NYMEX Light Sweet Crude Oil Future November 2015
| Trading Metrics calculated at close of trading on 03-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2015 |
03-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
49.45 |
47.98 |
-1.47 |
-3.0% |
49.10 |
| High |
49.65 |
48.00 |
-1.65 |
-3.3% |
50.46 |
| Low |
47.77 |
46.11 |
-1.66 |
-3.5% |
47.75 |
| Close |
48.21 |
46.19 |
-2.02 |
-4.2% |
48.21 |
| Range |
1.88 |
1.89 |
0.01 |
0.5% |
2.71 |
| ATR |
1.64 |
1.67 |
0.03 |
2.0% |
0.00 |
| Volume |
24,418 |
29,989 |
5,571 |
22.8% |
140,468 |
|
| Daily Pivots for day following 03-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.44 |
51.20 |
47.23 |
|
| R3 |
50.55 |
49.31 |
46.71 |
|
| R2 |
48.66 |
48.66 |
46.54 |
|
| R1 |
47.42 |
47.42 |
46.36 |
47.10 |
| PP |
46.77 |
46.77 |
46.77 |
46.60 |
| S1 |
45.53 |
45.53 |
46.02 |
45.21 |
| S2 |
44.88 |
44.88 |
45.84 |
|
| S3 |
42.99 |
43.64 |
45.67 |
|
| S4 |
41.10 |
41.75 |
45.15 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.94 |
55.28 |
49.70 |
|
| R3 |
54.23 |
52.57 |
48.96 |
|
| R2 |
51.52 |
51.52 |
48.71 |
|
| R1 |
49.86 |
49.86 |
48.46 |
49.34 |
| PP |
48.81 |
48.81 |
48.81 |
48.54 |
| S1 |
47.15 |
47.15 |
47.96 |
46.63 |
| S2 |
46.10 |
46.10 |
47.71 |
|
| S3 |
43.39 |
44.44 |
47.46 |
|
| S4 |
40.68 |
41.73 |
46.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.46 |
46.11 |
4.35 |
9.4% |
1.70 |
3.7% |
2% |
False |
True |
29,917 |
| 10 |
52.41 |
46.11 |
6.30 |
13.6% |
1.51 |
3.3% |
1% |
False |
True |
27,890 |
| 20 |
55.06 |
46.11 |
8.95 |
19.4% |
1.67 |
3.6% |
1% |
False |
True |
27,084 |
| 40 |
62.87 |
46.11 |
16.76 |
36.3% |
1.58 |
3.4% |
0% |
False |
True |
23,027 |
| 60 |
64.04 |
46.11 |
17.93 |
38.8% |
1.60 |
3.5% |
0% |
False |
True |
20,869 |
| 80 |
65.03 |
46.11 |
18.92 |
41.0% |
1.57 |
3.4% |
0% |
False |
True |
18,665 |
| 100 |
65.03 |
46.11 |
18.92 |
41.0% |
1.61 |
3.5% |
0% |
False |
True |
16,698 |
| 120 |
65.03 |
46.11 |
18.92 |
41.0% |
1.57 |
3.4% |
0% |
False |
True |
15,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.03 |
|
2.618 |
52.95 |
|
1.618 |
51.06 |
|
1.000 |
49.89 |
|
0.618 |
49.17 |
|
HIGH |
48.00 |
|
0.618 |
47.28 |
|
0.500 |
47.06 |
|
0.382 |
46.83 |
|
LOW |
46.11 |
|
0.618 |
44.94 |
|
1.000 |
44.22 |
|
1.618 |
43.05 |
|
2.618 |
41.16 |
|
4.250 |
38.08 |
|
|
| Fisher Pivots for day following 03-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
47.06 |
48.19 |
| PP |
46.77 |
47.52 |
| S1 |
46.48 |
46.86 |
|