NYMEX Light Sweet Crude Oil Future December 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 |
51.07 |
50.51 |
-0.56 |
-1.1% |
52.55 |
| High |
51.43 |
50.72 |
-0.71 |
-1.4% |
53.06 |
| Low |
50.11 |
49.52 |
-0.59 |
-1.2% |
49.52 |
| Close |
50.24 |
49.91 |
-0.33 |
-0.7% |
49.91 |
| Range |
1.32 |
1.20 |
-0.12 |
-9.1% |
3.54 |
| ATR |
1.71 |
1.67 |
-0.04 |
-2.1% |
0.00 |
| Volume |
69,621 |
75,600 |
5,979 |
8.6% |
285,570 |
|
| Daily Pivots for day following 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.65 |
52.98 |
50.57 |
|
| R3 |
52.45 |
51.78 |
50.24 |
|
| R2 |
51.25 |
51.25 |
50.13 |
|
| R1 |
50.58 |
50.58 |
50.02 |
50.32 |
| PP |
50.05 |
50.05 |
50.05 |
49.92 |
| S1 |
49.38 |
49.38 |
49.80 |
49.12 |
| S2 |
48.85 |
48.85 |
49.69 |
|
| S3 |
47.65 |
48.18 |
49.58 |
|
| S4 |
46.45 |
46.98 |
49.25 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.45 |
59.22 |
51.86 |
|
| R3 |
57.91 |
55.68 |
50.88 |
|
| R2 |
54.37 |
54.37 |
50.56 |
|
| R1 |
52.14 |
52.14 |
50.23 |
51.49 |
| PP |
50.83 |
50.83 |
50.83 |
50.50 |
| S1 |
48.60 |
48.60 |
49.59 |
47.95 |
| S2 |
47.29 |
47.29 |
49.26 |
|
| S3 |
43.75 |
45.06 |
48.94 |
|
| S4 |
40.21 |
41.52 |
47.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.06 |
49.52 |
3.54 |
7.1% |
1.29 |
2.6% |
11% |
False |
True |
57,114 |
| 10 |
55.30 |
49.52 |
5.78 |
11.6% |
1.52 |
3.0% |
7% |
False |
True |
59,959 |
| 20 |
61.20 |
49.52 |
11.68 |
23.4% |
1.71 |
3.4% |
3% |
False |
True |
59,795 |
| 40 |
63.12 |
49.52 |
13.60 |
27.2% |
1.63 |
3.3% |
3% |
False |
True |
55,474 |
| 60 |
65.38 |
49.52 |
15.86 |
31.8% |
1.62 |
3.2% |
2% |
False |
True |
53,952 |
| 80 |
65.38 |
49.52 |
15.86 |
31.8% |
1.65 |
3.3% |
2% |
False |
True |
54,362 |
| 100 |
65.38 |
49.52 |
15.86 |
31.8% |
1.69 |
3.4% |
2% |
False |
True |
51,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.82 |
|
2.618 |
53.86 |
|
1.618 |
52.66 |
|
1.000 |
51.92 |
|
0.618 |
51.46 |
|
HIGH |
50.72 |
|
0.618 |
50.26 |
|
0.500 |
50.12 |
|
0.382 |
49.98 |
|
LOW |
49.52 |
|
0.618 |
48.78 |
|
1.000 |
48.32 |
|
1.618 |
47.58 |
|
2.618 |
46.38 |
|
4.250 |
44.42 |
|
|
| Fisher Pivots for day following 24-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
50.12 |
50.97 |
| PP |
50.05 |
50.62 |
| S1 |
49.98 |
50.26 |
|