NYMEX Light Sweet Crude Oil Future November 2015
| Trading Metrics calculated at close of trading on 12-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2015 |
12-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
46.33 |
45.00 |
-1.33 |
-2.9% |
47.98 |
| High |
46.89 |
45.54 |
-1.35 |
-2.9% |
48.00 |
| Low |
44.56 |
44.46 |
-0.10 |
-0.2% |
44.94 |
| Close |
44.83 |
45.04 |
0.21 |
0.5% |
45.11 |
| Range |
2.33 |
1.08 |
-1.25 |
-53.6% |
3.06 |
| ATR |
1.65 |
1.61 |
-0.04 |
-2.5% |
0.00 |
| Volume |
109,023 |
127,586 |
18,563 |
17.0% |
241,136 |
|
| Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.25 |
47.73 |
45.63 |
|
| R3 |
47.17 |
46.65 |
45.34 |
|
| R2 |
46.09 |
46.09 |
45.24 |
|
| R1 |
45.57 |
45.57 |
45.14 |
45.83 |
| PP |
45.01 |
45.01 |
45.01 |
45.15 |
| S1 |
44.49 |
44.49 |
44.94 |
44.75 |
| S2 |
43.93 |
43.93 |
44.84 |
|
| S3 |
42.85 |
43.41 |
44.74 |
|
| S4 |
41.77 |
42.33 |
44.45 |
|
|
| 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 |
46.89 |
44.46 |
2.43 |
5.4% |
1.53 |
3.4% |
24% |
False |
True |
84,699 |
| 10 |
50.26 |
44.46 |
5.80 |
12.9% |
1.49 |
3.3% |
10% |
False |
True |
59,982 |
| 20 |
53.42 |
44.46 |
8.96 |
19.9% |
1.44 |
3.2% |
6% |
False |
True |
42,761 |
| 40 |
62.68 |
44.46 |
18.22 |
40.5% |
1.62 |
3.6% |
3% |
False |
True |
32,527 |
| 60 |
62.87 |
44.46 |
18.41 |
40.9% |
1.60 |
3.5% |
3% |
False |
True |
27,852 |
| 80 |
65.03 |
44.46 |
20.57 |
45.7% |
1.56 |
3.5% |
3% |
False |
True |
24,064 |
| 100 |
65.03 |
44.46 |
20.57 |
45.7% |
1.58 |
3.5% |
3% |
False |
True |
21,206 |
| 120 |
65.03 |
44.46 |
20.57 |
45.7% |
1.56 |
3.5% |
3% |
False |
True |
18,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
50.13 |
|
2.618 |
48.37 |
|
1.618 |
47.29 |
|
1.000 |
46.62 |
|
0.618 |
46.21 |
|
HIGH |
45.54 |
|
0.618 |
45.13 |
|
0.500 |
45.00 |
|
0.382 |
44.87 |
|
LOW |
44.46 |
|
0.618 |
43.79 |
|
1.000 |
43.38 |
|
1.618 |
42.71 |
|
2.618 |
41.63 |
|
4.250 |
39.87 |
|
|
| Fisher Pivots for day following 12-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
45.03 |
45.68 |
| PP |
45.01 |
45.46 |
| S1 |
45.00 |
45.25 |
|