NYMEX Light Sweet Crude Oil Future November 2015
| Trading Metrics calculated at close of trading on 22-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2015 |
22-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
51.31 |
51.72 |
0.41 |
0.8% |
53.65 |
| High |
52.41 |
51.75 |
-0.66 |
-1.3% |
54.78 |
| Low |
51.17 |
50.21 |
-0.96 |
-1.9% |
51.44 |
| Close |
51.93 |
50.34 |
-1.59 |
-3.1% |
52.13 |
| Range |
1.24 |
1.54 |
0.30 |
24.2% |
3.34 |
| ATR |
1.73 |
1.72 |
0.00 |
0.0% |
0.00 |
| Volume |
22,063 |
25,825 |
3,762 |
17.1% |
127,172 |
|
| Daily Pivots for day following 22-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.39 |
54.40 |
51.19 |
|
| R3 |
53.85 |
52.86 |
50.76 |
|
| R2 |
52.31 |
52.31 |
50.62 |
|
| R1 |
51.32 |
51.32 |
50.48 |
51.05 |
| PP |
50.77 |
50.77 |
50.77 |
50.63 |
| S1 |
49.78 |
49.78 |
50.20 |
49.51 |
| S2 |
49.23 |
49.23 |
50.06 |
|
| S3 |
47.69 |
48.24 |
49.92 |
|
| S4 |
46.15 |
46.70 |
49.49 |
|
|
| 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 |
53.42 |
50.21 |
3.21 |
6.4% |
1.25 |
2.5% |
4% |
False |
True |
22,655 |
| 10 |
55.06 |
50.21 |
4.85 |
9.6% |
1.64 |
3.3% |
3% |
False |
True |
25,030 |
| 20 |
62.41 |
50.21 |
12.20 |
24.2% |
1.71 |
3.4% |
1% |
False |
True |
22,537 |
| 40 |
62.87 |
50.21 |
12.66 |
25.1% |
1.62 |
3.2% |
1% |
False |
True |
21,512 |
| 60 |
65.03 |
50.21 |
14.82 |
29.4% |
1.60 |
3.2% |
1% |
False |
True |
18,758 |
| 80 |
65.03 |
50.21 |
14.82 |
29.4% |
1.58 |
3.1% |
1% |
False |
True |
16,702 |
| 100 |
65.03 |
50.21 |
14.82 |
29.4% |
1.57 |
3.1% |
1% |
False |
True |
14,969 |
| 120 |
65.03 |
50.21 |
14.82 |
29.4% |
1.65 |
3.3% |
1% |
False |
True |
13,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.30 |
|
2.618 |
55.78 |
|
1.618 |
54.24 |
|
1.000 |
53.29 |
|
0.618 |
52.70 |
|
HIGH |
51.75 |
|
0.618 |
51.16 |
|
0.500 |
50.98 |
|
0.382 |
50.80 |
|
LOW |
50.21 |
|
0.618 |
49.26 |
|
1.000 |
48.67 |
|
1.618 |
47.72 |
|
2.618 |
46.18 |
|
4.250 |
43.67 |
|
|
| Fisher Pivots for day following 22-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
50.98 |
51.33 |
| PP |
50.77 |
51.00 |
| S1 |
50.55 |
50.67 |
|