NYMEX Light Sweet Crude Oil Future August 2015
| Trading Metrics calculated at close of trading on 14-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2015 |
14-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
52.15 |
52.00 |
-0.15 |
-0.3% |
54.90 |
| High |
53.17 |
53.43 |
0.26 |
0.5% |
56.79 |
| Low |
51.26 |
50.88 |
-0.38 |
-0.7% |
50.58 |
| Close |
52.20 |
53.04 |
0.84 |
1.6% |
52.74 |
| Range |
1.91 |
2.55 |
0.64 |
33.5% |
6.21 |
| ATR |
1.97 |
2.01 |
0.04 |
2.1% |
0.00 |
| Volume |
359,477 |
422,756 |
63,279 |
17.6% |
2,234,036 |
|
| Daily Pivots for day following 14-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.10 |
59.12 |
54.44 |
|
| R3 |
57.55 |
56.57 |
53.74 |
|
| R2 |
55.00 |
55.00 |
53.51 |
|
| R1 |
54.02 |
54.02 |
53.27 |
54.51 |
| PP |
52.45 |
52.45 |
52.45 |
52.70 |
| S1 |
51.47 |
51.47 |
52.81 |
51.96 |
| S2 |
49.90 |
49.90 |
52.57 |
|
| S3 |
47.35 |
48.92 |
52.34 |
|
| S4 |
44.80 |
46.37 |
51.64 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.00 |
68.58 |
56.16 |
|
| R3 |
65.79 |
62.37 |
54.45 |
|
| R2 |
59.58 |
59.58 |
53.88 |
|
| R1 |
56.16 |
56.16 |
53.31 |
54.77 |
| PP |
53.37 |
53.37 |
53.37 |
52.67 |
| S1 |
49.95 |
49.95 |
52.17 |
48.56 |
| S2 |
47.16 |
47.16 |
51.60 |
|
| S3 |
40.95 |
43.74 |
51.03 |
|
| S4 |
34.74 |
37.53 |
49.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.89 |
50.88 |
3.01 |
5.7% |
2.10 |
4.0% |
72% |
False |
True |
389,678 |
| 10 |
59.69 |
50.58 |
9.11 |
17.2% |
2.32 |
4.4% |
27% |
False |
False |
396,919 |
| 20 |
61.81 |
50.58 |
11.23 |
21.2% |
1.93 |
3.6% |
22% |
False |
False |
322,340 |
| 40 |
62.22 |
50.58 |
11.64 |
21.9% |
1.83 |
3.5% |
21% |
False |
False |
208,785 |
| 60 |
64.12 |
50.58 |
13.54 |
25.5% |
1.79 |
3.4% |
18% |
False |
False |
153,480 |
| 80 |
64.12 |
49.46 |
14.66 |
27.6% |
1.85 |
3.5% |
24% |
False |
False |
122,856 |
| 100 |
64.12 |
48.71 |
15.41 |
29.1% |
1.83 |
3.5% |
28% |
False |
False |
103,798 |
| 120 |
64.12 |
48.71 |
15.41 |
29.1% |
1.94 |
3.7% |
28% |
False |
False |
89,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
64.27 |
|
2.618 |
60.11 |
|
1.618 |
57.56 |
|
1.000 |
55.98 |
|
0.618 |
55.01 |
|
HIGH |
53.43 |
|
0.618 |
52.46 |
|
0.500 |
52.16 |
|
0.382 |
51.85 |
|
LOW |
50.88 |
|
0.618 |
49.30 |
|
1.000 |
48.33 |
|
1.618 |
46.75 |
|
2.618 |
44.20 |
|
4.250 |
40.04 |
|
|
| Fisher Pivots for day following 14-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
52.75 |
52.82 |
| PP |
52.45 |
52.60 |
| S1 |
52.16 |
52.39 |
|