NYMEX Light Sweet Crude Oil Future December 2015
| Trading Metrics calculated at close of trading on 01-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2015 |
01-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
46.57 |
49.85 |
3.28 |
7.0% |
41.71 |
| High |
50.89 |
50.22 |
-0.67 |
-1.3% |
47.58 |
| Low |
45.23 |
45.48 |
0.25 |
0.6% |
39.22 |
| Close |
50.77 |
46.69 |
-4.08 |
-8.0% |
46.86 |
| Range |
5.66 |
4.74 |
-0.92 |
-16.3% |
8.36 |
| ATR |
2.21 |
2.43 |
0.22 |
9.9% |
0.00 |
| Volume |
145,924 |
170,190 |
24,266 |
16.6% |
571,809 |
|
| Daily Pivots for day following 01-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.68 |
58.93 |
49.30 |
|
| R3 |
56.94 |
54.19 |
47.99 |
|
| R2 |
52.20 |
52.20 |
47.56 |
|
| R1 |
49.45 |
49.45 |
47.12 |
48.46 |
| PP |
47.46 |
47.46 |
47.46 |
46.97 |
| S1 |
44.71 |
44.71 |
46.26 |
43.72 |
| S2 |
42.72 |
42.72 |
45.82 |
|
| S3 |
37.98 |
39.97 |
45.39 |
|
| S4 |
33.24 |
35.23 |
44.08 |
|
|
| 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 |
40.10 |
10.79 |
23.1% |
3.90 |
8.4% |
61% |
False |
False |
128,603 |
| 10 |
50.89 |
39.22 |
11.67 |
25.0% |
2.89 |
6.2% |
64% |
False |
False |
123,202 |
| 20 |
50.89 |
39.22 |
11.67 |
25.0% |
2.15 |
4.6% |
64% |
False |
False |
109,433 |
| 40 |
55.70 |
39.22 |
16.48 |
35.3% |
1.86 |
4.0% |
45% |
False |
False |
86,938 |
| 60 |
63.12 |
39.22 |
23.90 |
51.2% |
1.77 |
3.8% |
31% |
False |
False |
73,999 |
| 80 |
64.39 |
39.22 |
25.17 |
53.9% |
1.74 |
3.7% |
30% |
False |
False |
68,217 |
| 100 |
65.38 |
39.22 |
26.16 |
56.0% |
1.72 |
3.7% |
29% |
False |
False |
66,041 |
| 120 |
65.38 |
39.22 |
26.16 |
56.0% |
1.78 |
3.8% |
29% |
False |
False |
62,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
70.37 |
|
2.618 |
62.63 |
|
1.618 |
57.89 |
|
1.000 |
54.96 |
|
0.618 |
53.15 |
|
HIGH |
50.22 |
|
0.618 |
48.41 |
|
0.500 |
47.85 |
|
0.382 |
47.29 |
|
LOW |
45.48 |
|
0.618 |
42.55 |
|
1.000 |
40.74 |
|
1.618 |
37.81 |
|
2.618 |
33.07 |
|
4.250 |
25.34 |
|
|
| Fisher Pivots for day following 01-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
47.85 |
47.20 |
| PP |
47.46 |
47.03 |
| S1 |
47.08 |
46.86 |
|