NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 18-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2015 |
18-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
45.83 |
45.35 |
-0.48 |
-1.0% |
46.20 |
High |
46.13 |
45.91 |
-0.22 |
-0.5% |
48.45 |
Low |
45.22 |
44.90 |
-0.32 |
-0.7% |
45.31 |
Close |
45.35 |
45.71 |
0.36 |
0.8% |
46.13 |
Range |
0.91 |
1.01 |
0.10 |
11.0% |
3.14 |
ATR |
1.45 |
1.41 |
-0.03 |
-2.2% |
0.00 |
Volume |
28,501 |
30,874 |
2,373 |
8.3% |
218,178 |
|
Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.54 |
48.13 |
46.27 |
|
R3 |
47.53 |
47.12 |
45.99 |
|
R2 |
46.52 |
46.52 |
45.90 |
|
R1 |
46.11 |
46.11 |
45.80 |
46.32 |
PP |
45.51 |
45.51 |
45.51 |
45.61 |
S1 |
45.10 |
45.10 |
45.62 |
45.31 |
S2 |
44.50 |
44.50 |
45.52 |
|
S3 |
43.49 |
44.09 |
45.43 |
|
S4 |
42.48 |
43.08 |
45.15 |
|
|
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 |
47.17 |
44.90 |
2.27 |
5.0% |
1.11 |
2.4% |
36% |
False |
True |
38,808 |
10 |
48.90 |
44.90 |
4.00 |
8.8% |
1.36 |
3.0% |
20% |
False |
True |
36,464 |
20 |
52.94 |
44.90 |
8.04 |
17.6% |
1.37 |
3.0% |
10% |
False |
True |
27,788 |
40 |
62.97 |
44.90 |
18.07 |
39.5% |
1.51 |
3.3% |
4% |
False |
True |
20,743 |
60 |
63.32 |
44.90 |
18.42 |
40.3% |
1.47 |
3.2% |
4% |
False |
True |
16,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.20 |
2.618 |
48.55 |
1.618 |
47.54 |
1.000 |
46.92 |
0.618 |
46.53 |
HIGH |
45.91 |
0.618 |
45.52 |
0.500 |
45.41 |
0.382 |
45.29 |
LOW |
44.90 |
0.618 |
44.28 |
1.000 |
43.89 |
1.618 |
43.27 |
2.618 |
42.26 |
4.250 |
40.61 |
|
|
Fisher Pivots for day following 18-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
45.61 |
45.70 |
PP |
45.51 |
45.69 |
S1 |
45.41 |
45.68 |
|