NYMEX Light Sweet Crude Oil Future January 2016
| Trading Metrics calculated at close of trading on 11-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2015 |
11-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
46.20 |
47.85 |
1.65 |
3.6% |
49.18 |
| High |
48.12 |
48.45 |
0.33 |
0.7% |
49.37 |
| Low |
46.20 |
46.29 |
0.09 |
0.2% |
46.46 |
| Close |
48.08 |
46.49 |
-1.59 |
-3.3% |
46.61 |
| Range |
1.92 |
2.16 |
0.24 |
12.5% |
2.91 |
| ATR |
1.51 |
1.56 |
0.05 |
3.1% |
0.00 |
| Volume |
39,048 |
44,461 |
5,413 |
13.9% |
123,766 |
|
| Daily Pivots for day following 11-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.56 |
52.18 |
47.68 |
|
| R3 |
51.40 |
50.02 |
47.08 |
|
| R2 |
49.24 |
49.24 |
46.89 |
|
| R1 |
47.86 |
47.86 |
46.69 |
47.47 |
| PP |
47.08 |
47.08 |
47.08 |
46.88 |
| S1 |
45.70 |
45.70 |
46.29 |
45.31 |
| S2 |
44.92 |
44.92 |
46.09 |
|
| S3 |
42.76 |
43.54 |
45.90 |
|
| S4 |
40.60 |
41.38 |
45.30 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.21 |
54.32 |
48.21 |
|
| R3 |
53.30 |
51.41 |
47.41 |
|
| R2 |
50.39 |
50.39 |
47.14 |
|
| R1 |
48.50 |
48.50 |
46.88 |
47.99 |
| PP |
47.48 |
47.48 |
47.48 |
47.23 |
| S1 |
45.59 |
45.59 |
46.34 |
45.08 |
| S2 |
44.57 |
44.57 |
46.08 |
|
| S3 |
41.66 |
42.68 |
45.81 |
|
| S4 |
38.75 |
39.77 |
45.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.90 |
46.20 |
2.70 |
5.8% |
1.60 |
3.4% |
11% |
False |
False |
34,119 |
| 10 |
51.67 |
46.20 |
5.47 |
11.8% |
1.51 |
3.3% |
5% |
False |
False |
27,120 |
| 20 |
55.64 |
46.20 |
9.44 |
20.3% |
1.40 |
3.0% |
3% |
False |
False |
21,480 |
| 40 |
63.15 |
46.20 |
16.95 |
36.5% |
1.54 |
3.3% |
2% |
False |
False |
16,947 |
| 60 |
63.68 |
46.20 |
17.48 |
37.6% |
1.50 |
3.2% |
2% |
False |
False |
14,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.63 |
|
2.618 |
54.10 |
|
1.618 |
51.94 |
|
1.000 |
50.61 |
|
0.618 |
49.78 |
|
HIGH |
48.45 |
|
0.618 |
47.62 |
|
0.500 |
47.37 |
|
0.382 |
47.12 |
|
LOW |
46.29 |
|
0.618 |
44.96 |
|
1.000 |
44.13 |
|
1.618 |
42.80 |
|
2.618 |
40.64 |
|
4.250 |
37.11 |
|
|
| Fisher Pivots for day following 11-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
47.37 |
47.33 |
| PP |
47.08 |
47.05 |
| S1 |
46.78 |
46.77 |
|