% |
3.14 |
ATR |
1.51 |
1.49 |
-0.03 |
-1.7% |
0.00 |
Volume |
61,165 |
26,979 |
-34,186 |
-55.9% |
218,178 |
|
Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.42 |
48.92 |
46.76 |
|
R3 |
48.27 |
47.77 |
46.45 |
|
R2 |
47.12 |
47.12 |
46.34 |
|
R1 |
46.62 |
46.62 |
46.24 |
46.87 |
PP |
45.97 |
45.97 |
45.97 |
46.09 |
S1 |
45.47 |
45.47 |
46.02 |
45.72 |
S2 |
44.82 |
44.82 |
45.92 |
|
S3 |
43.67 |
44.32 |
45.81 |
|
S4 |
42.52 |
43.17 |
45.50 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.05 |
54.23 |
47.86 |
|
R3 |
52.91 |
51.09 |
46.99 |
|
R2 |
49.77 |
49.77 |
46.71 |
|
R1 |
47.95 |
47.95 |
46.42 |
47.29 |
PP |
46.63 |
46.63 |
46.63 |
46.30 |
S1 |
44.81 |
44.81 |
45.84 |
44.15 |
S2 |
43.49 |
43.49 |
45.55 |
|
S3 |
40.35 |
41.67 |
45.27 |
|
S4 |
37.21 |
38.53 |
44.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
48.45 |
45.31 |
3.14 |
6.8% |
1.54 |
3.3% |
26% |
False |
True |
43,635 |
10 |
49.37 |
45.31 |
4.06 |
8.8% |
1.42 |
3.1% |
20% |
False |
True |
34,194 |
20 |
53.60 |
45.31 |
8.29 |
18.0% |
1.38 |
3.0% |
10% |
False |
True |
26,392 |
40 |
62.97 |
45.31 |
17.66 |
38.3% |
1.53 |
3.3% |
5% |
False |
True |
19,658 |
60 |
63.32 |
45.31 |
18.01 |
39.0% |
1.49 |
3.2% |
5% |
False |
True |
16,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.35 |
2.618 |
49.47 |
1.618 |
48.32 |
1.000 |
47.61 |
0.618 |
47.17 |
HIGH |
46.46 |
0.618 |
46.02 |
0.500 |
45.89 |
0.382 |
45.75 |
LOW |
45.31 |
0.618 |
44.60 |
1.000 |
44.16 |
1.618 |
43.45 |
2.618 |
42.30 |
4.250 |
40.42 |
|
|
Fisher Pivots for day following 14-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
46.05 |
46.24 |
PP |
45.97 |
46.20 |
S1 |
45.89 |
46.17 |
|