NYMEX Light Sweet Crude Oil Future November 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 |
52.88 |
52.32 |
-0.56 |
-1.1% |
53.65 |
| High |
53.42 |
52.42 |
-1.00 |
-1.9% |
54.78 |
| Low |
52.10 |
51.44 |
-0.66 |
-1.3% |
51.44 |
| Close |
52.17 |
52.13 |
-0.04 |
-0.1% |
52.13 |
| Range |
1.32 |
0.98 |
-0.34 |
-25.8% |
3.34 |
| ATR |
1.87 |
1.81 |
-0.06 |
-3.4% |
0.00 |
| Volume |
26,082 |
19,952 |
-6,130 |
-23.5% |
127,172 |
|
| Daily Pivots for day following 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.94 |
54.51 |
52.67 |
|
| R3 |
53.96 |
53.53 |
52.40 |
|
| R2 |
52.98 |
52.98 |
52.31 |
|
| R1 |
52.55 |
52.55 |
52.22 |
52.28 |
| PP |
52.00 |
52.00 |
52.00 |
51.86 |
| S1 |
51.57 |
51.57 |
52.04 |
51.30 |
| S2 |
51.02 |
51.02 |
51.95 |
|
| S3 |
50.04 |
50.59 |
51.86 |
|
| S4 |
49.06 |
49.61 |
51.59 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.80 |
60.81 |
53.97 |
|
| R3 |
59.46 |
57.47 |
53.05 |
|
| R2 |
56.12 |
56.12 |
52.74 |
|
| R1 |
54.13 |
54.13 |
52.44 |
53.46 |
| PP |
52.78 |
52.78 |
52.78 |
52.45 |
| S1 |
50.79 |
50.79 |
51.82 |
50.12 |
| S2 |
49.44 |
49.44 |
51.52 |
|
| S3 |
46.10 |
47.45 |
51.21 |
|
| S4 |
42.76 |
44.11 |
50.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
54.78 |
51.44 |
3.34 |
6.4% |
1.75 |
3.4% |
21% |
False |
True |
25,434 |
| 10 |
56.44 |
51.44 |
5.00 |
9.6% |
2.01 |
3.9% |
14% |
False |
True |
26,934 |
| 20 |
62.41 |
51.44 |
10.97 |
21.0% |
1.74 |
3.3% |
6% |
False |
True |
22,249 |
| 40 |
62.87 |
51.44 |
11.43 |
21.9% |
1.66 |
3.2% |
6% |
False |
True |
20,999 |
| 60 |
65.03 |
51.44 |
13.59 |
26.1% |
1.60 |
3.1% |
5% |
False |
True |
18,305 |
| 80 |
65.03 |
51.44 |
13.59 |
26.1% |
1.62 |
3.1% |
5% |
False |
True |
16,262 |
| 100 |
65.03 |
51.33 |
13.70 |
26.3% |
1.59 |
3.0% |
6% |
False |
False |
14,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.59 |
|
2.618 |
54.99 |
|
1.618 |
54.01 |
|
1.000 |
53.40 |
|
0.618 |
53.03 |
|
HIGH |
52.42 |
|
0.618 |
52.05 |
|
0.500 |
51.93 |
|
0.382 |
51.81 |
|
LOW |
51.44 |
|
0.618 |
50.83 |
|
1.000 |
50.46 |
|
1.618 |
49.85 |
|
2.618 |
48.87 |
|
4.250 |
47.28 |
|
|
| Fisher Pivots for day following 17-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
52.06 |
53.11 |
| PP |
52.00 |
52.78 |
| S1 |
51.93 |
52.46 |
|