NYMEX Light Sweet Crude Oil Future November 2015
| Trading Metrics calculated at close of trading on 11-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2015 |
11-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
44.78 |
46.33 |
1.55 |
3.5% |
47.98 |
| High |
46.55 |
46.89 |
0.34 |
0.7% |
48.00 |
| Low |
44.63 |
44.56 |
-0.07 |
-0.2% |
44.94 |
| Close |
46.53 |
44.83 |
-1.70 |
-3.7% |
45.11 |
| Range |
1.92 |
2.33 |
0.41 |
21.4% |
3.06 |
| ATR |
1.59 |
1.65 |
0.05 |
3.3% |
0.00 |
| Volume |
63,166 |
109,023 |
45,857 |
72.6% |
241,136 |
|
| Daily Pivots for day following 11-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.42 |
50.95 |
46.11 |
|
| R3 |
50.09 |
48.62 |
45.47 |
|
| R2 |
47.76 |
47.76 |
45.26 |
|
| R1 |
46.29 |
46.29 |
45.04 |
45.86 |
| PP |
45.43 |
45.43 |
45.43 |
45.21 |
| S1 |
43.96 |
43.96 |
44.62 |
43.53 |
| S2 |
43.10 |
43.10 |
44.40 |
|
| S3 |
40.77 |
41.63 |
44.19 |
|
| S4 |
38.44 |
39.30 |
43.55 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.20 |
53.21 |
46.79 |
|
| R3 |
52.14 |
50.15 |
45.95 |
|
| R2 |
49.08 |
49.08 |
45.67 |
|
| R1 |
47.09 |
47.09 |
45.39 |
46.56 |
| PP |
46.02 |
46.02 |
46.02 |
45.75 |
| S1 |
44.03 |
44.03 |
44.83 |
43.50 |
| S2 |
42.96 |
42.96 |
44.55 |
|
| S3 |
39.90 |
40.97 |
44.27 |
|
| S4 |
36.84 |
37.91 |
43.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.63 |
44.56 |
3.07 |
6.8% |
1.67 |
3.7% |
9% |
False |
True |
68,044 |
| 10 |
50.46 |
44.56 |
5.90 |
13.2% |
1.59 |
3.5% |
5% |
False |
True |
50,634 |
| 20 |
54.78 |
44.56 |
10.22 |
22.8% |
1.50 |
3.3% |
3% |
False |
True |
37,970 |
| 40 |
62.68 |
44.56 |
18.12 |
40.4% |
1.62 |
3.6% |
1% |
False |
True |
29,662 |
| 60 |
63.00 |
44.56 |
18.44 |
41.1% |
1.61 |
3.6% |
1% |
False |
True |
25,902 |
| 80 |
65.03 |
44.56 |
20.47 |
45.7% |
1.57 |
3.5% |
1% |
False |
True |
22,571 |
| 100 |
65.03 |
44.56 |
20.47 |
45.7% |
1.59 |
3.5% |
1% |
False |
True |
20,017 |
| 120 |
65.03 |
44.56 |
20.47 |
45.7% |
1.56 |
3.5% |
1% |
False |
True |
17,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.79 |
|
2.618 |
52.99 |
|
1.618 |
50.66 |
|
1.000 |
49.22 |
|
0.618 |
48.33 |
|
HIGH |
46.89 |
|
0.618 |
46.00 |
|
0.500 |
45.73 |
|
0.382 |
45.45 |
|
LOW |
44.56 |
|
0.618 |
43.12 |
|
1.000 |
42.23 |
|
1.618 |
40.79 |
|
2.618 |
38.46 |
|
4.250 |
34.66 |
|
|
| Fisher Pivots for day following 11-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
45.73 |
45.73 |
| PP |
45.43 |
45.43 |
| S1 |
45.13 |
45.13 |
|