NYMEX Light Sweet Crude Oil Future October 2015
| Trading Metrics calculated at close of trading on 30-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2015 |
30-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
48.18 |
49.23 |
1.05 |
2.2% |
51.47 |
| High |
49.91 |
49.73 |
-0.18 |
-0.4% |
51.94 |
| Low |
47.81 |
48.73 |
0.92 |
1.9% |
48.20 |
| Close |
49.16 |
48.91 |
-0.25 |
-0.5% |
48.61 |
| Range |
2.10 |
1.00 |
-1.10 |
-52.4% |
3.74 |
| ATR |
1.72 |
1.67 |
-0.05 |
-3.0% |
0.00 |
| Volume |
63,890 |
66,091 |
2,201 |
3.4% |
255,070 |
|
| Daily Pivots for day following 30-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.12 |
51.52 |
49.46 |
|
| R3 |
51.12 |
50.52 |
49.19 |
|
| R2 |
50.12 |
50.12 |
49.09 |
|
| R1 |
49.52 |
49.52 |
49.00 |
49.32 |
| PP |
49.12 |
49.12 |
49.12 |
49.03 |
| S1 |
48.52 |
48.52 |
48.82 |
48.32 |
| S2 |
48.12 |
48.12 |
48.73 |
|
| S3 |
47.12 |
47.52 |
48.64 |
|
| S4 |
46.12 |
46.52 |
48.36 |
|
|
| 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 |
49.91 |
47.10 |
2.81 |
5.7% |
1.49 |
3.1% |
64% |
False |
False |
59,512 |
| 10 |
51.94 |
47.10 |
4.84 |
9.9% |
1.41 |
2.9% |
37% |
False |
False |
52,795 |
| 20 |
58.60 |
47.10 |
11.50 |
23.5% |
1.75 |
3.6% |
16% |
False |
False |
50,821 |
| 40 |
62.65 |
47.10 |
15.55 |
31.8% |
1.63 |
3.3% |
12% |
False |
False |
38,807 |
| 60 |
64.74 |
47.10 |
17.64 |
36.1% |
1.65 |
3.4% |
10% |
False |
False |
33,506 |
| 80 |
64.74 |
47.10 |
17.64 |
36.1% |
1.63 |
3.3% |
10% |
False |
False |
29,866 |
| 100 |
64.74 |
47.10 |
17.64 |
36.1% |
1.67 |
3.4% |
10% |
False |
False |
26,382 |
| 120 |
64.74 |
47.10 |
17.64 |
36.1% |
1.66 |
3.4% |
10% |
False |
False |
23,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.98 |
|
2.618 |
52.35 |
|
1.618 |
51.35 |
|
1.000 |
50.73 |
|
0.618 |
50.35 |
|
HIGH |
49.73 |
|
0.618 |
49.35 |
|
0.500 |
49.23 |
|
0.382 |
49.11 |
|
LOW |
48.73 |
|
0.618 |
48.11 |
|
1.000 |
47.73 |
|
1.618 |
47.11 |
|
2.618 |
46.11 |
|
4.250 |
44.48 |
|
|
| Fisher Pivots for day following 30-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
49.23 |
48.78 |
| PP |
49.12 |
48.64 |
| S1 |
49.02 |
48.51 |
|