NYMEX Light Sweet Crude Oil Future December 2015
| Trading Metrics calculated at close of trading on 23-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2015 |
23-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
52.42 |
51.07 |
-1.35 |
-2.6% |
54.25 |
| High |
52.42 |
51.43 |
-0.99 |
-1.9% |
55.30 |
| Low |
50.83 |
50.11 |
-0.72 |
-1.4% |
52.00 |
| Close |
51.03 |
50.24 |
-0.79 |
-1.5% |
52.70 |
| Range |
1.59 |
1.32 |
-0.27 |
-17.0% |
3.30 |
| ATR |
1.74 |
1.71 |
-0.03 |
-1.7% |
0.00 |
| Volume |
50,813 |
69,621 |
18,808 |
37.0% |
314,021 |
|
| Daily Pivots for day following 23-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.55 |
53.72 |
50.97 |
|
| R3 |
53.23 |
52.40 |
50.60 |
|
| R2 |
51.91 |
51.91 |
50.48 |
|
| R1 |
51.08 |
51.08 |
50.36 |
50.84 |
| PP |
50.59 |
50.59 |
50.59 |
50.47 |
| S1 |
49.76 |
49.76 |
50.12 |
49.52 |
| S2 |
49.27 |
49.27 |
50.00 |
|
| S3 |
47.95 |
48.44 |
49.88 |
|
| S4 |
46.63 |
47.12 |
49.51 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.23 |
61.27 |
54.52 |
|
| R3 |
59.93 |
57.97 |
53.61 |
|
| R2 |
56.63 |
56.63 |
53.31 |
|
| R1 |
54.67 |
54.67 |
53.00 |
54.00 |
| PP |
53.33 |
53.33 |
53.33 |
53.00 |
| S1 |
51.37 |
51.37 |
52.40 |
50.70 |
| S2 |
50.03 |
50.03 |
52.10 |
|
| S3 |
46.73 |
48.07 |
51.79 |
|
| S4 |
43.43 |
44.77 |
50.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.06 |
50.11 |
2.95 |
5.9% |
1.26 |
2.5% |
4% |
False |
True |
52,703 |
| 10 |
55.70 |
50.11 |
5.59 |
11.1% |
1.60 |
3.2% |
2% |
False |
True |
58,915 |
| 20 |
61.70 |
50.11 |
11.59 |
23.1% |
1.71 |
3.4% |
1% |
False |
True |
58,578 |
| 40 |
63.12 |
50.11 |
13.01 |
25.9% |
1.63 |
3.2% |
1% |
False |
True |
55,180 |
| 60 |
65.38 |
50.11 |
15.27 |
30.4% |
1.63 |
3.3% |
1% |
False |
True |
53,371 |
| 80 |
65.38 |
50.11 |
15.27 |
30.4% |
1.66 |
3.3% |
1% |
False |
True |
53,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.04 |
|
2.618 |
54.89 |
|
1.618 |
53.57 |
|
1.000 |
52.75 |
|
0.618 |
52.25 |
|
HIGH |
51.43 |
|
0.618 |
50.93 |
|
0.500 |
50.77 |
|
0.382 |
50.61 |
|
LOW |
50.11 |
|
0.618 |
49.29 |
|
1.000 |
48.79 |
|
1.618 |
47.97 |
|
2.618 |
46.65 |
|
4.250 |
44.50 |
|
|
| Fisher Pivots for day following 23-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
50.77 |
51.59 |
| PP |
50.59 |
51.14 |
| S1 |
50.42 |
50.69 |
|