NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 19-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2015 |
19-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
45.35 |
45.24 |
-0.11 |
-0.2% |
46.20 |
High |
45.91 |
45.60 |
-0.31 |
-0.7% |
48.45 |
Low |
44.90 |
43.39 |
-1.51 |
-3.4% |
45.31 |
Close |
45.71 |
43.81 |
-1.90 |
-4.2% |
46.13 |
Range |
1.01 |
2.21 |
1.20 |
118.8% |
3.14 |
ATR |
1.41 |
1.48 |
0.06 |
4.6% |
0.00 |
Volume |
30,874 |
30,838 |
-36 |
-0.1% |
218,178 |
|
Daily Pivots for day following 19-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.90 |
49.56 |
45.03 |
|
R3 |
48.69 |
47.35 |
44.42 |
|
R2 |
46.48 |
46.48 |
44.22 |
|
R1 |
45.14 |
45.14 |
44.01 |
44.71 |
PP |
44.27 |
44.27 |
44.27 |
44.05 |
S1 |
42.93 |
42.93 |
43.61 |
42.50 |
S2 |
42.06 |
42.06 |
43.40 |
|
S3 |
39.85 |
40.72 |
43.20 |
|
S4 |
37.64 |
38.51 |
42.59 |
|
|
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 |
43.39 |
3.78 |
8.6% |
1.34 |
3.0% |
11% |
False |
True |
35,671 |
10 |
48.45 |
43.39 |
5.06 |
11.5% |
1.40 |
3.2% |
8% |
False |
True |
37,217 |
20 |
52.04 |
43.39 |
8.65 |
19.7% |
1.40 |
3.2% |
5% |
False |
True |
28,300 |
40 |
62.97 |
43.39 |
19.58 |
44.7% |
1.53 |
3.5% |
2% |
False |
True |
21,280 |
60 |
63.32 |
43.39 |
19.93 |
45.5% |
1.47 |
3.4% |
2% |
False |
True |
17,271 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.99 |
2.618 |
51.39 |
1.618 |
49.18 |
1.000 |
47.81 |
0.618 |
46.97 |
HIGH |
45.60 |
0.618 |
44.76 |
0.500 |
44.50 |
0.382 |
44.23 |
LOW |
43.39 |
0.618 |
42.02 |
1.000 |
41.18 |
1.618 |
39.81 |
2.618 |
37.60 |
4.250 |
34.00 |
|
|
Fisher Pivots for day following 19-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
44.50 |
44.76 |
PP |
44.27 |
44.44 |
S1 |
44.04 |
44.13 |
|