NYMEX Light Sweet Crude Oil Future November 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 |
51.72 |
50.39 |
-1.33 |
-2.6% |
53.65 |
| High |
51.75 |
50.75 |
-1.00 |
-1.9% |
54.78 |
| Low |
50.21 |
49.43 |
-0.78 |
-1.6% |
51.44 |
| Close |
50.34 |
49.57 |
-0.77 |
-1.5% |
52.13 |
| Range |
1.54 |
1.32 |
-0.22 |
-14.3% |
3.34 |
| ATR |
1.72 |
1.70 |
-0.03 |
-1.7% |
0.00 |
| Volume |
25,825 |
28,692 |
2,867 |
11.1% |
127,172 |
|
| Daily Pivots for day following 23-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.88 |
53.04 |
50.30 |
|
| R3 |
52.56 |
51.72 |
49.93 |
|
| R2 |
51.24 |
51.24 |
49.81 |
|
| R1 |
50.40 |
50.40 |
49.69 |
50.16 |
| PP |
49.92 |
49.92 |
49.92 |
49.80 |
| S1 |
49.08 |
49.08 |
49.45 |
48.84 |
| S2 |
48.60 |
48.60 |
49.33 |
|
| S3 |
47.28 |
47.76 |
49.21 |
|
| S4 |
45.96 |
46.44 |
48.84 |
|
|
| 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 |
52.45 |
49.43 |
3.02 |
6.1% |
1.25 |
2.5% |
5% |
False |
True |
23,177 |
| 10 |
55.06 |
49.43 |
5.63 |
11.4% |
1.58 |
3.2% |
2% |
False |
True |
24,962 |
| 20 |
61.32 |
49.43 |
11.89 |
24.0% |
1.70 |
3.4% |
1% |
False |
True |
22,839 |
| 40 |
62.87 |
49.43 |
13.44 |
27.1% |
1.61 |
3.2% |
1% |
False |
True |
21,943 |
| 60 |
65.03 |
49.43 |
15.60 |
31.5% |
1.60 |
3.2% |
1% |
False |
True |
19,067 |
| 80 |
65.03 |
49.43 |
15.60 |
31.5% |
1.58 |
3.2% |
1% |
False |
True |
16,978 |
| 100 |
65.03 |
49.43 |
15.60 |
31.5% |
1.57 |
3.2% |
1% |
False |
True |
15,184 |
| 120 |
65.03 |
49.43 |
15.60 |
31.5% |
1.63 |
3.3% |
1% |
False |
True |
13,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.36 |
|
2.618 |
54.21 |
|
1.618 |
52.89 |
|
1.000 |
52.07 |
|
0.618 |
51.57 |
|
HIGH |
50.75 |
|
0.618 |
50.25 |
|
0.500 |
50.09 |
|
0.382 |
49.93 |
|
LOW |
49.43 |
|
0.618 |
48.61 |
|
1.000 |
48.11 |
|
1.618 |
47.29 |
|
2.618 |
45.97 |
|
4.250 |
43.82 |
|
|
| Fisher Pivots for day following 23-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
50.09 |
50.92 |
| PP |
49.92 |
50.47 |
| S1 |
49.74 |
50.02 |
|