NYMEX Light Sweet Crude Oil Future December 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 |
49.55 |
50.41 |
0.86 |
1.7% |
52.55 |
| High |
51.08 |
50.88 |
-0.20 |
-0.4% |
53.06 |
| Low |
49.06 |
49.98 |
0.92 |
1.9% |
49.52 |
| Close |
50.32 |
50.18 |
-0.14 |
-0.3% |
49.91 |
| Range |
2.02 |
0.90 |
-1.12 |
-55.4% |
3.54 |
| ATR |
1.68 |
1.62 |
-0.06 |
-3.3% |
0.00 |
| Volume |
72,281 |
75,214 |
2,933 |
4.1% |
285,570 |
|
| Daily Pivots for day following 30-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.05 |
52.51 |
50.68 |
|
| R3 |
52.15 |
51.61 |
50.43 |
|
| R2 |
51.25 |
51.25 |
50.35 |
|
| R1 |
50.71 |
50.71 |
50.26 |
50.53 |
| PP |
50.35 |
50.35 |
50.35 |
50.26 |
| S1 |
49.81 |
49.81 |
50.10 |
49.63 |
| S2 |
49.45 |
49.45 |
50.02 |
|
| S3 |
48.55 |
48.91 |
49.93 |
|
| S4 |
47.65 |
48.01 |
49.69 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.45 |
59.22 |
51.86 |
|
| R3 |
57.91 |
55.68 |
50.88 |
|
| R2 |
54.37 |
54.37 |
50.56 |
|
| R1 |
52.14 |
52.14 |
50.23 |
51.49 |
| PP |
50.83 |
50.83 |
50.83 |
50.50 |
| S1 |
48.60 |
48.60 |
49.59 |
47.95 |
| S2 |
47.29 |
47.29 |
49.26 |
|
| S3 |
43.75 |
45.06 |
48.94 |
|
| S4 |
40.21 |
41.52 |
47.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.08 |
48.41 |
2.67 |
5.3% |
1.43 |
2.8% |
66% |
False |
False |
67,459 |
| 10 |
53.06 |
48.41 |
4.65 |
9.3% |
1.34 |
2.7% |
38% |
False |
False |
60,081 |
| 20 |
59.42 |
48.41 |
11.01 |
21.9% |
1.71 |
3.4% |
16% |
False |
False |
65,664 |
| 40 |
63.12 |
48.41 |
14.71 |
29.3% |
1.60 |
3.2% |
12% |
False |
False |
55,891 |
| 60 |
65.38 |
48.41 |
16.97 |
33.8% |
1.63 |
3.3% |
10% |
False |
False |
54,587 |
| 80 |
65.38 |
48.41 |
16.97 |
33.8% |
1.62 |
3.2% |
10% |
False |
False |
55,285 |
| 100 |
65.38 |
48.41 |
16.97 |
33.8% |
1.70 |
3.4% |
10% |
False |
False |
52,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.71 |
|
2.618 |
53.24 |
|
1.618 |
52.34 |
|
1.000 |
51.78 |
|
0.618 |
51.44 |
|
HIGH |
50.88 |
|
0.618 |
50.54 |
|
0.500 |
50.43 |
|
0.382 |
50.32 |
|
LOW |
49.98 |
|
0.618 |
49.42 |
|
1.000 |
49.08 |
|
1.618 |
48.52 |
|
2.618 |
47.62 |
|
4.250 |
46.16 |
|
|
| Fisher Pivots for day following 30-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
50.43 |
50.04 |
| PP |
50.35 |
49.89 |
| S1 |
50.26 |
49.75 |
|