NYMEX Light Sweet Crude Oil Future December 2015
| Trading Metrics calculated at close of trading on 29-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2015 |
29-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
48.93 |
49.55 |
0.62 |
1.3% |
52.55 |
| High |
50.13 |
51.08 |
0.95 |
1.9% |
53.06 |
| Low |
48.41 |
49.06 |
0.65 |
1.3% |
49.52 |
| Close |
49.71 |
50.32 |
0.61 |
1.2% |
49.91 |
| Range |
1.72 |
2.02 |
0.30 |
17.4% |
3.54 |
| ATR |
1.65 |
1.68 |
0.03 |
1.6% |
0.00 |
| Volume |
63,718 |
72,281 |
8,563 |
13.4% |
285,570 |
|
| Daily Pivots for day following 29-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.21 |
55.29 |
51.43 |
|
| R3 |
54.19 |
53.27 |
50.88 |
|
| R2 |
52.17 |
52.17 |
50.69 |
|
| R1 |
51.25 |
51.25 |
50.51 |
51.71 |
| PP |
50.15 |
50.15 |
50.15 |
50.39 |
| S1 |
49.23 |
49.23 |
50.13 |
49.69 |
| S2 |
48.13 |
48.13 |
49.95 |
|
| S3 |
46.11 |
47.21 |
49.76 |
|
| S4 |
44.09 |
45.19 |
49.21 |
|
|
| 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 |
51.43 |
48.41 |
3.02 |
6.0% |
1.51 |
3.0% |
63% |
False |
False |
66,341 |
| 10 |
53.94 |
48.41 |
5.53 |
11.0% |
1.38 |
2.7% |
35% |
False |
False |
58,819 |
| 20 |
60.26 |
48.41 |
11.85 |
23.5% |
1.76 |
3.5% |
16% |
False |
False |
64,470 |
| 40 |
63.12 |
48.41 |
14.71 |
29.2% |
1.62 |
3.2% |
13% |
False |
False |
55,595 |
| 60 |
65.38 |
48.41 |
16.97 |
33.7% |
1.65 |
3.3% |
11% |
False |
False |
53,840 |
| 80 |
65.38 |
48.41 |
16.97 |
33.7% |
1.63 |
3.2% |
11% |
False |
False |
54,958 |
| 100 |
65.38 |
48.41 |
16.97 |
33.7% |
1.71 |
3.4% |
11% |
False |
False |
52,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.67 |
|
2.618 |
56.37 |
|
1.618 |
54.35 |
|
1.000 |
53.10 |
|
0.618 |
52.33 |
|
HIGH |
51.08 |
|
0.618 |
50.31 |
|
0.500 |
50.07 |
|
0.382 |
49.83 |
|
LOW |
49.06 |
|
0.618 |
47.81 |
|
1.000 |
47.04 |
|
1.618 |
45.79 |
|
2.618 |
43.77 |
|
4.250 |
40.48 |
|
|
| Fisher Pivots for day following 29-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
50.24 |
50.13 |
| PP |
50.15 |
49.94 |
| S1 |
50.07 |
49.75 |
|