NYMEX Light Sweet Crude Oil Future November 2015
| Trading Metrics calculated at close of trading on 31-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2015 |
31-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
43.48 |
45.69 |
2.21 |
5.1% |
41.01 |
| High |
46.67 |
50.04 |
3.37 |
7.2% |
46.67 |
| Low |
42.60 |
44.34 |
1.74 |
4.1% |
38.51 |
| Close |
45.98 |
49.93 |
3.95 |
8.6% |
45.98 |
| Range |
4.07 |
5.70 |
1.63 |
40.0% |
8.16 |
| ATR |
1.96 |
2.22 |
0.27 |
13.7% |
0.00 |
| Volume |
132,863 |
154,921 |
22,058 |
16.6% |
520,424 |
|
| Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.20 |
63.27 |
53.07 |
|
| R3 |
59.50 |
57.57 |
51.50 |
|
| R2 |
53.80 |
53.80 |
50.98 |
|
| R1 |
51.87 |
51.87 |
50.45 |
52.84 |
| PP |
48.10 |
48.10 |
48.10 |
48.59 |
| S1 |
46.17 |
46.17 |
49.41 |
47.14 |
| S2 |
42.40 |
42.40 |
48.89 |
|
| S3 |
36.70 |
40.47 |
48.36 |
|
| S4 |
31.00 |
34.77 |
46.80 |
|
|
| 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 |
50.04 |
38.85 |
11.19 |
22.4% |
3.32 |
6.6% |
99% |
True |
False |
117,297 |
| 10 |
50.04 |
38.51 |
11.53 |
23.1% |
2.55 |
5.1% |
99% |
True |
False |
105,587 |
| 20 |
50.04 |
38.51 |
11.53 |
23.1% |
1.98 |
4.0% |
99% |
True |
False |
97,564 |
| 40 |
55.06 |
38.51 |
16.55 |
33.1% |
1.83 |
3.7% |
69% |
False |
False |
62,324 |
| 60 |
62.87 |
38.51 |
24.36 |
48.8% |
1.71 |
3.4% |
47% |
False |
False |
47,873 |
| 80 |
64.04 |
38.51 |
25.53 |
51.1% |
1.69 |
3.4% |
45% |
False |
False |
40,042 |
| 100 |
65.03 |
38.51 |
26.52 |
53.1% |
1.65 |
3.3% |
43% |
False |
False |
34,445 |
| 120 |
65.03 |
38.51 |
26.52 |
53.1% |
1.67 |
3.4% |
43% |
False |
False |
30,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.27 |
|
2.618 |
64.96 |
|
1.618 |
59.26 |
|
1.000 |
55.74 |
|
0.618 |
53.56 |
|
HIGH |
50.04 |
|
0.618 |
47.86 |
|
0.500 |
47.19 |
|
0.382 |
46.52 |
|
LOW |
44.34 |
|
0.618 |
40.82 |
|
1.000 |
38.64 |
|
1.618 |
35.12 |
|
2.618 |
29.42 |
|
4.250 |
20.12 |
|
|
| Fisher Pivots for day following 31-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
49.02 |
48.25 |
| PP |
48.10 |
46.57 |
| S1 |
47.19 |
44.89 |
|