NYMEX Light Sweet Crude Oil Future December 2015
| Trading Metrics calculated at close of trading on 12-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2015 |
12-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
47.15 |
45.71 |
-1.44 |
-3.1% |
48.65 |
| High |
47.71 |
46.36 |
-1.35 |
-2.8% |
48.69 |
| Low |
45.44 |
45.27 |
-0.17 |
-0.4% |
45.69 |
| Close |
45.68 |
45.94 |
0.26 |
0.6% |
45.85 |
| Range |
2.27 |
1.09 |
-1.18 |
-52.0% |
3.00 |
| ATR |
1.64 |
1.60 |
-0.04 |
-2.4% |
0.00 |
| Volume |
109,693 |
122,619 |
12,926 |
11.8% |
377,745 |
|
| Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.13 |
48.62 |
46.54 |
|
| R3 |
48.04 |
47.53 |
46.24 |
|
| R2 |
46.95 |
46.95 |
46.14 |
|
| R1 |
46.44 |
46.44 |
46.04 |
46.70 |
| PP |
45.86 |
45.86 |
45.86 |
45.98 |
| S1 |
45.35 |
45.35 |
45.84 |
45.61 |
| S2 |
44.77 |
44.77 |
45.74 |
|
| S3 |
43.68 |
44.26 |
45.64 |
|
| S4 |
42.59 |
43.17 |
45.34 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.74 |
53.80 |
47.50 |
|
| R3 |
52.74 |
50.80 |
46.68 |
|
| R2 |
49.74 |
49.74 |
46.40 |
|
| R1 |
47.80 |
47.80 |
46.13 |
47.27 |
| PP |
46.74 |
46.74 |
46.74 |
46.48 |
| S1 |
44.80 |
44.80 |
45.58 |
44.27 |
| S2 |
43.74 |
43.74 |
45.30 |
|
| S3 |
40.74 |
41.80 |
45.03 |
|
| S4 |
37.74 |
38.80 |
44.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.71 |
45.27 |
2.44 |
5.3% |
1.51 |
3.3% |
27% |
False |
True |
94,685 |
| 10 |
50.88 |
45.27 |
5.61 |
12.2% |
1.48 |
3.2% |
12% |
False |
True |
80,100 |
| 20 |
53.94 |
45.27 |
8.67 |
18.9% |
1.43 |
3.1% |
8% |
False |
True |
69,460 |
| 40 |
62.98 |
45.27 |
17.71 |
38.6% |
1.63 |
3.5% |
4% |
False |
True |
63,187 |
| 60 |
63.12 |
45.27 |
17.85 |
38.9% |
1.61 |
3.5% |
4% |
False |
True |
58,705 |
| 80 |
65.38 |
45.27 |
20.11 |
43.8% |
1.60 |
3.5% |
3% |
False |
True |
57,225 |
| 100 |
65.38 |
45.27 |
20.11 |
43.8% |
1.66 |
3.6% |
3% |
False |
True |
55,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
50.99 |
|
2.618 |
49.21 |
|
1.618 |
48.12 |
|
1.000 |
47.45 |
|
0.618 |
47.03 |
|
HIGH |
46.36 |
|
0.618 |
45.94 |
|
0.500 |
45.82 |
|
0.382 |
45.69 |
|
LOW |
45.27 |
|
0.618 |
44.60 |
|
1.000 |
44.18 |
|
1.618 |
43.51 |
|
2.618 |
42.42 |
|
4.250 |
40.64 |
|
|
| Fisher Pivots for day following 12-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
45.90 |
46.49 |
| PP |
45.86 |
46.31 |
| S1 |
45.82 |
46.12 |
|