NYMEX Light Sweet Crude Oil Future October 2015
| Trading Metrics calculated at close of trading on 25-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2015 |
25-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
40.30 |
38.18 |
-2.12 |
-5.3% |
42.84 |
| High |
40.47 |
39.89 |
-0.58 |
-1.4% |
43.38 |
| Low |
37.75 |
38.16 |
0.41 |
1.1% |
39.86 |
| Close |
38.24 |
39.31 |
1.07 |
2.8% |
40.45 |
| Range |
2.72 |
1.73 |
-0.99 |
-36.4% |
3.52 |
| ATR |
1.69 |
1.69 |
0.00 |
0.2% |
0.00 |
| Volume |
468,366 |
375,650 |
-92,716 |
-19.8% |
1,676,754 |
|
| Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
44.31 |
43.54 |
40.26 |
|
| R3 |
42.58 |
41.81 |
39.79 |
|
| R2 |
40.85 |
40.85 |
39.63 |
|
| R1 |
40.08 |
40.08 |
39.47 |
40.47 |
| PP |
39.12 |
39.12 |
39.12 |
39.31 |
| S1 |
38.35 |
38.35 |
39.15 |
38.74 |
| S2 |
37.39 |
37.39 |
38.99 |
|
| S3 |
35.66 |
36.62 |
38.83 |
|
| S4 |
33.93 |
34.89 |
38.36 |
|
|
| 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 |
43.18 |
37.75 |
5.43 |
13.8% |
1.93 |
4.9% |
29% |
False |
False |
411,940 |
| 10 |
44.64 |
37.75 |
6.89 |
17.5% |
1.64 |
4.2% |
23% |
False |
False |
324,234 |
| 20 |
49.91 |
37.75 |
12.16 |
30.9% |
1.64 |
4.2% |
13% |
False |
False |
229,227 |
| 40 |
60.31 |
37.75 |
22.56 |
57.4% |
1.71 |
4.4% |
7% |
False |
False |
138,294 |
| 60 |
62.65 |
37.75 |
24.90 |
63.3% |
1.63 |
4.2% |
6% |
False |
False |
101,163 |
| 80 |
64.74 |
37.75 |
26.99 |
68.7% |
1.65 |
4.2% |
6% |
False |
False |
81,223 |
| 100 |
64.74 |
37.75 |
26.99 |
68.7% |
1.64 |
4.2% |
6% |
False |
False |
68,729 |
| 120 |
64.74 |
37.75 |
26.99 |
68.7% |
1.66 |
4.2% |
6% |
False |
False |
59,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
47.24 |
|
2.618 |
44.42 |
|
1.618 |
42.69 |
|
1.000 |
41.62 |
|
0.618 |
40.96 |
|
HIGH |
39.89 |
|
0.618 |
39.23 |
|
0.500 |
39.03 |
|
0.382 |
38.82 |
|
LOW |
38.16 |
|
0.618 |
37.09 |
|
1.000 |
36.43 |
|
1.618 |
35.36 |
|
2.618 |
33.63 |
|
4.250 |
30.81 |
|
|
| Fisher Pivots for day following 25-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
39.22 |
39.58 |
| PP |
39.12 |
39.49 |
| S1 |
39.03 |
39.40 |
|