NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 24-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2015 |
24-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
43.28 |
42.42 |
-0.86 |
-2.0% |
45.83 |
High |
43.51 |
42.67 |
-0.84 |
-1.9% |
46.13 |
Low |
42.13 |
39.97 |
-2.16 |
-5.1% |
42.13 |
Close |
42.63 |
40.37 |
-2.26 |
-5.3% |
42.63 |
Range |
1.38 |
2.70 |
1.32 |
95.7% |
4.00 |
ATR |
1.47 |
1.56 |
0.09 |
6.0% |
0.00 |
Volume |
32,700 |
34,182 |
1,482 |
4.5% |
172,218 |
|
Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.10 |
47.44 |
41.86 |
|
R3 |
46.40 |
44.74 |
41.11 |
|
R2 |
43.70 |
43.70 |
40.87 |
|
R1 |
42.04 |
42.04 |
40.62 |
41.52 |
PP |
41.00 |
41.00 |
41.00 |
40.75 |
S1 |
39.34 |
39.34 |
40.12 |
38.82 |
S2 |
38.30 |
38.30 |
39.88 |
|
S3 |
35.60 |
36.64 |
39.63 |
|
S4 |
32.90 |
33.94 |
38.89 |
|
|
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 |
45.91 |
39.97 |
5.94 |
14.7% |
1.72 |
4.3% |
7% |
False |
True |
35,579 |
10 |
48.45 |
39.97 |
8.48 |
21.0% |
1.53 |
3.8% |
5% |
False |
True |
38,553 |
20 |
51.67 |
39.97 |
11.70 |
29.0% |
1.49 |
3.7% |
3% |
False |
True |
31,345 |
40 |
61.26 |
39.97 |
21.29 |
52.7% |
1.58 |
3.9% |
2% |
False |
True |
23,530 |
60 |
63.32 |
39.97 |
23.35 |
57.8% |
1.48 |
3.7% |
2% |
False |
True |
18,666 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.15 |
2.618 |
49.74 |
1.618 |
47.04 |
1.000 |
45.37 |
0.618 |
44.34 |
HIGH |
42.67 |
0.618 |
41.64 |
0.500 |
41.32 |
0.382 |
41.00 |
LOW |
39.97 |
0.618 |
38.30 |
1.000 |
37.27 |
1.618 |
35.60 |
2.618 |
32.90 |
4.250 |
28.50 |
|
|
Fisher Pivots for day following 24-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
41.32 |
42.09 |
PP |
41.00 |
41.51 |
S1 |
40.69 |
40.94 |
|