NYMEX Light Sweet Crude Oil Future October 2015
| Trading Metrics calculated at close of trading on 06-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2015 |
06-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
46.37 |
45.58 |
-0.79 |
-1.7% |
48.30 |
| High |
47.07 |
45.69 |
-1.38 |
-2.9% |
49.91 |
| Low |
45.23 |
44.63 |
-0.60 |
-1.3% |
47.10 |
| Close |
45.55 |
45.09 |
-0.46 |
-1.0% |
47.53 |
| Range |
1.84 |
1.06 |
-0.78 |
-42.4% |
2.81 |
| ATR |
1.68 |
1.63 |
-0.04 |
-2.6% |
0.00 |
| Volume |
106,083 |
161,457 |
55,374 |
52.2% |
272,146 |
|
| Daily Pivots for day following 06-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.32 |
47.76 |
45.67 |
|
| R3 |
47.26 |
46.70 |
45.38 |
|
| R2 |
46.20 |
46.20 |
45.28 |
|
| R1 |
45.64 |
45.64 |
45.19 |
45.39 |
| PP |
45.14 |
45.14 |
45.14 |
45.01 |
| S1 |
44.58 |
44.58 |
44.99 |
44.33 |
| S2 |
44.08 |
44.08 |
44.90 |
|
| S3 |
43.02 |
43.52 |
44.80 |
|
| S4 |
41.96 |
42.46 |
44.51 |
|
|
| 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 |
49.03 |
44.63 |
4.40 |
9.8% |
1.51 |
3.3% |
10% |
False |
True |
95,211 |
| 10 |
49.91 |
44.63 |
5.28 |
11.7% |
1.50 |
3.3% |
9% |
False |
True |
77,362 |
| 20 |
54.70 |
44.63 |
10.07 |
22.3% |
1.57 |
3.5% |
5% |
False |
True |
62,352 |
| 40 |
62.41 |
44.63 |
17.78 |
39.4% |
1.59 |
3.5% |
3% |
False |
True |
46,882 |
| 60 |
63.75 |
44.63 |
19.12 |
42.4% |
1.63 |
3.6% |
2% |
False |
True |
39,595 |
| 80 |
64.74 |
44.63 |
20.11 |
44.6% |
1.63 |
3.6% |
2% |
False |
True |
34,778 |
| 100 |
64.74 |
44.63 |
20.11 |
44.6% |
1.66 |
3.7% |
2% |
False |
True |
30,553 |
| 120 |
64.74 |
44.63 |
20.11 |
44.6% |
1.65 |
3.6% |
2% |
False |
True |
27,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
50.20 |
|
2.618 |
48.47 |
|
1.618 |
47.41 |
|
1.000 |
46.75 |
|
0.618 |
46.35 |
|
HIGH |
45.69 |
|
0.618 |
45.29 |
|
0.500 |
45.16 |
|
0.382 |
45.03 |
|
LOW |
44.63 |
|
0.618 |
43.97 |
|
1.000 |
43.57 |
|
1.618 |
42.91 |
|
2.618 |
41.85 |
|
4.250 |
40.13 |
|
|
| Fisher Pivots for day following 06-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
45.16 |
45.85 |
| PP |
45.14 |
45.60 |
| S1 |
45.11 |
45.34 |
|