NYMEX Light Sweet Crude Oil Future September 2015
| Trading Metrics calculated at close of trading on 30-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2015 |
30-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
47.81 |
48.83 |
1.02 |
2.1% |
51.11 |
| High |
49.52 |
49.36 |
-0.16 |
-0.3% |
51.58 |
| Low |
47.39 |
48.34 |
0.95 |
2.0% |
47.72 |
| Close |
48.79 |
48.52 |
-0.27 |
-0.6% |
48.14 |
| Range |
2.13 |
1.02 |
-1.11 |
-52.1% |
3.86 |
| ATR |
1.76 |
1.71 |
-0.05 |
-3.0% |
0.00 |
| Volume |
366,893 |
247,662 |
-119,231 |
-32.5% |
1,485,164 |
|
| Daily Pivots for day following 30-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.80 |
51.18 |
49.08 |
|
| R3 |
50.78 |
50.16 |
48.80 |
|
| R2 |
49.76 |
49.76 |
48.71 |
|
| R1 |
49.14 |
49.14 |
48.61 |
48.94 |
| PP |
48.74 |
48.74 |
48.74 |
48.64 |
| S1 |
48.12 |
48.12 |
48.43 |
47.92 |
| S2 |
47.72 |
47.72 |
48.33 |
|
| S3 |
46.70 |
47.10 |
48.24 |
|
| S4 |
45.68 |
46.08 |
47.96 |
|
|
| 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 |
49.52 |
46.68 |
2.84 |
5.9% |
1.50 |
3.1% |
65% |
False |
False |
300,901 |
| 10 |
51.58 |
46.68 |
4.90 |
10.1% |
1.44 |
3.0% |
38% |
False |
False |
289,980 |
| 20 |
58.31 |
46.68 |
11.63 |
24.0% |
1.79 |
3.7% |
16% |
False |
False |
222,533 |
| 40 |
62.51 |
46.68 |
15.83 |
32.6% |
1.68 |
3.5% |
12% |
False |
False |
146,710 |
| 60 |
64.45 |
46.68 |
17.77 |
36.6% |
1.71 |
3.5% |
10% |
False |
False |
112,369 |
| 80 |
64.45 |
46.68 |
17.77 |
36.6% |
1.70 |
3.5% |
10% |
False |
False |
95,093 |
| 100 |
64.45 |
46.68 |
17.77 |
36.6% |
1.78 |
3.7% |
10% |
False |
False |
81,957 |
| 120 |
64.45 |
46.68 |
17.77 |
36.6% |
1.78 |
3.7% |
10% |
False |
False |
73,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.70 |
|
2.618 |
52.03 |
|
1.618 |
51.01 |
|
1.000 |
50.38 |
|
0.618 |
49.99 |
|
HIGH |
49.36 |
|
0.618 |
48.97 |
|
0.500 |
48.85 |
|
0.382 |
48.73 |
|
LOW |
48.34 |
|
0.618 |
47.71 |
|
1.000 |
47.32 |
|
1.618 |
46.69 |
|
2.618 |
45.67 |
|
4.250 |
44.01 |
|
|
| Fisher Pivots for day following 30-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
48.85 |
48.38 |
| PP |
48.74 |
48.24 |
| S1 |
48.63 |
48.10 |
|