NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 24-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2015 |
24-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
50.39 |
49.85 |
-0.54 |
-1.1% |
52.02 |
High |
50.75 |
50.08 |
-0.67 |
-1.3% |
52.45 |
Low |
49.43 |
48.86 |
-0.57 |
-1.2% |
48.86 |
Close |
49.57 |
49.25 |
-0.32 |
-0.6% |
49.25 |
Range |
1.32 |
1.22 |
-0.10 |
-7.6% |
3.59 |
ATR |
1.70 |
1.66 |
-0.03 |
-2.0% |
0.00 |
Volume |
28,692 |
31,872 |
3,180 |
11.1% |
127,807 |
|
Daily Pivots for day following 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.06 |
52.37 |
49.92 |
|
R3 |
51.84 |
51.15 |
49.59 |
|
R2 |
50.62 |
50.62 |
49.47 |
|
R1 |
49.93 |
49.93 |
49.36 |
49.67 |
PP |
49.40 |
49.40 |
49.40 |
49.26 |
S1 |
48.71 |
48.71 |
49.14 |
48.45 |
S2 |
48.18 |
48.18 |
49.03 |
|
S3 |
46.96 |
47.49 |
48.91 |
|
S4 |
45.74 |
46.27 |
48.58 |
|
|
Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.96 |
58.69 |
51.22 |
|
R3 |
57.37 |
55.10 |
50.24 |
|
R2 |
53.78 |
53.78 |
49.91 |
|
R1 |
51.51 |
51.51 |
49.58 |
50.85 |
PP |
50.19 |
50.19 |
50.19 |
49.86 |
S1 |
47.92 |
47.92 |
48.92 |
47.26 |
S2 |
46.60 |
46.60 |
48.59 |
|
S3 |
43.01 |
44.33 |
48.26 |
|
S4 |
39.42 |
40.74 |
47.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
52.45 |
48.86 |
3.59 |
7.3% |
1.30 |
2.6% |
11% |
False |
True |
25,561 |
10 |
54.78 |
48.86 |
5.92 |
12.0% |
1.53 |
3.1% |
7% |
False |
True |
25,497 |
20 |
60.85 |
48.86 |
11.99 |
24.3% |
1.71 |
3.5% |
3% |
False |
True |
23,704 |
40 |
62.87 |
48.86 |
14.01 |
28.4% |
1.61 |
3.3% |
3% |
False |
True |
22,203 |
60 |
65.03 |
48.86 |
16.17 |
32.8% |
1.59 |
3.2% |
2% |
False |
True |
19,452 |
80 |
65.03 |
48.86 |
16.17 |
32.8% |
1.59 |
3.2% |
2% |
False |
True |
17,316 |
100 |
65.03 |
48.86 |
16.17 |
32.8% |
1.58 |
3.2% |
2% |
False |
True |
15,451 |
120 |
65.03 |
48.86 |
16.17 |
32.8% |
1.62 |
3.3% |
2% |
False |
True |
14,044 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.27 |
2.618 |
53.27 |
1.618 |
52.05 |
1.000 |
51.30 |
0.618 |
50.83 |
HIGH |
50.08 |
0.618 |
49.61 |
0.500 |
49.47 |
0.382 |
49.33 |
LOW |
48.86 |
0.618 |
48.11 |
1.000 |
47.64 |
1.618 |
46.89 |
2.618 |
45.67 |
4.250 |
43.68 |
|
|
Fisher Pivots for day following 24-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
49.47 |
50.31 |
PP |
49.40 |
49.95 |
S1 |
49.32 |
49.60 |
|