NYMEX Light Sweet Crude Oil Future October 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 |
42.40 |
42.87 |
0.47 |
1.1% |
44.27 |
| High |
43.38 |
43.18 |
-0.20 |
-0.5% |
46.01 |
| Low |
41.94 |
40.81 |
-1.13 |
-2.7% |
42.16 |
| Close |
43.12 |
41.27 |
-1.85 |
-4.3% |
43.11 |
| Range |
1.44 |
2.37 |
0.93 |
64.6% |
3.85 |
| ATR |
1.58 |
1.64 |
0.06 |
3.6% |
0.00 |
| Volume |
248,262 |
458,073 |
209,811 |
84.5% |
1,272,890 |
|
| Daily Pivots for day following 19-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.86 |
47.44 |
42.57 |
|
| R3 |
46.49 |
45.07 |
41.92 |
|
| R2 |
44.12 |
44.12 |
41.70 |
|
| R1 |
42.70 |
42.70 |
41.49 |
42.23 |
| PP |
41.75 |
41.75 |
41.75 |
41.52 |
| S1 |
40.33 |
40.33 |
41.05 |
39.86 |
| S2 |
39.38 |
39.38 |
40.84 |
|
| S3 |
37.01 |
37.96 |
40.62 |
|
| S4 |
34.64 |
35.59 |
39.97 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.31 |
53.06 |
45.23 |
|
| R3 |
51.46 |
49.21 |
44.17 |
|
| R2 |
47.61 |
47.61 |
43.82 |
|
| R1 |
45.36 |
45.36 |
43.46 |
44.56 |
| PP |
43.76 |
43.76 |
43.76 |
43.36 |
| S1 |
41.51 |
41.51 |
42.76 |
40.71 |
| S2 |
39.91 |
39.91 |
42.40 |
|
| S3 |
36.06 |
37.66 |
42.05 |
|
| S4 |
32.21 |
33.81 |
40.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
44.48 |
40.81 |
3.67 |
8.9% |
1.59 |
3.9% |
13% |
False |
True |
273,489 |
| 10 |
46.01 |
40.81 |
5.20 |
12.6% |
1.58 |
3.8% |
9% |
False |
True |
253,833 |
| 20 |
50.10 |
40.81 |
9.29 |
22.5% |
1.56 |
3.8% |
5% |
False |
True |
160,535 |
| 40 |
62.11 |
40.81 |
21.30 |
51.6% |
1.66 |
4.0% |
2% |
False |
True |
100,458 |
| 60 |
62.65 |
40.81 |
21.84 |
52.9% |
1.63 |
3.9% |
2% |
False |
True |
76,280 |
| 80 |
64.74 |
40.81 |
23.93 |
58.0% |
1.63 |
3.9% |
2% |
False |
True |
62,165 |
| 100 |
64.74 |
40.81 |
23.93 |
58.0% |
1.64 |
4.0% |
2% |
False |
True |
53,143 |
| 120 |
64.74 |
40.81 |
23.93 |
58.0% |
1.63 |
4.0% |
2% |
False |
True |
46,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.25 |
|
2.618 |
49.38 |
|
1.618 |
47.01 |
|
1.000 |
45.55 |
|
0.618 |
44.64 |
|
HIGH |
43.18 |
|
0.618 |
42.27 |
|
0.500 |
42.00 |
|
0.382 |
41.72 |
|
LOW |
40.81 |
|
0.618 |
39.35 |
|
1.000 |
38.44 |
|
1.618 |
36.98 |
|
2.618 |
34.61 |
|
4.250 |
30.74 |
|
|
| Fisher Pivots for day following 19-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
42.00 |
42.10 |
| PP |
41.75 |
41.82 |
| S1 |
41.51 |
41.55 |
|