NYMEX Light Sweet Crude Oil Future August 2015
| Trading Metrics calculated at close of trading on 17-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2015 |
17-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
51.62 |
50.91 |
-0.71 |
-1.4% |
52.15 |
| High |
52.17 |
51.23 |
-0.94 |
-1.8% |
53.50 |
| Low |
50.84 |
50.14 |
-0.70 |
-1.4% |
50.14 |
| Close |
50.91 |
50.89 |
-0.02 |
0.0% |
50.89 |
| Range |
1.33 |
1.09 |
-0.24 |
-18.0% |
3.36 |
| ATR |
1.98 |
1.92 |
-0.06 |
-3.2% |
0.00 |
| Volume |
319,167 |
203,485 |
-115,682 |
-36.2% |
1,639,448 |
|
| Daily Pivots for day following 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.02 |
53.55 |
51.49 |
|
| R3 |
52.93 |
52.46 |
51.19 |
|
| R2 |
51.84 |
51.84 |
51.09 |
|
| R1 |
51.37 |
51.37 |
50.99 |
51.06 |
| PP |
50.75 |
50.75 |
50.75 |
50.60 |
| S1 |
50.28 |
50.28 |
50.79 |
49.97 |
| S2 |
49.66 |
49.66 |
50.69 |
|
| S3 |
48.57 |
49.19 |
50.59 |
|
| S4 |
47.48 |
48.10 |
50.29 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.59 |
59.60 |
52.74 |
|
| R3 |
58.23 |
56.24 |
51.81 |
|
| R2 |
54.87 |
54.87 |
51.51 |
|
| R1 |
52.88 |
52.88 |
51.20 |
52.20 |
| PP |
51.51 |
51.51 |
51.51 |
51.17 |
| S1 |
49.52 |
49.52 |
50.58 |
48.84 |
| S2 |
48.15 |
48.15 |
50.27 |
|
| S3 |
44.79 |
46.16 |
49.97 |
|
| S4 |
41.43 |
42.80 |
49.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.50 |
50.14 |
3.36 |
6.6% |
1.83 |
3.6% |
22% |
False |
True |
327,889 |
| 10 |
56.79 |
50.14 |
6.65 |
13.1% |
2.24 |
4.4% |
11% |
False |
True |
387,348 |
| 20 |
61.57 |
50.14 |
11.43 |
22.5% |
1.91 |
3.7% |
7% |
False |
True |
338,557 |
| 40 |
62.22 |
50.14 |
12.08 |
23.7% |
1.82 |
3.6% |
6% |
False |
True |
226,779 |
| 60 |
64.12 |
50.14 |
13.98 |
27.5% |
1.78 |
3.5% |
5% |
False |
True |
166,083 |
| 80 |
64.12 |
50.14 |
13.98 |
27.5% |
1.84 |
3.6% |
5% |
False |
True |
132,890 |
| 100 |
64.12 |
48.71 |
15.41 |
30.3% |
1.84 |
3.6% |
14% |
False |
False |
111,530 |
| 120 |
64.12 |
48.71 |
15.41 |
30.3% |
1.93 |
3.8% |
14% |
False |
False |
96,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.86 |
|
2.618 |
54.08 |
|
1.618 |
52.99 |
|
1.000 |
52.32 |
|
0.618 |
51.90 |
|
HIGH |
51.23 |
|
0.618 |
50.81 |
|
0.500 |
50.69 |
|
0.382 |
50.56 |
|
LOW |
50.14 |
|
0.618 |
49.47 |
|
1.000 |
49.05 |
|
1.618 |
48.38 |
|
2.618 |
47.29 |
|
4.250 |
45.51 |
|
|
| Fisher Pivots for day following 17-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
50.82 |
51.82 |
| PP |
50.75 |
51.51 |
| S1 |
50.69 |
51.20 |
|