NYMEX Light Sweet Crude Oil Future August 2015
| Trading Metrics calculated at close of trading on 20-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2015 |
20-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
50.91 |
50.76 |
-0.15 |
-0.3% |
52.15 |
| High |
51.23 |
51.26 |
0.03 |
0.1% |
53.50 |
| Low |
50.14 |
49.85 |
-0.29 |
-0.6% |
50.14 |
| Close |
50.89 |
50.15 |
-0.74 |
-1.5% |
50.89 |
| Range |
1.09 |
1.41 |
0.32 |
29.4% |
3.36 |
| ATR |
1.92 |
1.88 |
-0.04 |
-1.9% |
0.00 |
| Volume |
203,485 |
102,597 |
-100,888 |
-49.6% |
1,639,448 |
|
| Daily Pivots for day following 20-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.65 |
53.81 |
50.93 |
|
| R3 |
53.24 |
52.40 |
50.54 |
|
| R2 |
51.83 |
51.83 |
50.41 |
|
| R1 |
50.99 |
50.99 |
50.28 |
50.71 |
| PP |
50.42 |
50.42 |
50.42 |
50.28 |
| S1 |
49.58 |
49.58 |
50.02 |
49.30 |
| S2 |
49.01 |
49.01 |
49.89 |
|
| S3 |
47.60 |
48.17 |
49.76 |
|
| S4 |
46.19 |
46.76 |
49.37 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.59 |
59.60 |
52.74 |
|
| R3 |
58.23 |
56.24 |
51.81 |
|
| R2 |
54.87 |
54.87 |
51.51 |
|
| R1 |
52.88 |
52.88 |
51.20 |
52.20 |
| PP |
51.51 |
51.51 |
51.51 |
51.17 |
| S1 |
49.52 |
49.52 |
50.58 |
48.84 |
| S2 |
48.15 |
48.15 |
50.27 |
|
| S3 |
44.79 |
46.16 |
49.97 |
|
| S4 |
41.43 |
42.80 |
49.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.50 |
49.85 |
3.65 |
7.3% |
1.73 |
3.5% |
8% |
False |
True |
276,513 |
| 10 |
53.89 |
49.85 |
4.04 |
8.1% |
1.95 |
3.9% |
7% |
False |
True |
343,547 |
| 20 |
61.57 |
49.85 |
11.72 |
23.4% |
1.89 |
3.8% |
3% |
False |
True |
328,692 |
| 40 |
62.22 |
49.85 |
12.37 |
24.7% |
1.80 |
3.6% |
2% |
False |
True |
228,145 |
| 60 |
64.12 |
49.85 |
14.27 |
28.5% |
1.76 |
3.5% |
2% |
False |
True |
167,067 |
| 80 |
64.12 |
49.85 |
14.27 |
28.5% |
1.83 |
3.7% |
2% |
False |
True |
133,896 |
| 100 |
64.12 |
48.71 |
15.41 |
30.7% |
1.82 |
3.6% |
9% |
False |
False |
112,390 |
| 120 |
64.12 |
48.71 |
15.41 |
30.7% |
1.93 |
3.9% |
9% |
False |
False |
97,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.25 |
|
2.618 |
54.95 |
|
1.618 |
53.54 |
|
1.000 |
52.67 |
|
0.618 |
52.13 |
|
HIGH |
51.26 |
|
0.618 |
50.72 |
|
0.500 |
50.56 |
|
0.382 |
50.39 |
|
LOW |
49.85 |
|
0.618 |
48.98 |
|
1.000 |
48.44 |
|
1.618 |
47.57 |
|
2.618 |
46.16 |
|
4.250 |
43.86 |
|
|
| Fisher Pivots for day following 20-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
50.56 |
51.01 |
| PP |
50.42 |
50.72 |
| S1 |
50.29 |
50.44 |
|