NYMEX Light Sweet Crude Oil Future September 2015
| Trading Metrics calculated at close of trading on 28-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2015 |
28-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
48.00 |
47.02 |
-0.98 |
-2.0% |
51.11 |
| High |
48.20 |
48.44 |
0.24 |
0.5% |
51.58 |
| Low |
46.91 |
46.68 |
-0.23 |
-0.5% |
47.72 |
| Close |
47.39 |
47.98 |
0.59 |
1.2% |
48.14 |
| Range |
1.29 |
1.76 |
0.47 |
36.4% |
3.86 |
| ATR |
1.73 |
1.73 |
0.00 |
0.1% |
0.00 |
| Volume |
273,614 |
338,107 |
64,493 |
23.6% |
1,485,164 |
|
| Daily Pivots for day following 28-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.98 |
52.24 |
48.95 |
|
| R3 |
51.22 |
50.48 |
48.46 |
|
| R2 |
49.46 |
49.46 |
48.30 |
|
| R1 |
48.72 |
48.72 |
48.14 |
49.09 |
| PP |
47.70 |
47.70 |
47.70 |
47.89 |
| S1 |
46.96 |
46.96 |
47.82 |
47.33 |
| S2 |
45.94 |
45.94 |
47.66 |
|
| S3 |
44.18 |
45.20 |
47.50 |
|
| S4 |
42.42 |
43.44 |
47.01 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.73 |
58.29 |
50.26 |
|
| R3 |
56.87 |
54.43 |
49.20 |
|
| R2 |
53.01 |
53.01 |
48.85 |
|
| R1 |
50.57 |
50.57 |
48.49 |
49.86 |
| PP |
49.15 |
49.15 |
49.15 |
48.79 |
| S1 |
46.71 |
46.71 |
47.79 |
46.00 |
| S2 |
45.29 |
45.29 |
47.43 |
|
| S3 |
41.43 |
42.85 |
47.08 |
|
| S4 |
37.57 |
38.99 |
46.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.71 |
46.68 |
4.03 |
8.4% |
1.49 |
3.1% |
32% |
False |
True |
310,800 |
| 10 |
53.94 |
46.68 |
7.26 |
15.1% |
1.50 |
3.1% |
18% |
False |
True |
266,609 |
| 20 |
60.05 |
46.68 |
13.37 |
27.9% |
1.83 |
3.8% |
10% |
False |
True |
198,678 |
| 40 |
62.51 |
46.68 |
15.83 |
33.0% |
1.69 |
3.5% |
8% |
False |
True |
134,151 |
| 60 |
64.45 |
46.68 |
17.77 |
37.0% |
1.71 |
3.6% |
7% |
False |
True |
103,022 |
| 80 |
64.45 |
46.68 |
17.77 |
37.0% |
1.72 |
3.6% |
7% |
False |
True |
88,295 |
| 100 |
64.45 |
46.68 |
17.77 |
37.0% |
1.78 |
3.7% |
7% |
False |
True |
76,419 |
| 120 |
64.45 |
46.68 |
17.77 |
37.0% |
1.80 |
3.7% |
7% |
False |
True |
68,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.92 |
|
2.618 |
53.05 |
|
1.618 |
51.29 |
|
1.000 |
50.20 |
|
0.618 |
49.53 |
|
HIGH |
48.44 |
|
0.618 |
47.77 |
|
0.500 |
47.56 |
|
0.382 |
47.35 |
|
LOW |
46.68 |
|
0.618 |
45.59 |
|
1.000 |
44.92 |
|
1.618 |
43.83 |
|
2.618 |
42.07 |
|
4.250 |
39.20 |
|
|
| Fisher Pivots for day following 28-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
47.84 |
47.94 |
| PP |
47.70 |
47.90 |
| S1 |
47.56 |
47.86 |
|