NYMEX Light Sweet Crude Oil Future October 2015
| Trading Metrics calculated at close of trading on 28-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2015 |
28-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
38.96 |
42.68 |
3.72 |
9.5% |
40.30 |
| High |
42.86 |
45.90 |
3.04 |
7.1% |
45.90 |
| Low |
38.95 |
41.78 |
2.83 |
7.3% |
37.75 |
| Close |
42.56 |
45.22 |
2.66 |
6.3% |
45.22 |
| Range |
3.91 |
4.12 |
0.21 |
5.4% |
8.15 |
| ATR |
1.85 |
2.01 |
0.16 |
8.8% |
0.00 |
| Volume |
533,682 |
666,328 |
132,646 |
24.9% |
2,412,748 |
|
| Daily Pivots for day following 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.66 |
55.06 |
47.49 |
|
| R3 |
52.54 |
50.94 |
46.35 |
|
| R2 |
48.42 |
48.42 |
45.98 |
|
| R1 |
46.82 |
46.82 |
45.60 |
47.62 |
| PP |
44.30 |
44.30 |
44.30 |
44.70 |
| S1 |
42.70 |
42.70 |
44.84 |
43.50 |
| S2 |
40.18 |
40.18 |
44.46 |
|
| S3 |
36.06 |
38.58 |
44.09 |
|
| S4 |
31.94 |
34.46 |
42.95 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.41 |
64.46 |
49.70 |
|
| R3 |
59.26 |
56.31 |
47.46 |
|
| R2 |
51.11 |
51.11 |
46.71 |
|
| R1 |
48.16 |
48.16 |
45.97 |
49.64 |
| PP |
42.96 |
42.96 |
42.96 |
43.69 |
| S1 |
40.01 |
40.01 |
44.47 |
41.49 |
| S2 |
34.81 |
34.81 |
43.73 |
|
| S3 |
26.66 |
31.86 |
42.98 |
|
| S4 |
18.51 |
23.71 |
40.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
45.90 |
37.75 |
8.15 |
18.0% |
2.76 |
6.1% |
92% |
True |
False |
482,549 |
| 10 |
45.90 |
37.75 |
8.15 |
18.0% |
2.14 |
4.7% |
92% |
True |
False |
408,950 |
| 20 |
47.32 |
37.75 |
9.57 |
21.2% |
1.85 |
4.1% |
78% |
False |
False |
298,861 |
| 40 |
56.02 |
37.75 |
18.27 |
40.4% |
1.81 |
4.0% |
41% |
False |
False |
174,853 |
| 60 |
62.65 |
37.75 |
24.90 |
55.1% |
1.70 |
3.8% |
30% |
False |
False |
125,700 |
| 80 |
63.75 |
37.75 |
26.00 |
57.5% |
1.70 |
3.8% |
29% |
False |
False |
100,124 |
| 100 |
64.74 |
37.75 |
26.99 |
59.7% |
1.67 |
3.7% |
28% |
False |
False |
83,872 |
| 120 |
64.74 |
37.75 |
26.99 |
59.7% |
1.70 |
3.8% |
28% |
False |
False |
72,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.41 |
|
2.618 |
56.69 |
|
1.618 |
52.57 |
|
1.000 |
50.02 |
|
0.618 |
48.45 |
|
HIGH |
45.90 |
|
0.618 |
44.33 |
|
0.500 |
43.84 |
|
0.382 |
43.35 |
|
LOW |
41.78 |
|
0.618 |
39.23 |
|
1.000 |
37.66 |
|
1.618 |
35.11 |
|
2.618 |
30.99 |
|
4.250 |
24.27 |
|
|
| Fisher Pivots for day following 28-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
44.76 |
44.22 |
| PP |
44.30 |
43.21 |
| S1 |
43.84 |
42.21 |
|