NYMEX Light Sweet Crude Oil Future October 2015
| Trading Metrics calculated at close of trading on 22-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2015 |
22-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
50.61 |
51.14 |
0.53 |
1.0% |
53.19 |
| High |
51.83 |
51.14 |
-0.69 |
-1.3% |
54.28 |
| Low |
50.54 |
49.54 |
-1.00 |
-2.0% |
50.89 |
| Close |
51.30 |
49.67 |
-1.63 |
-3.2% |
51.58 |
| Range |
1.29 |
1.60 |
0.31 |
24.0% |
3.39 |
| ATR |
1.78 |
1.78 |
0.00 |
-0.1% |
0.00 |
| Volume |
42,288 |
45,336 |
3,048 |
7.2% |
251,524 |
|
| Daily Pivots for day following 22-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.92 |
53.89 |
50.55 |
|
| R3 |
53.32 |
52.29 |
50.11 |
|
| R2 |
51.72 |
51.72 |
49.96 |
|
| R1 |
50.69 |
50.69 |
49.82 |
50.41 |
| PP |
50.12 |
50.12 |
50.12 |
49.97 |
| S1 |
49.09 |
49.09 |
49.52 |
48.81 |
| S2 |
48.52 |
48.52 |
49.38 |
|
| S3 |
46.92 |
47.49 |
49.23 |
|
| S4 |
45.32 |
45.89 |
48.79 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.42 |
60.39 |
53.44 |
|
| R3 |
59.03 |
57.00 |
52.51 |
|
| R2 |
55.64 |
55.64 |
52.20 |
|
| R1 |
53.61 |
53.61 |
51.89 |
52.93 |
| PP |
52.25 |
52.25 |
52.25 |
51.91 |
| S1 |
50.22 |
50.22 |
51.27 |
49.54 |
| S2 |
48.86 |
48.86 |
50.96 |
|
| S3 |
45.47 |
46.83 |
50.65 |
|
| S4 |
42.08 |
43.44 |
49.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.88 |
49.54 |
3.34 |
6.7% |
1.32 |
2.6% |
4% |
False |
True |
43,722 |
| 10 |
54.70 |
49.54 |
5.16 |
10.4% |
1.70 |
3.4% |
3% |
False |
True |
47,211 |
| 20 |
62.11 |
49.54 |
12.57 |
25.3% |
1.75 |
3.5% |
1% |
False |
True |
40,381 |
| 40 |
62.65 |
49.54 |
13.11 |
26.4% |
1.67 |
3.4% |
1% |
False |
True |
34,153 |
| 60 |
64.74 |
49.54 |
15.20 |
30.6% |
1.65 |
3.3% |
1% |
False |
True |
29,375 |
| 80 |
64.74 |
49.54 |
15.20 |
30.6% |
1.66 |
3.3% |
1% |
False |
True |
26,295 |
| 100 |
64.74 |
49.54 |
15.20 |
30.6% |
1.65 |
3.3% |
1% |
False |
True |
23,586 |
| 120 |
64.74 |
49.54 |
15.20 |
30.6% |
1.75 |
3.5% |
1% |
False |
True |
21,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.94 |
|
2.618 |
55.33 |
|
1.618 |
53.73 |
|
1.000 |
52.74 |
|
0.618 |
52.13 |
|
HIGH |
51.14 |
|
0.618 |
50.53 |
|
0.500 |
50.34 |
|
0.382 |
50.15 |
|
LOW |
49.54 |
|
0.618 |
48.55 |
|
1.000 |
47.94 |
|
1.618 |
46.95 |
|
2.618 |
45.35 |
|
4.250 |
42.74 |
|
|
| Fisher Pivots for day following 22-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
50.34 |
50.74 |
| PP |
50.12 |
50.38 |
| S1 |
49.89 |
50.03 |
|