NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 25-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2015 |
25-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
42.42 |
40.42 |
-2.00 |
-4.7% |
45.83 |
High |
42.67 |
41.93 |
-0.74 |
-1.7% |
46.13 |
Low |
39.97 |
40.23 |
0.26 |
0.7% |
42.13 |
Close |
40.37 |
41.34 |
0.97 |
2.4% |
42.63 |
Range |
2.70 |
1.70 |
-1.00 |
-37.0% |
4.00 |
ATR |
1.56 |
1.57 |
0.01 |
0.6% |
0.00 |
Volume |
34,182 |
41,000 |
6,818 |
19.9% |
172,218 |
|
Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.27 |
45.50 |
42.28 |
|
R3 |
44.57 |
43.80 |
41.81 |
|
R2 |
42.87 |
42.87 |
41.65 |
|
R1 |
42.10 |
42.10 |
41.50 |
42.49 |
PP |
41.17 |
41.17 |
41.17 |
41.36 |
S1 |
40.40 |
40.40 |
41.18 |
40.79 |
S2 |
39.47 |
39.47 |
41.03 |
|
S3 |
37.77 |
38.70 |
40.87 |
|
S4 |
36.07 |
37.00 |
40.41 |
|
|
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 |
45.60 |
39.97 |
5.63 |
13.6% |
1.86 |
4.5% |
24% |
False |
False |
37,605 |
10 |
47.17 |
39.97 |
7.20 |
17.4% |
1.49 |
3.6% |
19% |
False |
False |
38,206 |
20 |
51.67 |
39.97 |
11.70 |
28.3% |
1.50 |
3.6% |
12% |
False |
False |
32,663 |
40 |
61.26 |
39.97 |
21.29 |
51.5% |
1.60 |
3.9% |
6% |
False |
False |
24,429 |
60 |
63.32 |
39.97 |
23.35 |
56.5% |
1.49 |
3.6% |
6% |
False |
False |
19,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.16 |
2.618 |
46.38 |
1.618 |
44.68 |
1.000 |
43.63 |
0.618 |
42.98 |
HIGH |
41.93 |
0.618 |
41.28 |
0.500 |
41.08 |
0.382 |
40.88 |
LOW |
40.23 |
0.618 |
39.18 |
1.000 |
38.53 |
1.618 |
37.48 |
2.618 |
35.78 |
4.250 |
33.01 |
|
|
Fisher Pivots for day following 25-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
41.25 |
41.74 |
PP |
41.17 |
41.61 |
S1 |
41.08 |
41.47 |
|