NYMEX Light Sweet Crude Oil Future September 2015
| Trading Metrics calculated at close of trading on 03-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2015 |
03-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
48.47 |
46.86 |
-1.61 |
-3.3% |
48.00 |
| High |
48.62 |
46.94 |
-1.68 |
-3.5% |
49.52 |
| Low |
46.70 |
45.08 |
-1.62 |
-3.5% |
46.68 |
| Close |
47.12 |
45.17 |
-1.95 |
-4.1% |
47.12 |
| Range |
1.92 |
1.86 |
-0.06 |
-3.1% |
2.84 |
| ATR |
1.72 |
1.75 |
0.02 |
1.3% |
0.00 |
| Volume |
334,474 |
371,085 |
36,611 |
10.9% |
1,560,750 |
|
| Daily Pivots for day following 03-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.31 |
50.10 |
46.19 |
|
| R3 |
49.45 |
48.24 |
45.68 |
|
| R2 |
47.59 |
47.59 |
45.51 |
|
| R1 |
46.38 |
46.38 |
45.34 |
46.06 |
| PP |
45.73 |
45.73 |
45.73 |
45.57 |
| S1 |
44.52 |
44.52 |
45.00 |
44.20 |
| S2 |
43.87 |
43.87 |
44.83 |
|
| S3 |
42.01 |
42.66 |
44.66 |
|
| S4 |
40.15 |
40.80 |
44.15 |
|
|
| 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 |
45.08 |
4.44 |
9.8% |
1.74 |
3.8% |
2% |
False |
True |
331,644 |
| 10 |
51.41 |
45.08 |
6.33 |
14.0% |
1.57 |
3.5% |
1% |
False |
True |
312,843 |
| 20 |
54.35 |
45.08 |
9.27 |
20.5% |
1.76 |
3.9% |
1% |
False |
True |
247,825 |
| 40 |
62.51 |
45.08 |
17.43 |
38.6% |
1.67 |
3.7% |
1% |
False |
True |
160,824 |
| 60 |
63.49 |
45.08 |
18.41 |
40.8% |
1.69 |
3.7% |
0% |
False |
True |
122,349 |
| 80 |
64.45 |
45.08 |
19.37 |
42.9% |
1.70 |
3.8% |
0% |
False |
True |
102,419 |
| 100 |
64.45 |
45.08 |
19.37 |
42.9% |
1.79 |
4.0% |
0% |
False |
True |
88,442 |
| 120 |
64.45 |
45.08 |
19.37 |
42.9% |
1.78 |
3.9% |
0% |
False |
True |
78,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.85 |
|
2.618 |
51.81 |
|
1.618 |
49.95 |
|
1.000 |
48.80 |
|
0.618 |
48.09 |
|
HIGH |
46.94 |
|
0.618 |
46.23 |
|
0.500 |
46.01 |
|
0.382 |
45.79 |
|
LOW |
45.08 |
|
0.618 |
43.93 |
|
1.000 |
43.22 |
|
1.618 |
42.07 |
|
2.618 |
40.21 |
|
4.250 |
37.18 |
|
|
| Fisher Pivots for day following 03-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
46.01 |
47.22 |
| PP |
45.73 |
46.54 |
| S1 |
45.45 |
45.85 |
|