NYMEX Light Sweet Crude Oil Future November 2015
| Trading Metrics calculated at close of trading on 21-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2015 |
21-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
52.02 |
51.31 |
-0.71 |
-1.4% |
53.65 |
| High |
52.45 |
52.41 |
-0.04 |
-0.1% |
54.78 |
| Low |
51.26 |
51.17 |
-0.09 |
-0.2% |
51.44 |
| Close |
51.47 |
51.93 |
0.46 |
0.9% |
52.13 |
| Range |
1.19 |
1.24 |
0.05 |
4.2% |
3.34 |
| ATR |
1.76 |
1.73 |
-0.04 |
-2.1% |
0.00 |
| Volume |
19,355 |
22,063 |
2,708 |
14.0% |
127,172 |
|
| Daily Pivots for day following 21-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.56 |
54.98 |
52.61 |
|
| R3 |
54.32 |
53.74 |
52.27 |
|
| R2 |
53.08 |
53.08 |
52.16 |
|
| R1 |
52.50 |
52.50 |
52.04 |
52.79 |
| PP |
51.84 |
51.84 |
51.84 |
51.98 |
| S1 |
51.26 |
51.26 |
51.82 |
51.55 |
| S2 |
50.60 |
50.60 |
51.70 |
|
| S3 |
49.36 |
50.02 |
51.59 |
|
| S4 |
48.12 |
48.78 |
51.25 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.80 |
60.81 |
53.97 |
|
| R3 |
59.46 |
57.47 |
53.05 |
|
| R2 |
56.12 |
56.12 |
52.74 |
|
| R1 |
54.13 |
54.13 |
52.44 |
53.46 |
| PP |
52.78 |
52.78 |
52.78 |
52.45 |
| S1 |
50.79 |
50.79 |
51.82 |
50.12 |
| S2 |
49.44 |
49.44 |
51.52 |
|
| S3 |
46.10 |
47.45 |
51.21 |
|
| S4 |
42.76 |
44.11 |
50.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
54.78 |
51.17 |
3.61 |
7.0% |
1.40 |
2.7% |
21% |
False |
True |
23,846 |
| 10 |
55.06 |
51.17 |
3.89 |
7.5% |
1.68 |
3.2% |
20% |
False |
True |
25,177 |
| 20 |
62.41 |
51.17 |
11.24 |
21.6% |
1.72 |
3.3% |
7% |
False |
True |
22,582 |
| 40 |
62.87 |
51.17 |
11.70 |
22.5% |
1.64 |
3.2% |
6% |
False |
True |
21,148 |
| 60 |
65.03 |
51.17 |
13.86 |
26.7% |
1.59 |
3.1% |
5% |
False |
True |
18,566 |
| 80 |
65.03 |
51.17 |
13.86 |
26.7% |
1.59 |
3.1% |
5% |
False |
True |
16,572 |
| 100 |
65.03 |
51.17 |
13.86 |
26.7% |
1.57 |
3.0% |
5% |
False |
True |
14,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.68 |
|
2.618 |
55.66 |
|
1.618 |
54.42 |
|
1.000 |
53.65 |
|
0.618 |
53.18 |
|
HIGH |
52.41 |
|
0.618 |
51.94 |
|
0.500 |
51.79 |
|
0.382 |
51.64 |
|
LOW |
51.17 |
|
0.618 |
50.40 |
|
1.000 |
49.93 |
|
1.618 |
49.16 |
|
2.618 |
47.92 |
|
4.250 |
45.90 |
|
|
| Fisher Pivots for day following 21-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
51.88 |
51.89 |
| PP |
51.84 |
51.85 |
| S1 |
51.79 |
51.81 |
|