NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 02-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2015 |
02-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
50.61 |
46.82 |
-3.79 |
-7.5% |
42.71 |
High |
51.56 |
49.29 |
-2.27 |
-4.4% |
49.18 |
Low |
46.92 |
46.10 |
-0.82 |
-1.7% |
40.67 |
Close |
48.05 |
48.88 |
0.83 |
1.7% |
48.45 |
Range |
4.64 |
3.19 |
-1.45 |
-31.3% |
8.51 |
ATR |
2.32 |
2.38 |
0.06 |
2.7% |
0.00 |
Volume |
30,608 |
25,805 |
-4,803 |
-15.7% |
95,923 |
|
Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.66 |
56.46 |
50.63 |
|
R3 |
54.47 |
53.27 |
49.76 |
|
R2 |
51.28 |
51.28 |
49.46 |
|
R1 |
50.08 |
50.08 |
49.17 |
50.68 |
PP |
48.09 |
48.09 |
48.09 |
48.39 |
S1 |
46.89 |
46.89 |
48.59 |
47.49 |
S2 |
44.90 |
44.90 |
48.30 |
|
S3 |
41.71 |
43.70 |
48.00 |
|
S4 |
38.52 |
40.51 |
47.13 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.63 |
68.55 |
53.13 |
|
R3 |
63.12 |
60.04 |
50.79 |
|
R2 |
54.61 |
54.61 |
50.01 |
|
R1 |
51.53 |
51.53 |
49.23 |
53.07 |
PP |
46.10 |
46.10 |
46.10 |
46.87 |
S1 |
43.02 |
43.02 |
47.67 |
44.56 |
S2 |
37.59 |
37.59 |
46.89 |
|
S3 |
29.08 |
34.51 |
46.11 |
|
S4 |
20.57 |
26.00 |
43.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
52.47 |
42.16 |
10.31 |
21.1% |
4.25 |
8.7% |
65% |
False |
False |
27,544 |
10 |
52.47 |
40.67 |
11.80 |
24.1% |
2.79 |
5.7% |
70% |
False |
False |
22,872 |
20 |
52.47 |
40.67 |
11.80 |
24.1% |
2.03 |
4.2% |
70% |
False |
False |
19,685 |
40 |
56.31 |
40.67 |
15.64 |
32.0% |
1.71 |
3.5% |
52% |
False |
False |
13,537 |
60 |
63.43 |
40.67 |
22.76 |
46.6% |
1.60 |
3.3% |
36% |
False |
False |
10,731 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.85 |
2.618 |
57.64 |
1.618 |
54.45 |
1.000 |
52.48 |
0.618 |
51.26 |
HIGH |
49.29 |
0.618 |
48.07 |
0.500 |
47.70 |
0.382 |
47.32 |
LOW |
46.10 |
0.618 |
44.13 |
1.000 |
42.91 |
1.618 |
40.94 |
2.618 |
37.75 |
4.250 |
32.54 |
|
|
Fisher Pivots for day following 02-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
48.49 |
49.29 |
PP |
48.09 |
49.15 |
S1 |
47.70 |
49.02 |
|