NYMEX Light Sweet Crude Oil Future December 2015
| Trading Metrics calculated at close of trading on 20-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
44.55 |
42.65 |
-1.90 |
-4.3% |
45.50 |
| High |
44.88 |
43.44 |
-1.44 |
-3.2% |
47.71 |
| Low |
42.57 |
42.20 |
-0.37 |
-0.9% |
44.34 |
| Close |
43.01 |
42.90 |
-0.11 |
-0.3% |
45.24 |
| Range |
2.31 |
1.24 |
-1.07 |
-46.3% |
3.37 |
| ATR |
1.56 |
1.54 |
-0.02 |
-1.5% |
0.00 |
| Volume |
93,292 |
114,820 |
21,528 |
23.1% |
562,746 |
|
| Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.57 |
45.97 |
43.58 |
|
| R3 |
45.33 |
44.73 |
43.24 |
|
| R2 |
44.09 |
44.09 |
43.13 |
|
| R1 |
43.49 |
43.49 |
43.01 |
43.79 |
| PP |
42.85 |
42.85 |
42.85 |
43.00 |
| S1 |
42.25 |
42.25 |
42.79 |
42.55 |
| S2 |
41.61 |
41.61 |
42.67 |
|
| S3 |
40.37 |
41.01 |
42.56 |
|
| S4 |
39.13 |
39.77 |
42.22 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.87 |
53.93 |
47.09 |
|
| R3 |
52.50 |
50.56 |
46.17 |
|
| R2 |
49.13 |
49.13 |
45.86 |
|
| R1 |
47.19 |
47.19 |
45.55 |
46.48 |
| PP |
45.76 |
45.76 |
45.76 |
45.41 |
| S1 |
43.82 |
43.82 |
44.93 |
43.11 |
| S2 |
42.39 |
42.39 |
44.62 |
|
| S3 |
39.02 |
40.45 |
44.31 |
|
| S4 |
35.65 |
37.08 |
43.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
45.58 |
42.20 |
3.38 |
7.9% |
1.37 |
3.2% |
21% |
False |
True |
99,849 |
| 10 |
47.71 |
42.20 |
5.51 |
12.8% |
1.51 |
3.5% |
13% |
False |
True |
103,586 |
| 20 |
51.08 |
42.20 |
8.88 |
20.7% |
1.47 |
3.4% |
8% |
False |
True |
85,000 |
| 40 |
61.70 |
42.20 |
19.50 |
45.5% |
1.59 |
3.7% |
4% |
False |
True |
71,789 |
| 60 |
63.12 |
42.20 |
20.92 |
48.8% |
1.58 |
3.7% |
3% |
False |
True |
65,120 |
| 80 |
65.38 |
42.20 |
23.18 |
54.0% |
1.59 |
3.7% |
3% |
False |
True |
61,278 |
| 100 |
65.38 |
42.20 |
23.18 |
54.0% |
1.62 |
3.8% |
3% |
False |
True |
60,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
48.71 |
|
2.618 |
46.69 |
|
1.618 |
45.45 |
|
1.000 |
44.68 |
|
0.618 |
44.21 |
|
HIGH |
43.44 |
|
0.618 |
42.97 |
|
0.500 |
42.82 |
|
0.382 |
42.67 |
|
LOW |
42.20 |
|
0.618 |
41.43 |
|
1.000 |
40.96 |
|
1.618 |
40.19 |
|
2.618 |
38.95 |
|
4.250 |
36.93 |
|
|
| Fisher Pivots for day following 20-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
42.87 |
43.67 |
| PP |
42.85 |
43.41 |
| S1 |
42.82 |
43.16 |
|