NYMEX Light Sweet Crude Oil Future November 2015
| Trading Metrics calculated at close of trading on 03-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2015 |
03-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
44.89 |
46.70 |
1.81 |
4.0% |
41.01 |
| High |
47.36 |
48.96 |
1.60 |
3.4% |
46.67 |
| Low |
43.89 |
46.27 |
2.38 |
5.4% |
38.51 |
| Close |
46.86 |
47.32 |
0.46 |
1.0% |
45.98 |
| Range |
3.47 |
2.69 |
-0.78 |
-22.5% |
8.16 |
| ATR |
2.51 |
2.52 |
0.01 |
0.5% |
0.00 |
| Volume |
172,548 |
131,868 |
-40,680 |
-23.6% |
520,424 |
|
| Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.59 |
54.14 |
48.80 |
|
| R3 |
52.90 |
51.45 |
48.06 |
|
| R2 |
50.21 |
50.21 |
47.81 |
|
| R1 |
48.76 |
48.76 |
47.57 |
49.49 |
| PP |
47.52 |
47.52 |
47.52 |
47.88 |
| S1 |
46.07 |
46.07 |
47.07 |
46.80 |
| S2 |
44.83 |
44.83 |
46.83 |
|
| S3 |
42.14 |
43.38 |
46.58 |
|
| S4 |
39.45 |
40.69 |
45.84 |
|
|
| 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 |
42.60 |
7.44 |
15.7% |
4.13 |
8.7% |
63% |
False |
False |
154,391 |
| 10 |
50.04 |
38.51 |
11.53 |
24.4% |
3.16 |
6.7% |
76% |
False |
False |
126,805 |
| 20 |
50.04 |
38.51 |
11.53 |
24.4% |
2.35 |
5.0% |
76% |
False |
False |
114,875 |
| 40 |
55.06 |
38.51 |
16.55 |
35.0% |
1.93 |
4.1% |
53% |
False |
False |
72,185 |
| 60 |
62.68 |
38.51 |
24.17 |
51.1% |
1.82 |
3.8% |
36% |
False |
False |
54,864 |
| 80 |
64.04 |
38.51 |
25.53 |
54.0% |
1.77 |
3.7% |
35% |
False |
False |
45,509 |
| 100 |
65.03 |
38.51 |
26.52 |
56.0% |
1.73 |
3.6% |
33% |
False |
False |
38,995 |
| 120 |
65.03 |
38.51 |
26.52 |
56.0% |
1.72 |
3.6% |
33% |
False |
False |
33,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.39 |
|
2.618 |
56.00 |
|
1.618 |
53.31 |
|
1.000 |
51.65 |
|
0.618 |
50.62 |
|
HIGH |
48.96 |
|
0.618 |
47.93 |
|
0.500 |
47.62 |
|
0.382 |
47.30 |
|
LOW |
46.27 |
|
0.618 |
44.61 |
|
1.000 |
43.58 |
|
1.618 |
41.92 |
|
2.618 |
39.23 |
|
4.250 |
34.84 |
|
|
| Fisher Pivots for day following 03-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
47.62 |
47.11 |
| PP |
47.52 |
46.90 |
| S1 |
47.42 |
46.70 |
|