NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 21-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
43.57 |
43.28 |
-0.29 |
-0.7% |
45.83 |
High |
44.20 |
43.51 |
-0.69 |
-1.6% |
46.13 |
Low |
42.89 |
42.13 |
-0.76 |
-1.8% |
42.13 |
Close |
43.67 |
42.63 |
-1.04 |
-2.4% |
42.63 |
Range |
1.31 |
1.38 |
0.07 |
5.3% |
4.00 |
ATR |
1.47 |
1.47 |
0.01 |
0.4% |
0.00 |
Volume |
49,305 |
32,700 |
-16,605 |
-33.7% |
172,218 |
|
Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.90 |
46.14 |
43.39 |
|
R3 |
45.52 |
44.76 |
43.01 |
|
R2 |
44.14 |
44.14 |
42.88 |
|
R1 |
43.38 |
43.38 |
42.76 |
43.07 |
PP |
42.76 |
42.76 |
42.76 |
42.60 |
S1 |
42.00 |
42.00 |
42.50 |
41.69 |
S2 |
41.38 |
41.38 |
42.38 |
|
S3 |
40.00 |
40.62 |
42.25 |
|
S4 |
38.62 |
39.24 |
41.87 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.63 |
53.13 |
44.83 |
|
R3 |
51.63 |
49.13 |
43.73 |
|
R2 |
47.63 |
47.63 |
43.36 |
|
R1 |
45.13 |
45.13 |
43.00 |
44.38 |
PP |
43.63 |
43.63 |
43.63 |
43.26 |
S1 |
41.13 |
41.13 |
42.26 |
40.38 |
S2 |
39.63 |
39.63 |
41.90 |
|
S3 |
35.63 |
37.13 |
41.53 |
|
S4 |
31.63 |
33.13 |
40.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.13 |
42.13 |
4.00 |
9.4% |
1.36 |
3.2% |
13% |
False |
True |
34,443 |
10 |
48.45 |
42.13 |
6.32 |
14.8% |
1.45 |
3.4% |
8% |
False |
True |
39,039 |
20 |
51.67 |
42.13 |
9.54 |
22.4% |
1.42 |
3.3% |
5% |
False |
True |
30,584 |
40 |
61.36 |
42.13 |
19.23 |
45.1% |
1.53 |
3.6% |
3% |
False |
True |
22,861 |
60 |
63.32 |
42.13 |
21.19 |
49.7% |
1.47 |
3.5% |
2% |
False |
True |
18,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.38 |
2.618 |
47.12 |
1.618 |
45.74 |
1.000 |
44.89 |
0.618 |
44.36 |
HIGH |
43.51 |
0.618 |
42.98 |
0.500 |
42.82 |
0.382 |
42.66 |
LOW |
42.13 |
0.618 |
41.28 |
1.000 |
40.75 |
1.618 |
39.90 |
2.618 |
38.52 |
4.250 |
36.27 |
|
|
Fisher Pivots for day following 21-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
42.82 |
43.87 |
PP |
42.76 |
43.45 |
S1 |
42.69 |
43.04 |
|