NYMEX Light Sweet Crude Oil Future September 2015
| Trading Metrics calculated at close of trading on 31-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2015 |
31-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
48.83 |
48.47 |
-0.36 |
-0.7% |
48.00 |
| High |
49.36 |
48.62 |
-0.74 |
-1.5% |
49.52 |
| Low |
48.34 |
46.70 |
-1.64 |
-3.4% |
46.68 |
| Close |
48.52 |
47.12 |
-1.40 |
-2.9% |
47.12 |
| Range |
1.02 |
1.92 |
0.90 |
88.2% |
2.84 |
| ATR |
1.71 |
1.72 |
0.02 |
0.9% |
0.00 |
| Volume |
247,662 |
334,474 |
86,812 |
35.1% |
1,560,750 |
|
| Daily Pivots for day following 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.24 |
52.10 |
48.18 |
|
| R3 |
51.32 |
50.18 |
47.65 |
|
| R2 |
49.40 |
49.40 |
47.47 |
|
| R1 |
48.26 |
48.26 |
47.30 |
47.87 |
| PP |
47.48 |
47.48 |
47.48 |
47.29 |
| S1 |
46.34 |
46.34 |
46.94 |
45.95 |
| S2 |
45.56 |
45.56 |
46.77 |
|
| S3 |
43.64 |
44.42 |
46.59 |
|
| S4 |
41.72 |
42.50 |
46.06 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.29 |
54.55 |
48.68 |
|
| R3 |
53.45 |
51.71 |
47.90 |
|
| R2 |
50.61 |
50.61 |
47.64 |
|
| R1 |
48.87 |
48.87 |
47.38 |
48.32 |
| PP |
47.77 |
47.77 |
47.77 |
47.50 |
| S1 |
46.03 |
46.03 |
46.86 |
45.48 |
| S2 |
44.93 |
44.93 |
46.60 |
|
| S3 |
42.09 |
43.19 |
46.34 |
|
| S4 |
39.25 |
40.35 |
45.56 |
|
|
| 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 |
6.0% |
1.62 |
3.4% |
15% |
False |
False |
312,150 |
| 10 |
51.58 |
46.68 |
4.90 |
10.4% |
1.53 |
3.2% |
9% |
False |
False |
304,591 |
| 20 |
55.74 |
46.68 |
9.06 |
19.2% |
1.82 |
3.9% |
5% |
False |
False |
233,807 |
| 40 |
62.51 |
46.68 |
15.83 |
33.6% |
1.68 |
3.6% |
3% |
False |
False |
153,368 |
| 60 |
63.49 |
46.68 |
16.81 |
35.7% |
1.71 |
3.6% |
3% |
False |
False |
117,143 |
| 80 |
64.45 |
46.68 |
17.77 |
37.7% |
1.70 |
3.6% |
2% |
False |
False |
98,382 |
| 100 |
64.45 |
46.68 |
17.77 |
37.7% |
1.78 |
3.8% |
2% |
False |
False |
84,994 |
| 120 |
64.45 |
46.68 |
17.77 |
37.7% |
1.78 |
3.8% |
2% |
False |
False |
76,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.78 |
|
2.618 |
53.65 |
|
1.618 |
51.73 |
|
1.000 |
50.54 |
|
0.618 |
49.81 |
|
HIGH |
48.62 |
|
0.618 |
47.89 |
|
0.500 |
47.66 |
|
0.382 |
47.43 |
|
LOW |
46.70 |
|
0.618 |
45.51 |
|
1.000 |
44.78 |
|
1.618 |
43.59 |
|
2.618 |
41.67 |
|
4.250 |
38.54 |
|
|
| Fisher Pivots for day following 31-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
47.66 |
48.11 |
| PP |
47.48 |
47.78 |
| S1 |
47.30 |
47.45 |
|