NYMEX Light Sweet Crude Oil Future October 2015
| Trading Metrics calculated at close of trading on 24-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2015 |
24-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
41.03 |
40.30 |
-0.73 |
-1.8% |
42.84 |
| High |
41.40 |
40.47 |
-0.93 |
-2.2% |
43.38 |
| Low |
39.86 |
37.75 |
-2.11 |
-5.3% |
39.86 |
| Close |
40.45 |
38.24 |
-2.21 |
-5.5% |
40.45 |
| Range |
1.54 |
2.72 |
1.18 |
76.6% |
3.52 |
| ATR |
1.61 |
1.69 |
0.08 |
4.9% |
0.00 |
| Volume |
377,181 |
468,366 |
91,185 |
24.2% |
1,676,754 |
|
| Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.98 |
45.33 |
39.74 |
|
| R3 |
44.26 |
42.61 |
38.99 |
|
| R2 |
41.54 |
41.54 |
38.74 |
|
| R1 |
39.89 |
39.89 |
38.49 |
39.36 |
| PP |
38.82 |
38.82 |
38.82 |
38.55 |
| S1 |
37.17 |
37.17 |
37.99 |
36.64 |
| S2 |
36.10 |
36.10 |
37.74 |
|
| S3 |
33.38 |
34.45 |
37.49 |
|
| S4 |
30.66 |
31.73 |
36.74 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.79 |
49.64 |
42.39 |
|
| R3 |
48.27 |
46.12 |
41.42 |
|
| R2 |
44.75 |
44.75 |
41.10 |
|
| R1 |
42.60 |
42.60 |
40.77 |
41.92 |
| PP |
41.23 |
41.23 |
41.23 |
40.89 |
| S1 |
39.08 |
39.08 |
40.13 |
38.40 |
| S2 |
37.71 |
37.71 |
39.80 |
|
| S3 |
34.19 |
35.56 |
39.48 |
|
| S4 |
30.67 |
32.04 |
38.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
43.38 |
37.75 |
5.63 |
14.7% |
1.88 |
4.9% |
9% |
False |
True |
386,463 |
| 10 |
46.01 |
37.75 |
8.26 |
21.6% |
1.71 |
4.5% |
6% |
False |
True |
316,044 |
| 20 |
49.91 |
37.75 |
12.16 |
31.8% |
1.64 |
4.3% |
4% |
False |
True |
213,151 |
| 40 |
60.31 |
37.75 |
22.56 |
59.0% |
1.70 |
4.4% |
2% |
False |
True |
129,369 |
| 60 |
62.65 |
37.75 |
24.90 |
65.1% |
1.62 |
4.2% |
2% |
False |
True |
95,357 |
| 80 |
64.74 |
37.75 |
26.99 |
70.6% |
1.64 |
4.3% |
2% |
False |
True |
76,754 |
| 100 |
64.74 |
37.75 |
26.99 |
70.6% |
1.65 |
4.3% |
2% |
False |
True |
65,146 |
| 120 |
64.74 |
37.75 |
26.99 |
70.6% |
1.65 |
4.3% |
2% |
False |
True |
56,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.03 |
|
2.618 |
47.59 |
|
1.618 |
44.87 |
|
1.000 |
43.19 |
|
0.618 |
42.15 |
|
HIGH |
40.47 |
|
0.618 |
39.43 |
|
0.500 |
39.11 |
|
0.382 |
38.79 |
|
LOW |
37.75 |
|
0.618 |
36.07 |
|
1.000 |
35.03 |
|
1.618 |
33.35 |
|
2.618 |
30.63 |
|
4.250 |
26.19 |
|
|
| Fisher Pivots for day following 24-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
39.11 |
39.78 |
| PP |
38.82 |
39.27 |
| S1 |
38.53 |
38.75 |
|