NYMEX Light Sweet Crude Oil Future October 2015
| Trading Metrics calculated at close of trading on 10-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2015 |
10-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
45.24 |
44.27 |
-0.97 |
-2.1% |
47.28 |
| High |
45.57 |
45.69 |
0.12 |
0.3% |
47.32 |
| Low |
44.20 |
43.84 |
-0.36 |
-0.8% |
44.20 |
| Close |
44.36 |
45.66 |
1.30 |
2.9% |
44.36 |
| Range |
1.37 |
1.85 |
0.48 |
35.0% |
3.12 |
| ATR |
1.61 |
1.63 |
0.02 |
1.0% |
0.00 |
| Volume |
184,851 |
257,563 |
72,712 |
39.3% |
614,846 |
|
| Daily Pivots for day following 10-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.61 |
49.99 |
46.68 |
|
| R3 |
48.76 |
48.14 |
46.17 |
|
| R2 |
46.91 |
46.91 |
46.00 |
|
| R1 |
46.29 |
46.29 |
45.83 |
46.60 |
| PP |
45.06 |
45.06 |
45.06 |
45.22 |
| S1 |
44.44 |
44.44 |
45.49 |
44.75 |
| S2 |
43.21 |
43.21 |
45.32 |
|
| S3 |
41.36 |
42.59 |
45.15 |
|
| S4 |
39.51 |
40.74 |
44.64 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.65 |
52.63 |
46.08 |
|
| R3 |
51.53 |
49.51 |
45.22 |
|
| R2 |
48.41 |
48.41 |
44.93 |
|
| R1 |
46.39 |
46.39 |
44.65 |
45.84 |
| PP |
45.29 |
45.29 |
45.29 |
45.02 |
| S1 |
43.27 |
43.27 |
44.07 |
42.72 |
| S2 |
42.17 |
42.17 |
43.79 |
|
| S3 |
39.05 |
40.15 |
43.50 |
|
| S4 |
35.93 |
37.03 |
42.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.07 |
43.84 |
3.23 |
7.1% |
1.40 |
3.1% |
56% |
False |
True |
160,219 |
| 10 |
49.91 |
43.84 |
6.07 |
13.3% |
1.56 |
3.4% |
30% |
False |
True |
110,258 |
| 20 |
54.28 |
43.84 |
10.44 |
22.9% |
1.54 |
3.4% |
17% |
False |
True |
80,318 |
| 40 |
62.41 |
43.84 |
18.57 |
40.7% |
1.63 |
3.6% |
10% |
False |
True |
56,672 |
| 60 |
62.73 |
43.84 |
18.89 |
41.4% |
1.64 |
3.6% |
10% |
False |
True |
46,301 |
| 80 |
64.74 |
43.84 |
20.90 |
45.8% |
1.62 |
3.5% |
9% |
False |
True |
39,715 |
| 100 |
64.74 |
43.84 |
20.90 |
45.8% |
1.64 |
3.6% |
9% |
False |
True |
34,798 |
| 120 |
64.74 |
43.84 |
20.90 |
45.8% |
1.64 |
3.6% |
9% |
False |
True |
30,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.55 |
|
2.618 |
50.53 |
|
1.618 |
48.68 |
|
1.000 |
47.54 |
|
0.618 |
46.83 |
|
HIGH |
45.69 |
|
0.618 |
44.98 |
|
0.500 |
44.77 |
|
0.382 |
44.55 |
|
LOW |
43.84 |
|
0.618 |
42.70 |
|
1.000 |
41.99 |
|
1.618 |
40.85 |
|
2.618 |
39.00 |
|
4.250 |
35.98 |
|
|
| Fisher Pivots for day following 10-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
45.36 |
45.36 |
| PP |
45.06 |
45.06 |
| S1 |
44.77 |
44.77 |
|