NYMEX Light Sweet Crude Oil Future December 2015
| Trading Metrics calculated at close of trading on 28-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2015 |
28-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
40.57 |
44.35 |
3.78 |
9.3% |
41.71 |
| High |
44.52 |
47.58 |
3.06 |
6.9% |
47.58 |
| Low |
40.57 |
43.50 |
2.93 |
7.2% |
39.22 |
| Close |
44.28 |
46.86 |
2.58 |
5.8% |
46.86 |
| Range |
3.95 |
4.08 |
0.13 |
3.3% |
8.36 |
| ATR |
1.78 |
1.95 |
0.16 |
9.2% |
0.00 |
| Volume |
99,929 |
119,064 |
19,135 |
19.1% |
571,809 |
|
| Daily Pivots for day following 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.22 |
56.62 |
49.10 |
|
| R3 |
54.14 |
52.54 |
47.98 |
|
| R2 |
50.06 |
50.06 |
47.61 |
|
| R1 |
48.46 |
48.46 |
47.23 |
49.26 |
| PP |
45.98 |
45.98 |
45.98 |
46.38 |
| S1 |
44.38 |
44.38 |
46.49 |
45.18 |
| S2 |
41.90 |
41.90 |
46.11 |
|
| S3 |
37.82 |
40.30 |
45.74 |
|
| S4 |
33.74 |
36.22 |
44.62 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.63 |
66.61 |
51.46 |
|
| R3 |
61.27 |
58.25 |
49.16 |
|
| R2 |
52.91 |
52.91 |
48.39 |
|
| R1 |
49.89 |
49.89 |
47.63 |
51.40 |
| PP |
44.55 |
44.55 |
44.55 |
45.31 |
| S1 |
41.53 |
41.53 |
46.09 |
43.04 |
| S2 |
36.19 |
36.19 |
45.33 |
|
| S3 |
27.83 |
33.17 |
44.56 |
|
| S4 |
19.47 |
24.81 |
42.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.58 |
39.22 |
8.36 |
17.8% |
2.70 |
5.8% |
91% |
True |
False |
114,361 |
| 10 |
47.58 |
39.22 |
8.36 |
17.8% |
2.06 |
4.4% |
91% |
True |
False |
107,885 |
| 20 |
48.69 |
39.22 |
9.47 |
20.2% |
1.77 |
3.8% |
81% |
False |
False |
100,967 |
| 40 |
56.92 |
39.22 |
17.70 |
37.8% |
1.75 |
3.7% |
43% |
False |
False |
82,597 |
| 60 |
63.12 |
39.22 |
23.90 |
51.0% |
1.65 |
3.5% |
32% |
False |
False |
70,866 |
| 80 |
64.39 |
39.22 |
25.17 |
53.7% |
1.67 |
3.6% |
30% |
False |
False |
65,907 |
| 100 |
65.38 |
39.22 |
26.16 |
55.8% |
1.65 |
3.5% |
29% |
False |
False |
64,073 |
| 120 |
65.38 |
39.22 |
26.16 |
55.8% |
1.72 |
3.7% |
29% |
False |
False |
60,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
64.92 |
|
2.618 |
58.26 |
|
1.618 |
54.18 |
|
1.000 |
51.66 |
|
0.618 |
50.10 |
|
HIGH |
47.58 |
|
0.618 |
46.02 |
|
0.500 |
45.54 |
|
0.382 |
45.06 |
|
LOW |
43.50 |
|
0.618 |
40.98 |
|
1.000 |
39.42 |
|
1.618 |
36.90 |
|
2.618 |
32.82 |
|
4.250 |
26.16 |
|
|
| Fisher Pivots for day following 28-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
46.42 |
45.85 |
| PP |
45.98 |
44.85 |
| S1 |
45.54 |
43.84 |
|