NYMEX Light Sweet Crude Oil Future September 2015
| Trading Metrics calculated at close of trading on 17-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2015 |
17-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
42.23 |
42.18 |
-0.05 |
-0.1% |
43.58 |
| High |
42.96 |
42.69 |
-0.27 |
-0.6% |
45.34 |
| Low |
41.35 |
41.64 |
0.29 |
0.7% |
41.35 |
| Close |
42.50 |
41.87 |
-0.63 |
-1.5% |
42.50 |
| Range |
1.61 |
1.05 |
-0.56 |
-34.8% |
3.99 |
| ATR |
1.68 |
1.63 |
-0.04 |
-2.7% |
0.00 |
| Volume |
317,211 |
314,275 |
-2,936 |
-0.9% |
2,259,066 |
|
| Daily Pivots for day following 17-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
45.22 |
44.59 |
42.45 |
|
| R3 |
44.17 |
43.54 |
42.16 |
|
| R2 |
43.12 |
43.12 |
42.06 |
|
| R1 |
42.49 |
42.49 |
41.97 |
42.28 |
| PP |
42.07 |
42.07 |
42.07 |
41.96 |
| S1 |
41.44 |
41.44 |
41.77 |
41.23 |
| S2 |
41.02 |
41.02 |
41.68 |
|
| S3 |
39.97 |
40.39 |
41.58 |
|
| S4 |
38.92 |
39.34 |
41.29 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.03 |
52.76 |
44.69 |
|
| R3 |
51.04 |
48.77 |
43.60 |
|
| R2 |
47.05 |
47.05 |
43.23 |
|
| R1 |
44.78 |
44.78 |
42.87 |
43.92 |
| PP |
43.06 |
43.06 |
43.06 |
42.64 |
| S1 |
40.79 |
40.79 |
42.13 |
39.93 |
| S2 |
39.07 |
39.07 |
41.77 |
|
| S3 |
35.08 |
36.80 |
41.40 |
|
| S4 |
31.09 |
32.81 |
40.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
45.34 |
41.35 |
3.99 |
9.5% |
1.64 |
3.9% |
13% |
False |
False |
416,381 |
| 10 |
46.70 |
41.35 |
5.35 |
12.8% |
1.52 |
3.6% |
10% |
False |
False |
398,750 |
| 20 |
51.41 |
41.35 |
10.06 |
24.0% |
1.55 |
3.7% |
5% |
False |
False |
355,796 |
| 40 |
61.87 |
41.35 |
20.52 |
49.0% |
1.68 |
4.0% |
3% |
False |
False |
241,068 |
| 60 |
62.51 |
41.35 |
21.16 |
50.5% |
1.68 |
4.0% |
2% |
False |
False |
182,872 |
| 80 |
64.45 |
41.35 |
23.10 |
55.2% |
1.66 |
4.0% |
2% |
False |
False |
147,145 |
| 100 |
64.45 |
41.35 |
23.10 |
55.2% |
1.73 |
4.1% |
2% |
False |
False |
125,669 |
| 120 |
64.45 |
41.35 |
23.10 |
55.2% |
1.74 |
4.1% |
2% |
False |
False |
109,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
47.15 |
|
2.618 |
45.44 |
|
1.618 |
44.39 |
|
1.000 |
43.74 |
|
0.618 |
43.34 |
|
HIGH |
42.69 |
|
0.618 |
42.29 |
|
0.500 |
42.17 |
|
0.382 |
42.04 |
|
LOW |
41.64 |
|
0.618 |
40.99 |
|
1.000 |
40.59 |
|
1.618 |
39.94 |
|
2.618 |
38.89 |
|
4.250 |
37.18 |
|
|
| Fisher Pivots for day following 17-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
42.17 |
42.54 |
| PP |
42.07 |
42.31 |
| S1 |
41.97 |
42.09 |
|