NYMEX Light Sweet Crude Oil Future November 2015
| Trading Metrics calculated at close of trading on 05-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2015 |
05-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
46.39 |
46.86 |
0.47 |
1.0% |
49.10 |
| High |
47.18 |
47.63 |
0.45 |
1.0% |
50.46 |
| Low |
46.39 |
45.85 |
-0.54 |
-1.2% |
47.75 |
| Close |
46.72 |
46.18 |
-0.54 |
-1.2% |
48.21 |
| Range |
0.79 |
1.78 |
0.99 |
125.3% |
2.71 |
| ATR |
1.62 |
1.63 |
0.01 |
0.7% |
0.00 |
| Volume |
43,114 |
44,311 |
1,197 |
2.8% |
140,468 |
|
| Daily Pivots for day following 05-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.89 |
50.82 |
47.16 |
|
| R3 |
50.11 |
49.04 |
46.67 |
|
| R2 |
48.33 |
48.33 |
46.51 |
|
| R1 |
47.26 |
47.26 |
46.34 |
46.91 |
| PP |
46.55 |
46.55 |
46.55 |
46.38 |
| S1 |
45.48 |
45.48 |
46.02 |
45.13 |
| S2 |
44.77 |
44.77 |
45.85 |
|
| S3 |
42.99 |
43.70 |
45.69 |
|
| S4 |
41.21 |
41.92 |
45.20 |
|
|
| 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 |
50.26 |
45.85 |
4.41 |
9.5% |
1.45 |
3.1% |
7% |
False |
True |
35,265 |
| 10 |
50.75 |
45.85 |
4.90 |
10.6% |
1.49 |
3.2% |
7% |
False |
True |
31,844 |
| 20 |
55.06 |
45.85 |
9.21 |
19.9% |
1.56 |
3.4% |
4% |
False |
True |
28,437 |
| 40 |
62.87 |
45.85 |
17.02 |
36.9% |
1.56 |
3.4% |
2% |
False |
True |
24,076 |
| 60 |
64.04 |
45.85 |
18.19 |
39.4% |
1.60 |
3.5% |
2% |
False |
True |
21,734 |
| 80 |
65.03 |
45.85 |
19.18 |
41.5% |
1.57 |
3.4% |
2% |
False |
True |
19,506 |
| 100 |
65.03 |
45.85 |
19.18 |
41.5% |
1.60 |
3.5% |
2% |
False |
True |
17,363 |
| 120 |
65.03 |
45.85 |
19.18 |
41.5% |
1.56 |
3.4% |
2% |
False |
True |
15,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.20 |
|
2.618 |
52.29 |
|
1.618 |
50.51 |
|
1.000 |
49.41 |
|
0.618 |
48.73 |
|
HIGH |
47.63 |
|
0.618 |
46.95 |
|
0.500 |
46.74 |
|
0.382 |
46.53 |
|
LOW |
45.85 |
|
0.618 |
44.75 |
|
1.000 |
44.07 |
|
1.618 |
42.97 |
|
2.618 |
41.19 |
|
4.250 |
38.29 |
|
|
| Fisher Pivots for day following 05-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
46.74 |
46.93 |
| PP |
46.55 |
46.68 |
| S1 |
46.37 |
46.43 |
|