NYMEX Light Sweet Crude Oil Future August 2015
| Trading Metrics calculated at close of trading on 21-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2015 |
21-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
50.76 |
49.95 |
-0.81 |
-1.6% |
52.15 |
| High |
51.26 |
51.02 |
-0.24 |
-0.5% |
53.50 |
| Low |
49.85 |
49.77 |
-0.08 |
-0.2% |
50.14 |
| Close |
50.15 |
50.36 |
0.21 |
0.4% |
50.89 |
| Range |
1.41 |
1.25 |
-0.16 |
-11.3% |
3.36 |
| ATR |
1.88 |
1.84 |
-0.05 |
-2.4% |
0.00 |
| Volume |
102,597 |
18,924 |
-83,673 |
-81.6% |
1,639,448 |
|
| Daily Pivots for day following 21-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.13 |
53.50 |
51.05 |
|
| R3 |
52.88 |
52.25 |
50.70 |
|
| R2 |
51.63 |
51.63 |
50.59 |
|
| R1 |
51.00 |
51.00 |
50.47 |
51.32 |
| PP |
50.38 |
50.38 |
50.38 |
50.54 |
| S1 |
49.75 |
49.75 |
50.25 |
50.07 |
| S2 |
49.13 |
49.13 |
50.13 |
|
| S3 |
47.88 |
48.50 |
50.02 |
|
| S4 |
46.63 |
47.25 |
49.67 |
|
|
| 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 |
49.77 |
3.73 |
7.4% |
1.47 |
2.9% |
16% |
False |
True |
195,747 |
| 10 |
53.89 |
49.77 |
4.12 |
8.2% |
1.79 |
3.5% |
14% |
False |
True |
292,713 |
| 20 |
61.57 |
49.77 |
11.80 |
23.4% |
1.89 |
3.8% |
5% |
False |
True |
316,873 |
| 40 |
62.22 |
49.77 |
12.45 |
24.7% |
1.80 |
3.6% |
5% |
False |
True |
226,408 |
| 60 |
64.12 |
49.77 |
14.35 |
28.5% |
1.76 |
3.5% |
4% |
False |
True |
166,341 |
| 80 |
64.12 |
49.77 |
14.35 |
28.5% |
1.81 |
3.6% |
4% |
False |
True |
133,806 |
| 100 |
64.12 |
48.71 |
15.41 |
30.6% |
1.81 |
3.6% |
11% |
False |
False |
112,225 |
| 120 |
64.12 |
48.71 |
15.41 |
30.6% |
1.93 |
3.8% |
11% |
False |
False |
97,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.33 |
|
2.618 |
54.29 |
|
1.618 |
53.04 |
|
1.000 |
52.27 |
|
0.618 |
51.79 |
|
HIGH |
51.02 |
|
0.618 |
50.54 |
|
0.500 |
50.40 |
|
0.382 |
50.25 |
|
LOW |
49.77 |
|
0.618 |
49.00 |
|
1.000 |
48.52 |
|
1.618 |
47.75 |
|
2.618 |
46.50 |
|
4.250 |
44.46 |
|
|
| Fisher Pivots for day following 21-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
50.40 |
50.52 |
| PP |
50.38 |
50.46 |
| S1 |
50.37 |
50.41 |
|