NYMEX Light Sweet Crude Oil Future December 2015
| Trading Metrics calculated at close of trading on 24-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2015 |
24-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
42.44 |
41.71 |
-0.73 |
-1.7% |
44.93 |
| High |
42.80 |
41.95 |
-0.85 |
-2.0% |
45.27 |
| Low |
41.38 |
39.22 |
-2.16 |
-5.2% |
41.38 |
| Close |
41.91 |
39.65 |
-2.26 |
-5.4% |
41.91 |
| Range |
1.42 |
2.73 |
1.31 |
92.3% |
3.89 |
| ATR |
1.54 |
1.62 |
0.09 |
5.6% |
0.00 |
| Volume |
135,986 |
118,962 |
-17,024 |
-12.5% |
507,046 |
|
| Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.46 |
46.79 |
41.15 |
|
| R3 |
45.73 |
44.06 |
40.40 |
|
| R2 |
43.00 |
43.00 |
40.15 |
|
| R1 |
41.33 |
41.33 |
39.90 |
40.80 |
| PP |
40.27 |
40.27 |
40.27 |
40.01 |
| S1 |
38.60 |
38.60 |
39.40 |
38.07 |
| S2 |
37.54 |
37.54 |
39.15 |
|
| S3 |
34.81 |
35.87 |
38.90 |
|
| S4 |
32.08 |
33.14 |
38.15 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.52 |
52.11 |
44.05 |
|
| R3 |
50.63 |
48.22 |
42.98 |
|
| R2 |
46.74 |
46.74 |
42.62 |
|
| R1 |
44.33 |
44.33 |
42.27 |
43.59 |
| PP |
42.85 |
42.85 |
42.85 |
42.49 |
| S1 |
40.44 |
40.44 |
41.55 |
39.70 |
| S2 |
38.96 |
38.96 |
41.20 |
|
| S3 |
35.07 |
36.55 |
40.84 |
|
| S4 |
31.18 |
32.66 |
39.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
45.14 |
39.22 |
5.92 |
14.9% |
1.77 |
4.5% |
7% |
False |
True |
107,082 |
| 10 |
47.71 |
39.22 |
8.49 |
21.4% |
1.59 |
4.0% |
5% |
False |
True |
112,418 |
| 20 |
51.08 |
39.22 |
11.86 |
29.9% |
1.56 |
3.9% |
4% |
False |
True |
91,443 |
| 40 |
61.00 |
39.22 |
21.78 |
54.9% |
1.64 |
4.1% |
2% |
False |
True |
76,120 |
| 60 |
63.12 |
39.22 |
23.90 |
60.3% |
1.58 |
4.0% |
2% |
False |
True |
67,325 |
| 80 |
65.38 |
39.22 |
26.16 |
66.0% |
1.60 |
4.0% |
2% |
False |
True |
62,912 |
| 100 |
65.38 |
39.22 |
26.16 |
66.0% |
1.62 |
4.1% |
2% |
False |
True |
61,936 |
| 120 |
65.38 |
39.22 |
26.16 |
66.0% |
1.67 |
4.2% |
2% |
False |
True |
58,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.55 |
|
2.618 |
49.10 |
|
1.618 |
46.37 |
|
1.000 |
44.68 |
|
0.618 |
43.64 |
|
HIGH |
41.95 |
|
0.618 |
40.91 |
|
0.500 |
40.59 |
|
0.382 |
40.26 |
|
LOW |
39.22 |
|
0.618 |
37.53 |
|
1.000 |
36.49 |
|
1.618 |
34.80 |
|
2.618 |
32.07 |
|
4.250 |
27.62 |
|
|
| Fisher Pivots for day following 24-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
40.59 |
41.33 |
| PP |
40.27 |
40.77 |
| S1 |
39.96 |
40.21 |
|