NYMEX Light Sweet Crude Oil Future September 2015
| Trading Metrics calculated at close of trading on 23-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2015 |
23-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
50.71 |
49.23 |
-1.48 |
-2.9% |
52.68 |
| High |
50.71 |
49.63 |
-1.08 |
-2.1% |
53.94 |
| Low |
49.04 |
48.21 |
-0.83 |
-1.7% |
50.50 |
| Close |
49.19 |
48.45 |
-0.74 |
-1.5% |
51.21 |
| Range |
1.67 |
1.42 |
-0.25 |
-15.0% |
3.44 |
| ATR |
1.83 |
1.80 |
-0.03 |
-1.6% |
0.00 |
| Volume |
347,986 |
316,060 |
-31,926 |
-9.2% |
927,816 |
|
| Daily Pivots for day following 23-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.02 |
52.16 |
49.23 |
|
| R3 |
51.60 |
50.74 |
48.84 |
|
| R2 |
50.18 |
50.18 |
48.71 |
|
| R1 |
49.32 |
49.32 |
48.58 |
49.04 |
| PP |
48.76 |
48.76 |
48.76 |
48.63 |
| S1 |
47.90 |
47.90 |
48.32 |
47.62 |
| S2 |
47.34 |
47.34 |
48.19 |
|
| S3 |
45.92 |
46.48 |
48.06 |
|
| S4 |
44.50 |
45.06 |
47.67 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.20 |
60.15 |
53.10 |
|
| R3 |
58.76 |
56.71 |
52.16 |
|
| R2 |
55.32 |
55.32 |
51.84 |
|
| R1 |
53.27 |
53.27 |
51.53 |
52.58 |
| PP |
51.88 |
51.88 |
51.88 |
51.54 |
| S1 |
49.83 |
49.83 |
50.89 |
49.14 |
| S2 |
48.44 |
48.44 |
50.58 |
|
| S3 |
45.00 |
46.39 |
50.26 |
|
| S4 |
41.56 |
42.95 |
49.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.58 |
48.21 |
3.37 |
7.0% |
1.38 |
2.8% |
7% |
False |
True |
279,059 |
| 10 |
54.35 |
48.21 |
6.14 |
12.7% |
1.69 |
3.5% |
4% |
False |
True |
227,553 |
| 20 |
60.76 |
48.21 |
12.55 |
25.9% |
1.79 |
3.7% |
2% |
False |
True |
161,793 |
| 40 |
62.51 |
48.21 |
14.30 |
29.5% |
1.72 |
3.5% |
2% |
False |
True |
116,358 |
| 60 |
64.45 |
48.21 |
16.24 |
33.5% |
1.72 |
3.5% |
1% |
False |
True |
90,341 |
| 80 |
64.45 |
48.21 |
16.24 |
33.5% |
1.74 |
3.6% |
1% |
False |
True |
78,221 |
| 100 |
64.45 |
48.21 |
16.24 |
33.5% |
1.76 |
3.6% |
1% |
False |
True |
68,624 |
| 120 |
64.45 |
48.21 |
16.24 |
33.5% |
1.85 |
3.8% |
1% |
False |
True |
62,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.67 |
|
2.618 |
53.35 |
|
1.618 |
51.93 |
|
1.000 |
51.05 |
|
0.618 |
50.51 |
|
HIGH |
49.63 |
|
0.618 |
49.09 |
|
0.500 |
48.92 |
|
0.382 |
48.75 |
|
LOW |
48.21 |
|
0.618 |
47.33 |
|
1.000 |
46.79 |
|
1.618 |
45.91 |
|
2.618 |
44.49 |
|
4.250 |
42.18 |
|
|
| Fisher Pivots for day following 23-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
48.92 |
49.81 |
| PP |
48.76 |
49.36 |
| S1 |
48.61 |
48.90 |
|