NYMEX Light Sweet Crude Oil Future November 2015
| Trading Metrics calculated at close of trading on 27-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2015 |
27-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
40.30 |
39.74 |
-0.56 |
-1.4% |
44.00 |
| High |
40.51 |
43.63 |
3.12 |
7.7% |
44.36 |
| Low |
39.30 |
39.74 |
0.44 |
1.1% |
40.63 |
| Close |
39.37 |
43.37 |
4.00 |
10.2% |
41.19 |
| Range |
1.21 |
3.89 |
2.68 |
221.5% |
3.73 |
| ATR |
1.60 |
1.79 |
0.19 |
11.8% |
0.00 |
| Volume |
100,996 |
97,690 |
-3,306 |
-3.3% |
476,525 |
|
| Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.92 |
52.53 |
45.51 |
|
| R3 |
50.03 |
48.64 |
44.44 |
|
| R2 |
46.14 |
46.14 |
44.08 |
|
| R1 |
44.75 |
44.75 |
43.73 |
45.45 |
| PP |
42.25 |
42.25 |
42.25 |
42.59 |
| S1 |
40.86 |
40.86 |
43.01 |
41.56 |
| S2 |
38.36 |
38.36 |
42.66 |
|
| S3 |
34.47 |
36.97 |
42.30 |
|
| S4 |
30.58 |
33.08 |
41.23 |
|
|
| 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 |
43.63 |
38.51 |
5.12 |
11.8% |
2.19 |
5.1% |
95% |
True |
False |
99,219 |
| 10 |
44.67 |
38.51 |
6.16 |
14.2% |
1.80 |
4.2% |
79% |
False |
False |
100,767 |
| 20 |
49.65 |
38.51 |
11.14 |
25.7% |
1.68 |
3.9% |
44% |
False |
False |
85,895 |
| 40 |
59.00 |
38.51 |
20.49 |
47.2% |
1.69 |
3.9% |
24% |
False |
False |
56,391 |
| 60 |
62.87 |
38.51 |
24.36 |
56.2% |
1.62 |
3.7% |
20% |
False |
False |
43,738 |
| 80 |
65.03 |
38.51 |
26.52 |
61.1% |
1.63 |
3.7% |
18% |
False |
False |
36,848 |
| 100 |
65.03 |
38.51 |
26.52 |
61.1% |
1.58 |
3.7% |
18% |
False |
False |
31,860 |
| 120 |
65.03 |
38.51 |
26.52 |
61.1% |
1.61 |
3.7% |
18% |
False |
False |
27,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.16 |
|
2.618 |
53.81 |
|
1.618 |
49.92 |
|
1.000 |
47.52 |
|
0.618 |
46.03 |
|
HIGH |
43.63 |
|
0.618 |
42.14 |
|
0.500 |
41.69 |
|
0.382 |
41.23 |
|
LOW |
39.74 |
|
0.618 |
37.34 |
|
1.000 |
35.85 |
|
1.618 |
33.45 |
|
2.618 |
29.56 |
|
4.250 |
23.21 |
|
|
| Fisher Pivots for day following 27-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
42.81 |
42.66 |
| PP |
42.25 |
41.95 |
| S1 |
41.69 |
41.24 |
|