NYMEX Light Sweet Crude Oil Future November 2015
| Trading Metrics calculated at close of trading on 04-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2015 |
04-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
47.98 |
46.39 |
-1.59 |
-3.3% |
49.10 |
| High |
48.00 |
47.18 |
-0.82 |
-1.7% |
50.46 |
| Low |
46.11 |
46.39 |
0.28 |
0.6% |
47.75 |
| Close |
46.19 |
46.72 |
0.53 |
1.1% |
48.21 |
| Range |
1.89 |
0.79 |
-1.10 |
-58.2% |
2.71 |
| ATR |
1.67 |
1.62 |
-0.05 |
-2.9% |
0.00 |
| Volume |
29,989 |
43,114 |
13,125 |
43.8% |
140,468 |
|
| Daily Pivots for day following 04-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.13 |
48.72 |
47.15 |
|
| R3 |
48.34 |
47.93 |
46.94 |
|
| R2 |
47.55 |
47.55 |
46.86 |
|
| R1 |
47.14 |
47.14 |
46.79 |
47.35 |
| PP |
46.76 |
46.76 |
46.76 |
46.87 |
| S1 |
46.35 |
46.35 |
46.65 |
46.56 |
| S2 |
45.97 |
45.97 |
46.58 |
|
| S3 |
45.18 |
45.56 |
46.50 |
|
| S4 |
44.39 |
44.77 |
46.29 |
|
|
| 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 |
9.3% |
1.51 |
3.2% |
14% |
False |
False |
33,224 |
| 10 |
51.75 |
46.11 |
5.64 |
12.1% |
1.46 |
3.1% |
11% |
False |
False |
29,996 |
| 20 |
55.06 |
46.11 |
8.95 |
19.2% |
1.57 |
3.4% |
7% |
False |
False |
27,586 |
| 40 |
62.87 |
46.11 |
16.76 |
35.9% |
1.57 |
3.4% |
4% |
False |
False |
23,318 |
| 60 |
64.04 |
46.11 |
17.93 |
38.4% |
1.58 |
3.4% |
3% |
False |
False |
21,310 |
| 80 |
65.03 |
46.11 |
18.92 |
40.5% |
1.56 |
3.3% |
3% |
False |
False |
19,076 |
| 100 |
65.03 |
46.11 |
18.92 |
40.5% |
1.61 |
3.4% |
3% |
False |
False |
17,020 |
| 120 |
65.03 |
46.11 |
18.92 |
40.5% |
1.56 |
3.3% |
3% |
False |
False |
15,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
50.54 |
|
2.618 |
49.25 |
|
1.618 |
48.46 |
|
1.000 |
47.97 |
|
0.618 |
47.67 |
|
HIGH |
47.18 |
|
0.618 |
46.88 |
|
0.500 |
46.79 |
|
0.382 |
46.69 |
|
LOW |
46.39 |
|
0.618 |
45.90 |
|
1.000 |
45.60 |
|
1.618 |
45.11 |
|
2.618 |
44.32 |
|
4.250 |
43.03 |
|
|
| Fisher Pivots for day following 04-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
46.79 |
47.88 |
| PP |
46.76 |
47.49 |
| S1 |
46.74 |
47.11 |
|