NYMEX Light Sweet Crude Oil Future November 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 |
48.79 |
49.77 |
0.98 |
2.0% |
52.02 |
| High |
50.46 |
50.26 |
-0.20 |
-0.4% |
52.45 |
| Low |
48.41 |
49.33 |
0.92 |
1.9% |
48.86 |
| Close |
49.72 |
49.53 |
-0.19 |
-0.4% |
49.25 |
| Range |
2.05 |
0.93 |
-1.12 |
-54.6% |
3.59 |
| ATR |
1.67 |
1.62 |
-0.05 |
-3.2% |
0.00 |
| Volume |
34,106 |
34,496 |
390 |
1.1% |
127,807 |
|
| Daily Pivots for day following 30-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.50 |
51.94 |
50.04 |
|
| R3 |
51.57 |
51.01 |
49.79 |
|
| R2 |
50.64 |
50.64 |
49.70 |
|
| R1 |
50.08 |
50.08 |
49.62 |
49.90 |
| PP |
49.71 |
49.71 |
49.71 |
49.61 |
| S1 |
49.15 |
49.15 |
49.44 |
48.97 |
| S2 |
48.78 |
48.78 |
49.36 |
|
| S3 |
47.85 |
48.22 |
49.27 |
|
| S4 |
46.92 |
47.29 |
49.02 |
|
|
| 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 |
50.46 |
47.75 |
2.71 |
5.5% |
1.44 |
2.9% |
66% |
False |
False |
29,584 |
| 10 |
52.45 |
47.75 |
4.70 |
9.5% |
1.35 |
2.7% |
38% |
False |
False |
26,380 |
| 20 |
59.00 |
47.75 |
11.25 |
22.7% |
1.70 |
3.4% |
16% |
False |
False |
26,887 |
| 40 |
62.87 |
47.75 |
15.12 |
30.5% |
1.59 |
3.2% |
12% |
False |
False |
22,660 |
| 60 |
65.03 |
47.75 |
17.28 |
34.9% |
1.61 |
3.2% |
10% |
False |
False |
20,499 |
| 80 |
65.03 |
47.75 |
17.28 |
34.9% |
1.56 |
3.2% |
10% |
False |
False |
18,352 |
| 100 |
65.03 |
47.75 |
17.28 |
34.9% |
1.60 |
3.2% |
10% |
False |
False |
16,327 |
| 120 |
65.03 |
47.75 |
17.28 |
34.9% |
1.57 |
3.2% |
10% |
False |
False |
14,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.21 |
|
2.618 |
52.69 |
|
1.618 |
51.76 |
|
1.000 |
51.19 |
|
0.618 |
50.83 |
|
HIGH |
50.26 |
|
0.618 |
49.90 |
|
0.500 |
49.80 |
|
0.382 |
49.69 |
|
LOW |
49.33 |
|
0.618 |
48.76 |
|
1.000 |
48.40 |
|
1.618 |
47.83 |
|
2.618 |
46.90 |
|
4.250 |
45.38 |
|
|
| Fisher Pivots for day following 30-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
49.80 |
49.39 |
| PP |
49.71 |
49.25 |
| S1 |
49.62 |
49.11 |
|