NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 17-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2015 |
17-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
45.42 |
45.83 |
0.41 |
0.9% |
46.20 |
High |
46.46 |
46.13 |
-0.33 |
-0.7% |
48.45 |
Low |
45.31 |
45.22 |
-0.09 |
-0.2% |
45.31 |
Close |
46.13 |
45.35 |
-0.78 |
-1.7% |
46.13 |
Range |
1.15 |
0.91 |
-0.24 |
-20.9% |
3.14 |
ATR |
1.49 |
1.45 |
-0.04 |
-2.8% |
0.00 |
Volume |
26,979 |
28,501 |
1,522 |
5.6% |
218,178 |
|
Daily Pivots for day following 17-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.30 |
47.73 |
45.85 |
|
R3 |
47.39 |
46.82 |
45.60 |
|
R2 |
46.48 |
46.48 |
45.52 |
|
R1 |
45.91 |
45.91 |
45.43 |
45.74 |
PP |
45.57 |
45.57 |
45.57 |
45.48 |
S1 |
45.00 |
45.00 |
45.27 |
44.83 |
S2 |
44.66 |
44.66 |
45.18 |
|
S3 |
43.75 |
44.09 |
45.10 |
|
S4 |
42.84 |
43.18 |
44.85 |
|
|
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 |
45.22 |
3.23 |
7.1% |
1.34 |
3.0% |
4% |
False |
True |
41,526 |
10 |
48.90 |
45.22 |
3.68 |
8.1% |
1.33 |
2.9% |
4% |
False |
True |
35,121 |
20 |
53.60 |
45.22 |
8.38 |
18.5% |
1.38 |
3.0% |
2% |
False |
True |
27,113 |
40 |
62.97 |
45.22 |
17.75 |
39.1% |
1.51 |
3.3% |
1% |
False |
True |
20,257 |
60 |
63.32 |
45.22 |
18.10 |
39.9% |
1.48 |
3.3% |
1% |
False |
True |
16,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.00 |
2.618 |
48.51 |
1.618 |
47.60 |
1.000 |
47.04 |
0.618 |
46.69 |
HIGH |
46.13 |
0.618 |
45.78 |
0.500 |
45.68 |
0.382 |
45.57 |
LOW |
45.22 |
0.618 |
44.66 |
1.000 |
44.31 |
1.618 |
43.75 |
2.618 |
42.84 |
4.250 |
41.35 |
|
|
Fisher Pivots for day following 17-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
45.68 |
46.20 |
PP |
45.57 |
45.91 |
S1 |
45.46 |
45.63 |
|