NYMEX Light Sweet Crude Oil Future October 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 |
47.28 |
45.79 |
-1.49 |
-3.2% |
48.30 |
| High |
47.32 |
46.58 |
-0.74 |
-1.6% |
49.91 |
| Low |
45.48 |
45.70 |
0.22 |
0.5% |
47.10 |
| Close |
45.56 |
46.13 |
0.57 |
1.3% |
47.53 |
| Range |
1.84 |
0.88 |
-0.96 |
-52.2% |
2.81 |
| ATR |
1.71 |
1.67 |
-0.05 |
-2.9% |
0.00 |
| Volume |
71,310 |
91,145 |
19,835 |
27.8% |
272,146 |
|
| Daily Pivots for day following 04-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.78 |
48.33 |
46.61 |
|
| R3 |
47.90 |
47.45 |
46.37 |
|
| R2 |
47.02 |
47.02 |
46.29 |
|
| R1 |
46.57 |
46.57 |
46.21 |
46.80 |
| PP |
46.14 |
46.14 |
46.14 |
46.25 |
| S1 |
45.69 |
45.69 |
46.05 |
45.92 |
| S2 |
45.26 |
45.26 |
45.97 |
|
| S3 |
44.38 |
44.81 |
45.89 |
|
| S4 |
43.50 |
43.93 |
45.65 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.61 |
54.88 |
49.08 |
|
| R3 |
53.80 |
52.07 |
48.30 |
|
| R2 |
50.99 |
50.99 |
48.05 |
|
| R1 |
49.26 |
49.26 |
47.79 |
48.72 |
| PP |
48.18 |
48.18 |
48.18 |
47.91 |
| S1 |
46.45 |
46.45 |
47.27 |
45.91 |
| S2 |
45.37 |
45.37 |
47.01 |
|
| S3 |
42.56 |
43.64 |
46.76 |
|
| S4 |
39.75 |
40.83 |
45.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.91 |
45.48 |
4.43 |
9.6% |
1.55 |
3.4% |
15% |
False |
False |
67,699 |
| 10 |
51.14 |
45.48 |
5.66 |
12.3% |
1.51 |
3.3% |
11% |
False |
False |
61,161 |
| 20 |
54.70 |
45.48 |
9.22 |
20.0% |
1.62 |
3.5% |
7% |
False |
False |
54,113 |
| 40 |
62.65 |
45.48 |
17.17 |
37.2% |
1.61 |
3.5% |
4% |
False |
False |
41,413 |
| 60 |
63.75 |
45.48 |
18.27 |
39.6% |
1.63 |
3.5% |
4% |
False |
False |
35,810 |
| 80 |
64.74 |
45.48 |
19.26 |
41.8% |
1.63 |
3.5% |
3% |
False |
False |
31,740 |
| 100 |
64.74 |
45.48 |
19.26 |
41.8% |
1.67 |
3.6% |
3% |
False |
False |
28,102 |
| 120 |
64.74 |
45.48 |
19.26 |
41.8% |
1.65 |
3.6% |
3% |
False |
False |
25,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
50.32 |
|
2.618 |
48.88 |
|
1.618 |
48.00 |
|
1.000 |
47.46 |
|
0.618 |
47.12 |
|
HIGH |
46.58 |
|
0.618 |
46.24 |
|
0.500 |
46.14 |
|
0.382 |
46.04 |
|
LOW |
45.70 |
|
0.618 |
45.16 |
|
1.000 |
44.82 |
|
1.618 |
44.28 |
|
2.618 |
43.40 |
|
4.250 |
41.96 |
|
|
| Fisher Pivots for day following 04-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
46.14 |
47.26 |
| PP |
46.14 |
46.88 |
| S1 |
46.13 |
46.51 |
|