NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 26-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2015 |
26-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
40.42 |
41.60 |
1.18 |
2.9% |
45.83 |
High |
41.93 |
41.88 |
-0.05 |
-0.1% |
46.13 |
Low |
40.23 |
40.86 |
0.63 |
1.6% |
42.13 |
Close |
41.34 |
41.01 |
-0.33 |
-0.8% |
42.63 |
Range |
1.70 |
1.02 |
-0.68 |
-40.0% |
4.00 |
ATR |
1.57 |
1.53 |
-0.04 |
-2.5% |
0.00 |
Volume |
41,000 |
38,521 |
-2,479 |
-6.0% |
172,218 |
|
Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.31 |
43.68 |
41.57 |
|
R3 |
43.29 |
42.66 |
41.29 |
|
R2 |
42.27 |
42.27 |
41.20 |
|
R1 |
41.64 |
41.64 |
41.10 |
41.45 |
PP |
41.25 |
41.25 |
41.25 |
41.15 |
S1 |
40.62 |
40.62 |
40.92 |
40.43 |
S2 |
40.23 |
40.23 |
40.82 |
|
S3 |
39.21 |
39.60 |
40.73 |
|
S4 |
38.19 |
38.58 |
40.45 |
|
|
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 |
44.20 |
39.97 |
4.23 |
10.3% |
1.62 |
4.0% |
25% |
False |
False |
39,141 |
10 |
47.17 |
39.97 |
7.20 |
17.6% |
1.48 |
3.6% |
14% |
False |
False |
37,406 |
20 |
51.47 |
39.97 |
11.50 |
28.0% |
1.45 |
3.5% |
9% |
False |
False |
33,611 |
40 |
60.46 |
39.97 |
20.49 |
50.0% |
1.58 |
3.9% |
5% |
False |
False |
25,142 |
60 |
63.32 |
39.97 |
23.35 |
56.9% |
1.48 |
3.6% |
4% |
False |
False |
19,584 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.22 |
2.618 |
44.55 |
1.618 |
43.53 |
1.000 |
42.90 |
0.618 |
42.51 |
HIGH |
41.88 |
0.618 |
41.49 |
0.500 |
41.37 |
0.382 |
41.25 |
LOW |
40.86 |
0.618 |
40.23 |
1.000 |
39.84 |
1.618 |
39.21 |
2.618 |
38.19 |
4.250 |
36.53 |
|
|
Fisher Pivots for day following 26-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
41.37 |
41.32 |
PP |
41.25 |
41.22 |
S1 |
41.13 |
41.11 |
|