NYMEX Light Sweet Crude Oil Future November 2015
| Trading Metrics calculated at close of trading on 02-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2015 |
02-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
48.70 |
44.89 |
-3.81 |
-7.8% |
41.01 |
| High |
49.50 |
47.36 |
-2.14 |
-4.3% |
46.67 |
| Low |
44.78 |
43.89 |
-0.89 |
-2.0% |
38.51 |
| Close |
46.02 |
46.86 |
0.84 |
1.8% |
45.98 |
| Range |
4.72 |
3.47 |
-1.25 |
-26.5% |
8.16 |
| ATR |
2.43 |
2.51 |
0.07 |
3.0% |
0.00 |
| Volume |
179,758 |
172,548 |
-7,210 |
-4.0% |
520,424 |
|
| Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.45 |
55.12 |
48.77 |
|
| R3 |
52.98 |
51.65 |
47.81 |
|
| R2 |
49.51 |
49.51 |
47.50 |
|
| R1 |
48.18 |
48.18 |
47.18 |
48.85 |
| PP |
46.04 |
46.04 |
46.04 |
46.37 |
| S1 |
44.71 |
44.71 |
46.54 |
45.38 |
| S2 |
42.57 |
42.57 |
46.22 |
|
| S3 |
39.10 |
41.24 |
45.91 |
|
| S4 |
35.63 |
37.77 |
44.95 |
|
|
| 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 |
39.74 |
10.30 |
22.0% |
4.37 |
9.3% |
69% |
False |
False |
147,556 |
| 10 |
50.04 |
38.51 |
11.53 |
24.6% |
3.01 |
6.4% |
72% |
False |
False |
123,280 |
| 20 |
50.04 |
38.51 |
11.53 |
24.6% |
2.26 |
4.8% |
72% |
False |
False |
110,808 |
| 40 |
55.06 |
38.51 |
16.55 |
35.3% |
1.91 |
4.1% |
50% |
False |
False |
69,622 |
| 60 |
62.87 |
38.51 |
24.36 |
52.0% |
1.79 |
3.8% |
34% |
False |
False |
52,986 |
| 80 |
64.04 |
38.51 |
25.53 |
54.5% |
1.76 |
3.8% |
33% |
False |
False |
44,002 |
| 100 |
65.03 |
38.51 |
26.52 |
56.6% |
1.71 |
3.6% |
31% |
False |
False |
37,766 |
| 120 |
65.03 |
38.51 |
26.52 |
56.6% |
1.71 |
3.7% |
31% |
False |
False |
32,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.11 |
|
2.618 |
56.44 |
|
1.618 |
52.97 |
|
1.000 |
50.83 |
|
0.618 |
49.50 |
|
HIGH |
47.36 |
|
0.618 |
46.03 |
|
0.500 |
45.63 |
|
0.382 |
45.22 |
|
LOW |
43.89 |
|
0.618 |
41.75 |
|
1.000 |
40.42 |
|
1.618 |
38.28 |
|
2.618 |
34.81 |
|
4.250 |
29.14 |
|
|
| Fisher Pivots for day following 02-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
46.45 |
46.97 |
| PP |
46.04 |
46.93 |
| S1 |
45.63 |
46.90 |
|