NYMEX Light Sweet Crude Oil Future November 2015
| Trading Metrics calculated at close of trading on 26-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2015 |
26-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
38.90 |
40.30 |
1.40 |
3.6% |
44.00 |
| High |
40.56 |
40.51 |
-0.05 |
-0.1% |
44.36 |
| Low |
38.85 |
39.30 |
0.45 |
1.2% |
40.63 |
| Close |
39.95 |
39.37 |
-0.58 |
-1.5% |
41.19 |
| Range |
1.71 |
1.21 |
-0.50 |
-29.2% |
3.73 |
| ATR |
1.63 |
1.60 |
-0.03 |
-1.9% |
0.00 |
| Volume |
100,016 |
100,996 |
980 |
1.0% |
476,525 |
|
| Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
43.36 |
42.57 |
40.04 |
|
| R3 |
42.15 |
41.36 |
39.70 |
|
| R2 |
40.94 |
40.94 |
39.59 |
|
| R1 |
40.15 |
40.15 |
39.48 |
39.94 |
| PP |
39.73 |
39.73 |
39.73 |
39.62 |
| S1 |
38.94 |
38.94 |
39.26 |
38.73 |
| S2 |
38.52 |
38.52 |
39.15 |
|
| S3 |
37.31 |
37.73 |
39.04 |
|
| S4 |
36.10 |
36.52 |
38.70 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.25 |
50.95 |
43.24 |
|
| R3 |
49.52 |
47.22 |
42.22 |
|
| R2 |
45.79 |
45.79 |
41.87 |
|
| R1 |
43.49 |
43.49 |
41.53 |
42.78 |
| PP |
42.06 |
42.06 |
42.06 |
41.70 |
| S1 |
39.76 |
39.76 |
40.85 |
39.05 |
| S2 |
38.33 |
38.33 |
40.51 |
|
| S3 |
34.60 |
36.03 |
40.16 |
|
| S4 |
30.87 |
32.30 |
39.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
42.63 |
38.51 |
4.12 |
10.5% |
1.65 |
4.2% |
21% |
False |
False |
99,004 |
| 10 |
45.50 |
38.51 |
6.99 |
17.8% |
1.58 |
4.0% |
12% |
False |
False |
105,489 |
| 20 |
50.26 |
38.51 |
11.75 |
29.8% |
1.53 |
3.9% |
7% |
False |
False |
82,735 |
| 40 |
60.08 |
38.51 |
21.57 |
54.8% |
1.65 |
4.2% |
4% |
False |
False |
54,385 |
| 60 |
62.87 |
38.51 |
24.36 |
61.9% |
1.58 |
4.0% |
4% |
False |
False |
42,546 |
| 80 |
65.03 |
38.51 |
26.52 |
67.4% |
1.60 |
4.1% |
3% |
False |
False |
35,749 |
| 100 |
65.03 |
38.51 |
26.52 |
67.4% |
1.56 |
4.0% |
3% |
False |
False |
30,966 |
| 120 |
65.03 |
38.51 |
26.52 |
67.4% |
1.59 |
4.0% |
3% |
False |
False |
27,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
45.65 |
|
2.618 |
43.68 |
|
1.618 |
42.47 |
|
1.000 |
41.72 |
|
0.618 |
41.26 |
|
HIGH |
40.51 |
|
0.618 |
40.05 |
|
0.500 |
39.91 |
|
0.382 |
39.76 |
|
LOW |
39.30 |
|
0.618 |
38.55 |
|
1.000 |
38.09 |
|
1.618 |
37.34 |
|
2.618 |
36.13 |
|
4.250 |
34.16 |
|
|
| Fisher Pivots for day following 26-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
39.91 |
39.87 |
| PP |
39.73 |
39.70 |
| S1 |
39.55 |
39.54 |
|