NYMEX Light Sweet Crude Oil Future September 2015
| Trading Metrics calculated at close of trading on 04-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2015 |
04-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
46.86 |
45.35 |
-1.51 |
-3.2% |
48.00 |
| High |
46.94 |
46.23 |
-0.71 |
-1.5% |
49.52 |
| Low |
45.08 |
45.29 |
0.21 |
0.5% |
46.68 |
| Close |
45.17 |
45.74 |
0.57 |
1.3% |
47.12 |
| Range |
1.86 |
0.94 |
-0.92 |
-49.5% |
2.84 |
| ATR |
1.75 |
1.70 |
-0.05 |
-2.8% |
0.00 |
| Volume |
371,085 |
285,786 |
-85,299 |
-23.0% |
1,560,750 |
|
| Daily Pivots for day following 04-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.57 |
48.10 |
46.26 |
|
| R3 |
47.63 |
47.16 |
46.00 |
|
| R2 |
46.69 |
46.69 |
45.91 |
|
| R1 |
46.22 |
46.22 |
45.83 |
46.46 |
| PP |
45.75 |
45.75 |
45.75 |
45.87 |
| S1 |
45.28 |
45.28 |
45.65 |
45.52 |
| S2 |
44.81 |
44.81 |
45.57 |
|
| S3 |
43.87 |
44.34 |
45.48 |
|
| S4 |
42.93 |
43.40 |
45.22 |
|
|
| 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 |
9.7% |
1.57 |
3.4% |
15% |
False |
False |
321,180 |
| 10 |
50.71 |
45.08 |
5.63 |
12.3% |
1.53 |
3.3% |
12% |
False |
False |
315,990 |
| 20 |
54.35 |
45.08 |
9.27 |
20.3% |
1.66 |
3.6% |
7% |
False |
False |
254,674 |
| 40 |
62.51 |
45.08 |
17.43 |
38.1% |
1.66 |
3.6% |
4% |
False |
False |
165,748 |
| 60 |
63.49 |
45.08 |
18.41 |
40.2% |
1.68 |
3.7% |
4% |
False |
False |
126,346 |
| 80 |
64.45 |
45.08 |
19.37 |
42.3% |
1.69 |
3.7% |
3% |
False |
False |
105,482 |
| 100 |
64.45 |
45.08 |
19.37 |
42.3% |
1.78 |
3.9% |
3% |
False |
False |
91,011 |
| 120 |
64.45 |
45.08 |
19.37 |
42.3% |
1.77 |
3.9% |
3% |
False |
False |
81,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
50.23 |
|
2.618 |
48.69 |
|
1.618 |
47.75 |
|
1.000 |
47.17 |
|
0.618 |
46.81 |
|
HIGH |
46.23 |
|
0.618 |
45.87 |
|
0.500 |
45.76 |
|
0.382 |
45.65 |
|
LOW |
45.29 |
|
0.618 |
44.71 |
|
1.000 |
44.35 |
|
1.618 |
43.77 |
|
2.618 |
42.83 |
|
4.250 |
41.30 |
|
|
| Fisher Pivots for day following 04-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
45.76 |
46.85 |
| PP |
45.75 |
46.48 |
| S1 |
45.75 |
46.11 |
|