NYMEX Light Sweet Crude Oil Future November 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 |
39.74 |
43.48 |
3.74 |
9.4% |
41.01 |
| High |
43.63 |
46.67 |
3.04 |
7.0% |
46.67 |
| Low |
39.74 |
42.60 |
2.86 |
7.2% |
38.51 |
| Close |
43.37 |
45.98 |
2.61 |
6.0% |
45.98 |
| Range |
3.89 |
4.07 |
0.18 |
4.6% |
8.16 |
| ATR |
1.79 |
1.96 |
0.16 |
9.1% |
0.00 |
| Volume |
97,690 |
132,863 |
35,173 |
36.0% |
520,424 |
|
| Daily Pivots for day following 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.29 |
55.71 |
48.22 |
|
| R3 |
53.22 |
51.64 |
47.10 |
|
| R2 |
49.15 |
49.15 |
46.73 |
|
| R1 |
47.57 |
47.57 |
46.35 |
48.36 |
| PP |
45.08 |
45.08 |
45.08 |
45.48 |
| S1 |
43.50 |
43.50 |
45.61 |
44.29 |
| S2 |
41.01 |
41.01 |
45.23 |
|
| S3 |
36.94 |
39.43 |
44.86 |
|
| S4 |
32.87 |
35.36 |
43.74 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.20 |
65.25 |
50.47 |
|
| R3 |
60.04 |
57.09 |
48.22 |
|
| R2 |
51.88 |
51.88 |
47.48 |
|
| R1 |
48.93 |
48.93 |
46.73 |
50.41 |
| PP |
43.72 |
43.72 |
43.72 |
44.46 |
| S1 |
40.77 |
40.77 |
45.23 |
42.25 |
| S2 |
35.56 |
35.56 |
44.48 |
|
| S3 |
27.40 |
32.61 |
43.74 |
|
| S4 |
19.24 |
24.45 |
41.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
46.67 |
38.51 |
8.16 |
17.7% |
2.72 |
5.9% |
92% |
True |
False |
104,084 |
| 10 |
46.67 |
38.51 |
8.16 |
17.7% |
2.08 |
4.5% |
92% |
True |
False |
99,694 |
| 20 |
48.00 |
38.51 |
9.49 |
20.6% |
1.79 |
3.9% |
79% |
False |
False |
91,317 |
| 40 |
56.44 |
38.51 |
17.93 |
39.0% |
1.76 |
3.8% |
42% |
False |
False |
59,099 |
| 60 |
62.87 |
38.51 |
24.36 |
53.0% |
1.66 |
3.6% |
31% |
False |
False |
45,602 |
| 80 |
64.04 |
38.51 |
25.53 |
55.5% |
1.65 |
3.6% |
29% |
False |
False |
38,317 |
| 100 |
65.03 |
38.51 |
26.52 |
57.7% |
1.60 |
3.5% |
28% |
False |
False |
33,035 |
| 120 |
65.03 |
38.51 |
26.52 |
57.7% |
1.63 |
3.6% |
28% |
False |
False |
28,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.97 |
|
2.618 |
57.33 |
|
1.618 |
53.26 |
|
1.000 |
50.74 |
|
0.618 |
49.19 |
|
HIGH |
46.67 |
|
0.618 |
45.12 |
|
0.500 |
44.64 |
|
0.382 |
44.15 |
|
LOW |
42.60 |
|
0.618 |
40.08 |
|
1.000 |
38.53 |
|
1.618 |
36.01 |
|
2.618 |
31.94 |
|
4.250 |
25.30 |
|
|
| Fisher Pivots for day following 28-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
45.53 |
44.98 |
| PP |
45.08 |
43.98 |
| S1 |
44.64 |
42.99 |
|