NYMEX Light Sweet Crude Oil Future October 2015
| Trading Metrics calculated at close of trading on 24-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2015 |
24-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
49.71 |
49.25 |
-0.46 |
-0.9% |
51.47 |
| High |
50.10 |
49.47 |
-0.63 |
-1.3% |
51.94 |
| Low |
48.73 |
48.20 |
-0.53 |
-1.1% |
48.20 |
| Close |
48.92 |
48.61 |
-0.31 |
-0.6% |
48.61 |
| Range |
1.37 |
1.27 |
-0.10 |
-7.3% |
3.74 |
| ATR |
1.75 |
1.71 |
-0.03 |
-2.0% |
0.00 |
| Volume |
60,203 |
71,479 |
11,276 |
18.7% |
255,070 |
|
| Daily Pivots for day following 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.57 |
51.86 |
49.31 |
|
| R3 |
51.30 |
50.59 |
48.96 |
|
| R2 |
50.03 |
50.03 |
48.84 |
|
| R1 |
49.32 |
49.32 |
48.73 |
49.04 |
| PP |
48.76 |
48.76 |
48.76 |
48.62 |
| S1 |
48.05 |
48.05 |
48.49 |
47.77 |
| S2 |
47.49 |
47.49 |
48.38 |
|
| S3 |
46.22 |
46.78 |
48.26 |
|
| S4 |
44.95 |
45.51 |
47.91 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.80 |
58.45 |
50.67 |
|
| R3 |
57.06 |
54.71 |
49.64 |
|
| R2 |
53.32 |
53.32 |
49.30 |
|
| R1 |
50.97 |
50.97 |
48.95 |
50.28 |
| PP |
49.58 |
49.58 |
49.58 |
49.24 |
| S1 |
47.23 |
47.23 |
48.27 |
46.54 |
| S2 |
45.84 |
45.84 |
47.92 |
|
| S3 |
42.10 |
43.49 |
47.58 |
|
| S4 |
38.36 |
39.75 |
46.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.94 |
48.20 |
3.74 |
7.7% |
1.37 |
2.8% |
11% |
False |
True |
51,014 |
| 10 |
54.28 |
48.20 |
6.08 |
12.5% |
1.58 |
3.2% |
7% |
False |
True |
50,659 |
| 20 |
60.52 |
48.20 |
12.32 |
25.3% |
1.75 |
3.6% |
3% |
False |
True |
44,315 |
| 40 |
62.65 |
48.20 |
14.45 |
29.7% |
1.66 |
3.4% |
3% |
False |
True |
36,138 |
| 60 |
64.74 |
48.20 |
16.54 |
34.0% |
1.64 |
3.4% |
2% |
False |
True |
31,024 |
| 80 |
64.74 |
48.20 |
16.54 |
34.0% |
1.66 |
3.4% |
2% |
False |
True |
27,734 |
| 100 |
64.74 |
48.20 |
16.54 |
34.0% |
1.65 |
3.4% |
2% |
False |
True |
24,687 |
| 120 |
64.74 |
48.20 |
16.54 |
34.0% |
1.72 |
3.5% |
2% |
False |
True |
22,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.87 |
|
2.618 |
52.79 |
|
1.618 |
51.52 |
|
1.000 |
50.74 |
|
0.618 |
50.25 |
|
HIGH |
49.47 |
|
0.618 |
48.98 |
|
0.500 |
48.84 |
|
0.382 |
48.69 |
|
LOW |
48.20 |
|
0.618 |
47.42 |
|
1.000 |
46.93 |
|
1.618 |
46.15 |
|
2.618 |
44.88 |
|
4.250 |
42.80 |
|
|
| Fisher Pivots for day following 24-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
48.84 |
49.67 |
| PP |
48.76 |
49.32 |
| S1 |
48.69 |
48.96 |
|