NYMEX Light Sweet Crude Oil Future September 2015
| Trading Metrics calculated at close of trading on 19-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2015 |
19-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
41.88 |
42.41 |
0.53 |
1.3% |
43.58 |
| High |
42.90 |
42.68 |
-0.22 |
-0.5% |
45.34 |
| Low |
41.43 |
40.40 |
-1.03 |
-2.5% |
41.35 |
| Close |
42.62 |
40.80 |
-1.82 |
-4.3% |
42.50 |
| Range |
1.47 |
2.28 |
0.81 |
55.1% |
3.99 |
| ATR |
1.62 |
1.67 |
0.05 |
2.9% |
0.00 |
| Volume |
200,185 |
107,578 |
-92,607 |
-46.3% |
2,259,066 |
|
| Daily Pivots for day following 19-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.13 |
46.75 |
42.05 |
|
| R3 |
45.85 |
44.47 |
41.43 |
|
| R2 |
43.57 |
43.57 |
41.22 |
|
| R1 |
42.19 |
42.19 |
41.01 |
41.74 |
| PP |
41.29 |
41.29 |
41.29 |
41.07 |
| S1 |
39.91 |
39.91 |
40.59 |
39.46 |
| S2 |
39.01 |
39.01 |
40.38 |
|
| S3 |
36.73 |
37.63 |
40.17 |
|
| S4 |
34.45 |
35.35 |
39.55 |
|
|
| 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 |
43.72 |
40.40 |
3.32 |
8.1% |
1.64 |
4.0% |
12% |
False |
True |
271,879 |
| 10 |
45.34 |
40.40 |
4.94 |
12.1% |
1.61 |
4.0% |
8% |
False |
True |
364,215 |
| 20 |
49.63 |
40.40 |
9.23 |
22.6% |
1.58 |
3.9% |
4% |
False |
True |
341,069 |
| 40 |
61.87 |
40.40 |
21.47 |
52.6% |
1.69 |
4.2% |
2% |
False |
True |
245,397 |
| 60 |
62.51 |
40.40 |
22.11 |
54.2% |
1.68 |
4.1% |
2% |
False |
True |
186,556 |
| 80 |
64.45 |
40.40 |
24.05 |
58.9% |
1.68 |
4.1% |
2% |
False |
True |
149,451 |
| 100 |
64.45 |
40.40 |
24.05 |
58.9% |
1.71 |
4.2% |
2% |
False |
True |
127,845 |
| 120 |
64.45 |
40.40 |
24.05 |
58.9% |
1.73 |
4.3% |
2% |
False |
True |
111,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.37 |
|
2.618 |
48.65 |
|
1.618 |
46.37 |
|
1.000 |
44.96 |
|
0.618 |
44.09 |
|
HIGH |
42.68 |
|
0.618 |
41.81 |
|
0.500 |
41.54 |
|
0.382 |
41.27 |
|
LOW |
40.40 |
|
0.618 |
38.99 |
|
1.000 |
38.12 |
|
1.618 |
36.71 |
|
2.618 |
34.43 |
|
4.250 |
30.71 |
|
|
| Fisher Pivots for day following 19-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
41.54 |
41.65 |
| PP |
41.29 |
41.37 |
| S1 |
41.05 |
41.08 |
|