NYMEX Light Sweet Crude Oil Future November 2015
| Trading Metrics calculated at close of trading on 29-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2015 |
29-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
48.14 |
48.79 |
0.65 |
1.4% |
52.02 |
| High |
49.48 |
50.46 |
0.98 |
2.0% |
52.45 |
| Low |
47.75 |
48.41 |
0.66 |
1.4% |
48.86 |
| Close |
49.03 |
49.72 |
0.69 |
1.4% |
49.25 |
| Range |
1.73 |
2.05 |
0.32 |
18.5% |
3.59 |
| ATR |
1.64 |
1.67 |
0.03 |
1.8% |
0.00 |
| Volume |
26,579 |
34,106 |
7,527 |
28.3% |
127,807 |
|
| Daily Pivots for day following 29-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.68 |
54.75 |
50.85 |
|
| R3 |
53.63 |
52.70 |
50.28 |
|
| R2 |
51.58 |
51.58 |
50.10 |
|
| R1 |
50.65 |
50.65 |
49.91 |
51.12 |
| PP |
49.53 |
49.53 |
49.53 |
49.76 |
| S1 |
48.60 |
48.60 |
49.53 |
49.07 |
| S2 |
47.48 |
47.48 |
49.34 |
|
| S3 |
45.43 |
46.55 |
49.16 |
|
| S4 |
43.38 |
44.50 |
48.59 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.96 |
58.69 |
51.22 |
|
| R3 |
57.37 |
55.10 |
50.24 |
|
| R2 |
53.78 |
53.78 |
49.91 |
|
| R1 |
51.51 |
51.51 |
49.58 |
50.85 |
| PP |
50.19 |
50.19 |
50.19 |
49.86 |
| S1 |
47.92 |
47.92 |
48.92 |
47.26 |
| S2 |
46.60 |
46.60 |
48.59 |
|
| S3 |
43.01 |
44.33 |
48.26 |
|
| S4 |
39.42 |
40.74 |
47.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.75 |
47.75 |
3.00 |
6.0% |
1.52 |
3.1% |
66% |
False |
False |
28,423 |
| 10 |
53.42 |
47.75 |
5.67 |
11.4% |
1.39 |
2.8% |
35% |
False |
False |
25,539 |
| 20 |
60.08 |
47.75 |
12.33 |
24.8% |
1.77 |
3.6% |
16% |
False |
False |
26,034 |
| 40 |
62.87 |
47.75 |
15.12 |
30.4% |
1.60 |
3.2% |
13% |
False |
False |
22,451 |
| 60 |
65.03 |
47.75 |
17.28 |
34.8% |
1.62 |
3.3% |
11% |
False |
False |
20,087 |
| 80 |
65.03 |
47.75 |
17.28 |
34.8% |
1.57 |
3.2% |
11% |
False |
False |
18,024 |
| 100 |
65.03 |
47.75 |
17.28 |
34.8% |
1.60 |
3.2% |
11% |
False |
False |
16,061 |
| 120 |
65.03 |
47.75 |
17.28 |
34.8% |
1.58 |
3.2% |
11% |
False |
False |
14,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.17 |
|
2.618 |
55.83 |
|
1.618 |
53.78 |
|
1.000 |
52.51 |
|
0.618 |
51.73 |
|
HIGH |
50.46 |
|
0.618 |
49.68 |
|
0.500 |
49.44 |
|
0.382 |
49.19 |
|
LOW |
48.41 |
|
0.618 |
47.14 |
|
1.000 |
46.36 |
|
1.618 |
45.09 |
|
2.618 |
43.04 |
|
4.250 |
39.70 |
|
|
| Fisher Pivots for day following 29-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
49.63 |
49.52 |
| PP |
49.53 |
49.31 |
| S1 |
49.44 |
49.11 |
|