NYMEX Light Sweet Crude Oil Future October 2015
| Trading Metrics calculated at close of trading on 20-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2015 |
20-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
51.58 |
51.47 |
-0.11 |
-0.2% |
53.19 |
| High |
51.91 |
51.94 |
0.03 |
0.1% |
54.28 |
| Low |
50.89 |
50.60 |
-0.29 |
-0.6% |
50.89 |
| Close |
51.58 |
50.87 |
-0.71 |
-1.4% |
51.58 |
| Range |
1.02 |
1.34 |
0.32 |
31.4% |
3.39 |
| ATR |
1.85 |
1.82 |
-0.04 |
-2.0% |
0.00 |
| Volume |
46,796 |
35,764 |
-11,032 |
-23.6% |
251,524 |
|
| Daily Pivots for day following 20-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.16 |
54.35 |
51.61 |
|
| R3 |
53.82 |
53.01 |
51.24 |
|
| R2 |
52.48 |
52.48 |
51.12 |
|
| R1 |
51.67 |
51.67 |
50.99 |
51.41 |
| PP |
51.14 |
51.14 |
51.14 |
51.00 |
| S1 |
50.33 |
50.33 |
50.75 |
50.07 |
| S2 |
49.80 |
49.80 |
50.62 |
|
| S3 |
48.46 |
48.99 |
50.50 |
|
| S4 |
47.12 |
47.65 |
50.13 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.42 |
60.39 |
53.44 |
|
| R3 |
59.03 |
57.00 |
52.51 |
|
| R2 |
55.64 |
55.64 |
52.20 |
|
| R1 |
53.61 |
53.61 |
51.89 |
52.93 |
| PP |
52.25 |
52.25 |
52.25 |
51.91 |
| S1 |
50.22 |
50.22 |
51.27 |
49.54 |
| S2 |
48.86 |
48.86 |
50.96 |
|
| S3 |
45.47 |
46.83 |
50.65 |
|
| S4 |
42.08 |
43.44 |
49.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
54.28 |
50.60 |
3.68 |
7.2% |
1.67 |
3.3% |
7% |
False |
True |
48,500 |
| 10 |
54.70 |
50.60 |
4.10 |
8.1% |
1.89 |
3.7% |
7% |
False |
True |
48,589 |
| 20 |
62.11 |
50.60 |
11.51 |
22.6% |
1.76 |
3.5% |
2% |
False |
True |
38,553 |
| 40 |
62.65 |
50.60 |
12.05 |
23.7% |
1.69 |
3.3% |
2% |
False |
True |
33,214 |
| 60 |
64.74 |
50.60 |
14.14 |
27.8% |
1.64 |
3.2% |
2% |
False |
True |
28,925 |
| 80 |
64.74 |
50.60 |
14.14 |
27.8% |
1.68 |
3.3% |
2% |
False |
True |
25,657 |
| 100 |
64.74 |
50.54 |
14.20 |
27.9% |
1.65 |
3.3% |
2% |
False |
False |
22,921 |
| 120 |
64.74 |
50.54 |
14.20 |
27.9% |
1.74 |
3.4% |
2% |
False |
False |
20,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.64 |
|
2.618 |
55.45 |
|
1.618 |
54.11 |
|
1.000 |
53.28 |
|
0.618 |
52.77 |
|
HIGH |
51.94 |
|
0.618 |
51.43 |
|
0.500 |
51.27 |
|
0.382 |
51.11 |
|
LOW |
50.60 |
|
0.618 |
49.77 |
|
1.000 |
49.26 |
|
1.618 |
48.43 |
|
2.618 |
47.09 |
|
4.250 |
44.91 |
|
|
| Fisher Pivots for day following 20-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
51.27 |
51.74 |
| PP |
51.14 |
51.45 |
| S1 |
51.00 |
51.16 |
|