NYMEX Light Sweet Crude Oil Future December 2015
| Trading Metrics calculated at close of trading on 31-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2015 |
31-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
44.35 |
46.57 |
2.22 |
5.0% |
41.71 |
| High |
47.58 |
50.89 |
3.31 |
7.0% |
47.58 |
| Low |
43.50 |
45.23 |
1.73 |
4.0% |
39.22 |
| Close |
46.86 |
50.77 |
3.91 |
8.3% |
46.86 |
| Range |
4.08 |
5.66 |
1.58 |
38.7% |
8.36 |
| ATR |
1.95 |
2.21 |
0.27 |
13.6% |
0.00 |
| Volume |
119,064 |
145,924 |
26,860 |
22.6% |
571,809 |
|
| Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.94 |
64.02 |
53.88 |
|
| R3 |
60.28 |
58.36 |
52.33 |
|
| R2 |
54.62 |
54.62 |
51.81 |
|
| R1 |
52.70 |
52.70 |
51.29 |
53.66 |
| PP |
48.96 |
48.96 |
48.96 |
49.45 |
| S1 |
47.04 |
47.04 |
50.25 |
48.00 |
| S2 |
43.30 |
43.30 |
49.73 |
|
| S3 |
37.64 |
41.38 |
49.21 |
|
| S4 |
31.98 |
35.72 |
47.66 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.63 |
66.61 |
51.46 |
|
| R3 |
61.27 |
58.25 |
49.16 |
|
| R2 |
52.91 |
52.91 |
48.39 |
|
| R1 |
49.89 |
49.89 |
47.63 |
51.40 |
| PP |
44.55 |
44.55 |
44.55 |
45.31 |
| S1 |
41.53 |
41.53 |
46.09 |
43.04 |
| S2 |
36.19 |
36.19 |
45.33 |
|
| S3 |
27.83 |
33.17 |
44.56 |
|
| S4 |
19.47 |
24.81 |
42.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.89 |
39.59 |
11.30 |
22.3% |
3.29 |
6.5% |
99% |
True |
False |
119,754 |
| 10 |
50.89 |
39.22 |
11.67 |
23.0% |
2.53 |
5.0% |
99% |
True |
False |
113,418 |
| 20 |
50.89 |
39.22 |
11.67 |
23.0% |
1.96 |
3.9% |
99% |
True |
False |
104,700 |
| 40 |
55.70 |
39.22 |
16.48 |
32.5% |
1.82 |
3.6% |
70% |
False |
False |
84,787 |
| 60 |
63.12 |
39.22 |
23.90 |
47.1% |
1.71 |
3.4% |
48% |
False |
False |
72,398 |
| 80 |
64.39 |
39.22 |
25.17 |
49.6% |
1.70 |
3.4% |
46% |
False |
False |
66,753 |
| 100 |
65.38 |
39.22 |
26.16 |
51.5% |
1.69 |
3.3% |
44% |
False |
False |
64,878 |
| 120 |
65.38 |
39.22 |
26.16 |
51.5% |
1.75 |
3.5% |
44% |
False |
False |
61,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.95 |
|
2.618 |
65.71 |
|
1.618 |
60.05 |
|
1.000 |
56.55 |
|
0.618 |
54.39 |
|
HIGH |
50.89 |
|
0.618 |
48.73 |
|
0.500 |
48.06 |
|
0.382 |
47.39 |
|
LOW |
45.23 |
|
0.618 |
41.73 |
|
1.000 |
39.57 |
|
1.618 |
36.07 |
|
2.618 |
30.41 |
|
4.250 |
21.18 |
|
|
| Fisher Pivots for day following 31-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
49.87 |
49.09 |
| PP |
48.96 |
47.41 |
| S1 |
48.06 |
45.73 |
|