NYMEX Light Sweet Crude Oil Future November 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 |
52.32 |
52.02 |
-0.30 |
-0.6% |
53.65 |
| High |
52.42 |
52.45 |
0.03 |
0.1% |
54.78 |
| Low |
51.44 |
51.26 |
-0.18 |
-0.3% |
51.44 |
| Close |
52.13 |
51.47 |
-0.66 |
-1.3% |
52.13 |
| Range |
0.98 |
1.19 |
0.21 |
21.4% |
3.34 |
| ATR |
1.81 |
1.76 |
-0.04 |
-2.4% |
0.00 |
| Volume |
19,952 |
19,355 |
-597 |
-3.0% |
127,172 |
|
| Daily Pivots for day following 20-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.30 |
54.57 |
52.12 |
|
| R3 |
54.11 |
53.38 |
51.80 |
|
| R2 |
52.92 |
52.92 |
51.69 |
|
| R1 |
52.19 |
52.19 |
51.58 |
51.96 |
| PP |
51.73 |
51.73 |
51.73 |
51.61 |
| S1 |
51.00 |
51.00 |
51.36 |
50.77 |
| S2 |
50.54 |
50.54 |
51.25 |
|
| S3 |
49.35 |
49.81 |
51.14 |
|
| S4 |
48.16 |
48.62 |
50.82 |
|
|
| 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 |
51.26 |
3.52 |
6.8% |
1.60 |
3.1% |
6% |
False |
True |
24,504 |
| 10 |
55.06 |
51.26 |
3.80 |
7.4% |
1.83 |
3.6% |
6% |
False |
True |
26,278 |
| 20 |
62.41 |
51.26 |
11.15 |
21.7% |
1.72 |
3.3% |
2% |
False |
True |
22,407 |
| 40 |
62.87 |
51.26 |
11.61 |
22.6% |
1.64 |
3.2% |
2% |
False |
True |
21,040 |
| 60 |
65.03 |
51.26 |
13.77 |
26.8% |
1.58 |
3.1% |
2% |
False |
True |
18,466 |
| 80 |
65.03 |
51.26 |
13.77 |
26.8% |
1.61 |
3.1% |
2% |
False |
True |
16,399 |
| 100 |
65.03 |
51.26 |
13.77 |
26.8% |
1.57 |
3.1% |
2% |
False |
True |
14,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.51 |
|
2.618 |
55.57 |
|
1.618 |
54.38 |
|
1.000 |
53.64 |
|
0.618 |
53.19 |
|
HIGH |
52.45 |
|
0.618 |
52.00 |
|
0.500 |
51.86 |
|
0.382 |
51.71 |
|
LOW |
51.26 |
|
0.618 |
50.52 |
|
1.000 |
50.07 |
|
1.618 |
49.33 |
|
2.618 |
48.14 |
|
4.250 |
46.20 |
|
|
| Fisher Pivots for day following 20-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
51.86 |
52.34 |
| PP |
51.73 |
52.05 |
| S1 |
51.60 |
51.76 |
|