NYMEX Light Sweet Crude Oil Future December 2015
| Trading Metrics calculated at close of trading on 22-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2015 |
22-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
51.91 |
52.42 |
0.51 |
1.0% |
54.25 |
| High |
53.06 |
52.42 |
-0.64 |
-1.2% |
55.30 |
| Low |
51.78 |
50.83 |
-0.95 |
-1.8% |
52.00 |
| Close |
52.57 |
51.03 |
-1.54 |
-2.9% |
52.70 |
| Range |
1.28 |
1.59 |
0.31 |
24.2% |
3.30 |
| ATR |
1.74 |
1.74 |
0.00 |
0.0% |
0.00 |
| Volume |
51,258 |
50,813 |
-445 |
-0.9% |
314,021 |
|
| Daily Pivots for day following 22-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.20 |
55.20 |
51.90 |
|
| R3 |
54.61 |
53.61 |
51.47 |
|
| R2 |
53.02 |
53.02 |
51.32 |
|
| R1 |
52.02 |
52.02 |
51.18 |
51.73 |
| PP |
51.43 |
51.43 |
51.43 |
51.28 |
| S1 |
50.43 |
50.43 |
50.88 |
50.14 |
| S2 |
49.84 |
49.84 |
50.74 |
|
| S3 |
48.25 |
48.84 |
50.59 |
|
| S4 |
46.66 |
47.25 |
50.16 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.23 |
61.27 |
54.52 |
|
| R3 |
59.93 |
57.97 |
53.61 |
|
| R2 |
56.63 |
56.63 |
53.31 |
|
| R1 |
54.67 |
54.67 |
53.00 |
54.00 |
| PP |
53.33 |
53.33 |
53.33 |
53.00 |
| S1 |
51.37 |
51.37 |
52.40 |
50.70 |
| S2 |
50.03 |
50.03 |
52.10 |
|
| S3 |
46.73 |
48.07 |
51.79 |
|
| S4 |
43.43 |
44.77 |
50.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.94 |
50.83 |
3.11 |
6.1% |
1.25 |
2.4% |
6% |
False |
True |
51,298 |
| 10 |
55.70 |
50.83 |
4.87 |
9.5% |
1.66 |
3.3% |
4% |
False |
True |
60,361 |
| 20 |
62.80 |
50.83 |
11.97 |
23.5% |
1.73 |
3.4% |
2% |
False |
True |
58,065 |
| 40 |
63.12 |
50.83 |
12.29 |
24.1% |
1.64 |
3.2% |
2% |
False |
True |
54,527 |
| 60 |
65.38 |
50.83 |
14.55 |
28.5% |
1.63 |
3.2% |
1% |
False |
True |
52,786 |
| 80 |
65.38 |
50.83 |
14.55 |
28.5% |
1.66 |
3.2% |
1% |
False |
True |
53,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.18 |
|
2.618 |
56.58 |
|
1.618 |
54.99 |
|
1.000 |
54.01 |
|
0.618 |
53.40 |
|
HIGH |
52.42 |
|
0.618 |
51.81 |
|
0.500 |
51.63 |
|
0.382 |
51.44 |
|
LOW |
50.83 |
|
0.618 |
49.85 |
|
1.000 |
49.24 |
|
1.618 |
48.26 |
|
2.618 |
46.67 |
|
4.250 |
44.07 |
|
|
| Fisher Pivots for day following 22-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
51.63 |
51.95 |
| PP |
51.43 |
51.64 |
| S1 |
51.23 |
51.34 |
|