NYMEX Light Sweet Crude Oil Future October 2015
| Trading Metrics calculated at close of trading on 28-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2015 |
28-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
48.30 |
47.44 |
-0.86 |
-1.8% |
51.47 |
| High |
48.69 |
48.86 |
0.17 |
0.3% |
51.94 |
| Low |
47.35 |
47.10 |
-0.25 |
-0.5% |
48.20 |
| Close |
47.85 |
48.41 |
0.56 |
1.2% |
48.61 |
| Range |
1.34 |
1.76 |
0.42 |
31.3% |
3.74 |
| ATR |
1.69 |
1.69 |
0.01 |
0.3% |
0.00 |
| Volume |
41,970 |
54,133 |
12,163 |
29.0% |
255,070 |
|
| Daily Pivots for day following 28-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.40 |
52.67 |
49.38 |
|
| R3 |
51.64 |
50.91 |
48.89 |
|
| R2 |
49.88 |
49.88 |
48.73 |
|
| R1 |
49.15 |
49.15 |
48.57 |
49.52 |
| PP |
48.12 |
48.12 |
48.12 |
48.31 |
| S1 |
47.39 |
47.39 |
48.25 |
47.76 |
| S2 |
46.36 |
46.36 |
48.09 |
|
| S3 |
44.60 |
45.63 |
47.93 |
|
| S4 |
42.84 |
43.87 |
47.44 |
|
|
| 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 |
51.14 |
47.10 |
4.04 |
8.3% |
1.47 |
3.0% |
32% |
False |
True |
54,624 |
| 10 |
54.28 |
47.10 |
7.18 |
14.8% |
1.46 |
3.0% |
18% |
False |
True |
50,941 |
| 20 |
60.31 |
47.10 |
13.21 |
27.3% |
1.79 |
3.7% |
10% |
False |
True |
47,362 |
| 40 |
62.65 |
47.10 |
15.55 |
32.1% |
1.63 |
3.4% |
8% |
False |
True |
37,130 |
| 60 |
64.74 |
47.10 |
17.64 |
36.4% |
1.65 |
3.4% |
7% |
False |
True |
31,888 |
| 80 |
64.74 |
47.10 |
17.64 |
36.4% |
1.65 |
3.4% |
7% |
False |
True |
28,604 |
| 100 |
64.74 |
47.10 |
17.64 |
36.4% |
1.66 |
3.4% |
7% |
False |
True |
25,357 |
| 120 |
64.74 |
47.10 |
17.64 |
36.4% |
1.68 |
3.5% |
7% |
False |
True |
22,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.34 |
|
2.618 |
53.47 |
|
1.618 |
51.71 |
|
1.000 |
50.62 |
|
0.618 |
49.95 |
|
HIGH |
48.86 |
|
0.618 |
48.19 |
|
0.500 |
47.98 |
|
0.382 |
47.77 |
|
LOW |
47.10 |
|
0.618 |
46.01 |
|
1.000 |
45.34 |
|
1.618 |
44.25 |
|
2.618 |
42.49 |
|
4.250 |
39.62 |
|
|
| Fisher Pivots for day following 28-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
48.27 |
48.37 |
| PP |
48.12 |
48.33 |
| S1 |
47.98 |
48.29 |
|