NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 22-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2015 |
22-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
50.25 |
50.71 |
0.46 |
0.9% |
52.68 |
High |
51.41 |
50.71 |
-0.70 |
-1.4% |
53.94 |
Low |
50.08 |
49.04 |
-1.04 |
-2.1% |
50.50 |
Close |
50.86 |
49.19 |
-1.67 |
-3.3% |
51.21 |
Range |
1.33 |
1.67 |
0.34 |
25.6% |
3.44 |
ATR |
1.83 |
1.83 |
0.00 |
0.0% |
0.00 |
Volume |
254,321 |
347,986 |
93,665 |
36.8% |
927,816 |
|
Daily Pivots for day following 22-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.66 |
53.59 |
50.11 |
|
R3 |
52.99 |
51.92 |
49.65 |
|
R2 |
51.32 |
51.32 |
49.50 |
|
R1 |
50.25 |
50.25 |
49.34 |
49.95 |
PP |
49.65 |
49.65 |
49.65 |
49.50 |
S1 |
48.58 |
48.58 |
49.04 |
48.28 |
S2 |
47.98 |
47.98 |
48.88 |
|
S3 |
46.31 |
46.91 |
48.73 |
|
S4 |
44.64 |
45.24 |
48.27 |
|
|
Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.20 |
60.15 |
53.10 |
|
R3 |
58.76 |
56.71 |
52.16 |
|
R2 |
55.32 |
55.32 |
51.84 |
|
R1 |
53.27 |
53.27 |
51.53 |
52.58 |
PP |
51.88 |
51.88 |
51.88 |
51.54 |
S1 |
49.83 |
49.83 |
50.89 |
49.14 |
S2 |
48.44 |
48.44 |
50.58 |
|
S3 |
45.00 |
46.39 |
50.26 |
|
S4 |
41.56 |
42.95 |
49.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
52.54 |
49.04 |
3.50 |
7.1% |
1.37 |
2.8% |
4% |
False |
True |
257,018 |
10 |
54.35 |
49.04 |
5.31 |
10.8% |
1.76 |
3.6% |
3% |
False |
True |
210,842 |
20 |
61.87 |
49.04 |
12.83 |
26.1% |
1.80 |
3.7% |
1% |
False |
True |
149,725 |
40 |
62.51 |
49.04 |
13.47 |
27.4% |
1.72 |
3.5% |
1% |
False |
True |
109,299 |
60 |
64.45 |
49.04 |
15.41 |
31.3% |
1.71 |
3.5% |
1% |
False |
True |
85,578 |
80 |
64.45 |
49.04 |
15.41 |
31.3% |
1.74 |
3.5% |
1% |
False |
True |
74,539 |
100 |
64.45 |
49.04 |
15.41 |
31.3% |
1.77 |
3.6% |
1% |
False |
True |
65,698 |
120 |
64.45 |
49.04 |
15.41 |
31.3% |
1.87 |
3.8% |
1% |
False |
True |
59,839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.81 |
2.618 |
55.08 |
1.618 |
53.41 |
1.000 |
52.38 |
0.618 |
51.74 |
HIGH |
50.71 |
0.618 |
50.07 |
0.500 |
49.88 |
0.382 |
49.68 |
LOW |
49.04 |
0.618 |
48.01 |
1.000 |
47.37 |
1.618 |
46.34 |
2.618 |
44.67 |
4.250 |
41.94 |
|
|
Fisher Pivots for day following 22-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
49.88 |
50.31 |
PP |
49.65 |
49.94 |
S1 |
49.42 |
49.56 |
|