NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 28-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2015 |
28-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
49.72 |
48.93 |
-0.79 |
-1.6% |
52.55 |
High |
49.99 |
50.13 |
0.14 |
0.3% |
53.06 |
Low |
48.69 |
48.41 |
-0.28 |
-0.6% |
49.52 |
Close |
49.21 |
49.71 |
0.50 |
1.0% |
49.91 |
Range |
1.30 |
1.72 |
0.42 |
32.3% |
3.54 |
ATR |
1.65 |
1.65 |
0.01 |
0.3% |
0.00 |
Volume |
50,486 |
63,718 |
13,232 |
26.2% |
285,570 |
|
Daily Pivots for day following 28-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.58 |
53.86 |
50.66 |
|
R3 |
52.86 |
52.14 |
50.18 |
|
R2 |
51.14 |
51.14 |
50.03 |
|
R1 |
50.42 |
50.42 |
49.87 |
50.78 |
PP |
49.42 |
49.42 |
49.42 |
49.60 |
S1 |
48.70 |
48.70 |
49.55 |
49.06 |
S2 |
47.70 |
47.70 |
49.39 |
|
S3 |
45.98 |
46.98 |
49.24 |
|
S4 |
44.26 |
45.26 |
48.76 |
|
|
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 |
52.42 |
48.41 |
4.01 |
8.1% |
1.43 |
2.9% |
32% |
False |
True |
62,047 |
10 |
55.30 |
48.41 |
6.89 |
13.9% |
1.40 |
2.8% |
19% |
False |
True |
60,073 |
20 |
61.00 |
48.41 |
12.59 |
25.3% |
1.74 |
3.5% |
10% |
False |
True |
62,402 |
40 |
63.12 |
48.41 |
14.71 |
29.6% |
1.60 |
3.2% |
9% |
False |
True |
55,098 |
60 |
65.38 |
48.41 |
16.97 |
34.1% |
1.63 |
3.3% |
8% |
False |
True |
53,340 |
80 |
65.38 |
48.41 |
16.97 |
34.1% |
1.63 |
3.3% |
8% |
False |
True |
54,665 |
100 |
65.38 |
48.41 |
16.97 |
34.1% |
1.70 |
3.4% |
8% |
False |
True |
52,052 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.44 |
2.618 |
54.63 |
1.618 |
52.91 |
1.000 |
51.85 |
0.618 |
51.19 |
HIGH |
50.13 |
0.618 |
49.47 |
0.500 |
49.27 |
0.382 |
49.07 |
LOW |
48.41 |
0.618 |
47.35 |
1.000 |
46.69 |
1.618 |
45.63 |
2.618 |
43.91 |
4.250 |
41.10 |
|
|
Fisher Pivots for day following 28-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
49.56 |
49.66 |
PP |
49.42 |
49.61 |
S1 |
49.27 |
49.57 |
|