NYMEX Light Sweet Crude Oil Future December 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 |
48.65 |
47.05 |
-1.60 |
-3.3% |
49.72 |
| High |
48.69 |
47.84 |
-0.85 |
-1.7% |
51.08 |
| Low |
46.77 |
47.03 |
0.26 |
0.6% |
48.41 |
| Close |
46.87 |
47.36 |
0.49 |
1.0% |
48.92 |
| Range |
1.92 |
0.81 |
-1.11 |
-57.8% |
2.67 |
| ATR |
1.68 |
1.63 |
-0.05 |
-3.0% |
0.00 |
| Volume |
71,254 |
75,530 |
4,276 |
6.0% |
312,863 |
|
| Daily Pivots for day following 04-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.84 |
49.41 |
47.81 |
|
| R3 |
49.03 |
48.60 |
47.58 |
|
| R2 |
48.22 |
48.22 |
47.51 |
|
| R1 |
47.79 |
47.79 |
47.43 |
48.01 |
| PP |
47.41 |
47.41 |
47.41 |
47.52 |
| S1 |
46.98 |
46.98 |
47.29 |
47.20 |
| S2 |
46.60 |
46.60 |
47.21 |
|
| S3 |
45.79 |
46.17 |
47.14 |
|
| S4 |
44.98 |
45.36 |
46.91 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.48 |
55.87 |
50.39 |
|
| R3 |
54.81 |
53.20 |
49.65 |
|
| R2 |
52.14 |
52.14 |
49.41 |
|
| R1 |
50.53 |
50.53 |
49.16 |
50.00 |
| PP |
49.47 |
49.47 |
49.47 |
49.21 |
| S1 |
47.86 |
47.86 |
48.68 |
47.33 |
| S2 |
46.80 |
46.80 |
48.43 |
|
| S3 |
44.13 |
45.19 |
48.19 |
|
| S4 |
41.46 |
42.52 |
47.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.08 |
46.77 |
4.31 |
9.1% |
1.50 |
3.2% |
14% |
False |
False |
69,088 |
| 10 |
52.42 |
46.77 |
5.65 |
11.9% |
1.46 |
3.1% |
10% |
False |
False |
65,568 |
| 20 |
55.70 |
46.77 |
8.93 |
18.9% |
1.57 |
3.3% |
7% |
False |
False |
64,442 |
| 40 |
63.12 |
46.77 |
16.35 |
34.5% |
1.58 |
3.3% |
4% |
False |
False |
56,282 |
| 60 |
64.39 |
46.77 |
17.62 |
37.2% |
1.60 |
3.4% |
3% |
False |
False |
54,478 |
| 80 |
65.38 |
46.77 |
18.61 |
39.3% |
1.61 |
3.4% |
3% |
False |
False |
55,193 |
| 100 |
65.38 |
46.77 |
18.61 |
39.3% |
1.70 |
3.6% |
3% |
False |
False |
53,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.28 |
|
2.618 |
49.96 |
|
1.618 |
49.15 |
|
1.000 |
48.65 |
|
0.618 |
48.34 |
|
HIGH |
47.84 |
|
0.618 |
47.53 |
|
0.500 |
47.44 |
|
0.382 |
47.34 |
|
LOW |
47.03 |
|
0.618 |
46.53 |
|
1.000 |
46.22 |
|
1.618 |
45.72 |
|
2.618 |
44.91 |
|
4.250 |
43.59 |
|
|
| Fisher Pivots for day following 04-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
47.44 |
48.55 |
| PP |
47.41 |
48.15 |
| S1 |
47.39 |
47.76 |
|