NYMEX Light Sweet Crude Oil Future October 2015
| Trading Metrics calculated at close of trading on 05-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2015 |
05-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
45.79 |
46.37 |
0.58 |
1.3% |
48.30 |
| High |
46.58 |
47.07 |
0.49 |
1.1% |
49.91 |
| Low |
45.70 |
45.23 |
-0.47 |
-1.0% |
47.10 |
| Close |
46.13 |
45.55 |
-0.58 |
-1.3% |
47.53 |
| Range |
0.88 |
1.84 |
0.96 |
109.1% |
2.81 |
| ATR |
1.67 |
1.68 |
0.01 |
0.8% |
0.00 |
| Volume |
91,145 |
106,083 |
14,938 |
16.4% |
272,146 |
|
| Daily Pivots for day following 05-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.47 |
50.35 |
46.56 |
|
| R3 |
49.63 |
48.51 |
46.06 |
|
| R2 |
47.79 |
47.79 |
45.89 |
|
| R1 |
46.67 |
46.67 |
45.72 |
46.31 |
| PP |
45.95 |
45.95 |
45.95 |
45.77 |
| S1 |
44.83 |
44.83 |
45.38 |
44.47 |
| S2 |
44.11 |
44.11 |
45.21 |
|
| S3 |
42.27 |
42.99 |
45.04 |
|
| S4 |
40.43 |
41.15 |
44.54 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.61 |
54.88 |
49.08 |
|
| R3 |
53.80 |
52.07 |
48.30 |
|
| R2 |
50.99 |
50.99 |
48.05 |
|
| R1 |
49.26 |
49.26 |
47.79 |
48.72 |
| PP |
48.18 |
48.18 |
48.18 |
47.91 |
| S1 |
46.45 |
46.45 |
47.27 |
45.91 |
| S2 |
45.37 |
45.37 |
47.01 |
|
| S3 |
42.56 |
43.64 |
46.76 |
|
| S4 |
39.75 |
40.83 |
45.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.73 |
45.23 |
4.50 |
9.9% |
1.50 |
3.3% |
7% |
False |
True |
76,138 |
| 10 |
50.10 |
45.23 |
4.87 |
10.7% |
1.53 |
3.4% |
7% |
False |
True |
67,236 |
| 20 |
54.70 |
45.23 |
9.47 |
20.8% |
1.62 |
3.6% |
3% |
False |
True |
57,223 |
| 40 |
62.65 |
45.23 |
17.42 |
38.2% |
1.60 |
3.5% |
2% |
False |
True |
43,491 |
| 60 |
63.75 |
45.23 |
18.52 |
40.7% |
1.64 |
3.6% |
2% |
False |
True |
37,183 |
| 80 |
64.74 |
45.23 |
19.51 |
42.8% |
1.63 |
3.6% |
2% |
False |
True |
32,888 |
| 100 |
64.74 |
45.23 |
19.51 |
42.8% |
1.67 |
3.7% |
2% |
False |
True |
29,031 |
| 120 |
64.74 |
45.23 |
19.51 |
42.8% |
1.65 |
3.6% |
2% |
False |
True |
26,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.89 |
|
2.618 |
51.89 |
|
1.618 |
50.05 |
|
1.000 |
48.91 |
|
0.618 |
48.21 |
|
HIGH |
47.07 |
|
0.618 |
46.37 |
|
0.500 |
46.15 |
|
0.382 |
45.93 |
|
LOW |
45.23 |
|
0.618 |
44.09 |
|
1.000 |
43.39 |
|
1.618 |
42.25 |
|
2.618 |
40.41 |
|
4.250 |
37.41 |
|
|
| Fisher Pivots for day following 05-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
46.15 |
46.28 |
| PP |
45.95 |
46.03 |
| S1 |
45.75 |
45.79 |
|