NYMEX Light Sweet Crude Oil Future October 2015
Trading Metrics calculated at close of trading on 29-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2015 |
29-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
47.44 |
48.18 |
0.74 |
1.6% |
51.47 |
High |
48.86 |
49.91 |
1.05 |
2.1% |
51.94 |
Low |
47.10 |
47.81 |
0.71 |
1.5% |
48.20 |
Close |
48.41 |
49.16 |
0.75 |
1.5% |
48.61 |
Range |
1.76 |
2.10 |
0.34 |
19.3% |
3.74 |
ATR |
1.69 |
1.72 |
0.03 |
1.7% |
0.00 |
Volume |
54,133 |
63,890 |
9,757 |
18.0% |
255,070 |
|
Daily Pivots for day following 29-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.26 |
54.31 |
50.32 |
|
R3 |
53.16 |
52.21 |
49.74 |
|
R2 |
51.06 |
51.06 |
49.55 |
|
R1 |
50.11 |
50.11 |
49.35 |
50.59 |
PP |
48.96 |
48.96 |
48.96 |
49.20 |
S1 |
48.01 |
48.01 |
48.97 |
48.49 |
S2 |
46.86 |
46.86 |
48.78 |
|
S3 |
44.76 |
45.91 |
48.58 |
|
S4 |
42.66 |
43.81 |
48.01 |
|
|
Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.80 |
58.45 |
50.67 |
|
R3 |
57.06 |
54.71 |
49.64 |
|
R2 |
53.32 |
53.32 |
49.30 |
|
R1 |
50.97 |
50.97 |
48.95 |
50.28 |
PP |
49.58 |
49.58 |
49.58 |
49.24 |
S1 |
47.23 |
47.23 |
48.27 |
46.54 |
S2 |
45.84 |
45.84 |
47.92 |
|
S3 |
42.10 |
43.49 |
47.58 |
|
S4 |
38.36 |
39.75 |
46.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.10 |
47.10 |
3.00 |
6.1% |
1.57 |
3.2% |
69% |
False |
False |
58,335 |
10 |
52.88 |
47.10 |
5.78 |
11.8% |
1.44 |
2.9% |
36% |
False |
False |
51,028 |
20 |
59.57 |
47.10 |
12.47 |
25.4% |
1.81 |
3.7% |
17% |
False |
False |
49,406 |
40 |
62.65 |
47.10 |
15.55 |
31.6% |
1.65 |
3.4% |
13% |
False |
False |
37,915 |
60 |
64.74 |
47.10 |
17.64 |
35.9% |
1.67 |
3.4% |
12% |
False |
False |
32,617 |
80 |
64.74 |
47.10 |
17.64 |
35.9% |
1.64 |
3.3% |
12% |
False |
False |
29,224 |
100 |
64.74 |
47.10 |
17.64 |
35.9% |
1.67 |
3.4% |
12% |
False |
False |
25,849 |
120 |
64.74 |
47.10 |
17.64 |
35.9% |
1.67 |
3.4% |
12% |
False |
False |
23,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.84 |
2.618 |
55.41 |
1.618 |
53.31 |
1.000 |
52.01 |
0.618 |
51.21 |
HIGH |
49.91 |
0.618 |
49.11 |
0.500 |
48.86 |
0.382 |
48.61 |
LOW |
47.81 |
0.618 |
46.51 |
1.000 |
45.71 |
1.618 |
44.41 |
2.618 |
42.31 |
4.250 |
38.89 |
|
|
Fisher Pivots for day following 29-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
49.06 |
48.94 |
PP |
48.96 |
48.72 |
S1 |
48.86 |
48.51 |
|