NYMEX Light Sweet Crude Oil Future September 2015
| Trading Metrics calculated at close of trading on 29-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2015 |
29-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
47.02 |
47.81 |
0.79 |
1.7% |
51.11 |
| High |
48.44 |
49.52 |
1.08 |
2.2% |
51.58 |
| Low |
46.68 |
47.39 |
0.71 |
1.5% |
47.72 |
| Close |
47.98 |
48.79 |
0.81 |
1.7% |
48.14 |
| Range |
1.76 |
2.13 |
0.37 |
21.0% |
3.86 |
| ATR |
1.73 |
1.76 |
0.03 |
1.6% |
0.00 |
| Volume |
338,107 |
366,893 |
28,786 |
8.5% |
1,485,164 |
|
| Daily Pivots for day following 29-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.96 |
54.00 |
49.96 |
|
| R3 |
52.83 |
51.87 |
49.38 |
|
| R2 |
50.70 |
50.70 |
49.18 |
|
| R1 |
49.74 |
49.74 |
48.99 |
50.22 |
| PP |
48.57 |
48.57 |
48.57 |
48.81 |
| S1 |
47.61 |
47.61 |
48.59 |
48.09 |
| S2 |
46.44 |
46.44 |
48.40 |
|
| S3 |
44.31 |
45.48 |
48.20 |
|
| S4 |
42.18 |
43.35 |
47.62 |
|
|
| 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 |
49.63 |
46.68 |
2.95 |
6.0% |
1.58 |
3.2% |
72% |
False |
False |
314,581 |
| 10 |
52.54 |
46.68 |
5.86 |
12.0% |
1.48 |
3.0% |
36% |
False |
False |
285,799 |
| 20 |
59.35 |
46.68 |
12.67 |
26.0% |
1.85 |
3.8% |
17% |
False |
False |
214,061 |
| 40 |
62.51 |
46.68 |
15.83 |
32.4% |
1.70 |
3.5% |
13% |
False |
False |
141,963 |
| 60 |
64.45 |
46.68 |
17.77 |
36.4% |
1.73 |
3.5% |
12% |
False |
False |
108,629 |
| 80 |
64.45 |
46.68 |
17.77 |
36.4% |
1.71 |
3.5% |
12% |
False |
False |
92,426 |
| 100 |
64.45 |
46.68 |
17.77 |
36.4% |
1.78 |
3.6% |
12% |
False |
False |
79,727 |
| 120 |
64.45 |
46.68 |
17.77 |
36.4% |
1.78 |
3.7% |
12% |
False |
False |
71,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.57 |
|
2.618 |
55.10 |
|
1.618 |
52.97 |
|
1.000 |
51.65 |
|
0.618 |
50.84 |
|
HIGH |
49.52 |
|
0.618 |
48.71 |
|
0.500 |
48.46 |
|
0.382 |
48.20 |
|
LOW |
47.39 |
|
0.618 |
46.07 |
|
1.000 |
45.26 |
|
1.618 |
43.94 |
|
2.618 |
41.81 |
|
4.250 |
38.34 |
|
|
| Fisher Pivots for day following 29-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
48.68 |
48.56 |
| PP |
48.57 |
48.33 |
| S1 |
48.46 |
48.10 |
|