NYMEX Light Sweet Crude Oil Future December 2015
| Trading Metrics calculated at close of trading on 06-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2015 |
06-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
47.62 |
46.91 |
-0.71 |
-1.5% |
49.72 |
| High |
48.25 |
46.92 |
-1.33 |
-2.8% |
51.08 |
| Low |
46.48 |
46.01 |
-0.47 |
-1.0% |
48.41 |
| Close |
46.84 |
46.54 |
-0.30 |
-0.6% |
48.92 |
| Range |
1.77 |
0.91 |
-0.86 |
-48.6% |
2.67 |
| ATR |
1.64 |
1.58 |
-0.05 |
-3.2% |
0.00 |
| Volume |
54,419 |
74,486 |
20,067 |
36.9% |
312,863 |
|
| Daily Pivots for day following 06-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.22 |
48.79 |
47.04 |
|
| R3 |
48.31 |
47.88 |
46.79 |
|
| R2 |
47.40 |
47.40 |
46.71 |
|
| R1 |
46.97 |
46.97 |
46.62 |
46.73 |
| PP |
46.49 |
46.49 |
46.49 |
46.37 |
| S1 |
46.06 |
46.06 |
46.46 |
45.82 |
| S2 |
45.58 |
45.58 |
46.37 |
|
| S3 |
44.67 |
45.15 |
46.29 |
|
| S4 |
43.76 |
44.24 |
46.04 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.48 |
55.87 |
50.39 |
|
| R3 |
54.81 |
53.20 |
49.65 |
|
| R2 |
52.14 |
52.14 |
49.41 |
|
| R1 |
50.53 |
50.53 |
49.16 |
50.00 |
| PP |
49.47 |
49.47 |
49.47 |
49.21 |
| S1 |
47.86 |
47.86 |
48.68 |
47.33 |
| S2 |
46.80 |
46.80 |
48.43 |
|
| S3 |
44.13 |
45.19 |
48.19 |
|
| S4 |
41.46 |
42.52 |
47.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.33 |
46.01 |
4.32 |
9.3% |
1.45 |
3.1% |
12% |
False |
True |
65,370 |
| 10 |
51.08 |
46.01 |
5.07 |
10.9% |
1.44 |
3.1% |
10% |
False |
True |
66,415 |
| 20 |
55.70 |
46.01 |
9.69 |
20.8% |
1.52 |
3.3% |
5% |
False |
True |
62,665 |
| 40 |
62.98 |
46.01 |
16.97 |
36.5% |
1.56 |
3.4% |
3% |
False |
True |
57,493 |
| 60 |
64.39 |
46.01 |
18.38 |
39.5% |
1.60 |
3.4% |
3% |
False |
True |
55,143 |
| 80 |
65.38 |
46.01 |
19.37 |
41.6% |
1.61 |
3.5% |
3% |
False |
True |
55,714 |
| 100 |
65.38 |
46.01 |
19.37 |
41.6% |
1.68 |
3.6% |
3% |
False |
True |
53,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
50.79 |
|
2.618 |
49.30 |
|
1.618 |
48.39 |
|
1.000 |
47.83 |
|
0.618 |
47.48 |
|
HIGH |
46.92 |
|
0.618 |
46.57 |
|
0.500 |
46.47 |
|
0.382 |
46.36 |
|
LOW |
46.01 |
|
0.618 |
45.45 |
|
1.000 |
45.10 |
|
1.618 |
44.54 |
|
2.618 |
43.63 |
|
4.250 |
42.14 |
|
|
| Fisher Pivots for day following 06-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
46.52 |
47.13 |
| PP |
46.49 |
46.93 |
| S1 |
46.47 |
46.74 |
|