NYMEX Light Sweet Crude Oil Future October 2015
| Trading Metrics calculated at close of trading on 23-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2015 |
23-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
51.14 |
49.71 |
-1.43 |
-2.8% |
53.19 |
| High |
51.14 |
50.10 |
-1.04 |
-2.0% |
54.28 |
| Low |
49.54 |
48.73 |
-0.81 |
-1.6% |
50.89 |
| Close |
49.67 |
48.92 |
-0.75 |
-1.5% |
51.58 |
| Range |
1.60 |
1.37 |
-0.23 |
-14.4% |
3.39 |
| ATR |
1.78 |
1.75 |
-0.03 |
-1.6% |
0.00 |
| Volume |
45,336 |
60,203 |
14,867 |
32.8% |
251,524 |
|
| Daily Pivots for day following 23-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.36 |
52.51 |
49.67 |
|
| R3 |
51.99 |
51.14 |
49.30 |
|
| R2 |
50.62 |
50.62 |
49.17 |
|
| R1 |
49.77 |
49.77 |
49.05 |
49.51 |
| PP |
49.25 |
49.25 |
49.25 |
49.12 |
| S1 |
48.40 |
48.40 |
48.79 |
48.14 |
| S2 |
47.88 |
47.88 |
48.67 |
|
| S3 |
46.51 |
47.03 |
48.54 |
|
| S4 |
45.14 |
45.66 |
48.17 |
|
|
| 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 |
51.94 |
48.73 |
3.21 |
6.6% |
1.32 |
2.7% |
6% |
False |
True |
46,077 |
| 10 |
54.70 |
48.73 |
5.97 |
12.2% |
1.64 |
3.4% |
3% |
False |
True |
47,343 |
| 20 |
60.97 |
48.73 |
12.24 |
25.0% |
1.74 |
3.6% |
2% |
False |
True |
41,964 |
| 40 |
62.65 |
48.73 |
13.92 |
28.5% |
1.66 |
3.4% |
1% |
False |
True |
35,171 |
| 60 |
64.74 |
48.73 |
16.01 |
32.7% |
1.65 |
3.4% |
1% |
False |
True |
30,130 |
| 80 |
64.74 |
48.73 |
16.01 |
32.7% |
1.66 |
3.4% |
1% |
False |
True |
26,929 |
| 100 |
64.74 |
48.73 |
16.01 |
32.7% |
1.65 |
3.4% |
1% |
False |
True |
24,073 |
| 120 |
64.74 |
48.73 |
16.01 |
32.7% |
1.73 |
3.5% |
1% |
False |
True |
21,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.92 |
|
2.618 |
53.69 |
|
1.618 |
52.32 |
|
1.000 |
51.47 |
|
0.618 |
50.95 |
|
HIGH |
50.10 |
|
0.618 |
49.58 |
|
0.500 |
49.42 |
|
0.382 |
49.25 |
|
LOW |
48.73 |
|
0.618 |
47.88 |
|
1.000 |
47.36 |
|
1.618 |
46.51 |
|
2.618 |
45.14 |
|
4.250 |
42.91 |
|
|
| Fisher Pivots for day following 23-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
49.42 |
50.28 |
| PP |
49.25 |
49.83 |
| S1 |
49.09 |
49.37 |
|