NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 31-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2015 |
31-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
50.41 |
50.10 |
-0.31 |
-0.6% |
49.72 |
High |
50.88 |
50.33 |
-0.55 |
-1.1% |
51.08 |
Low |
49.98 |
48.47 |
-1.51 |
-3.0% |
48.41 |
Close |
50.18 |
48.92 |
-1.26 |
-2.5% |
48.92 |
Range |
0.90 |
1.86 |
0.96 |
106.7% |
2.67 |
ATR |
1.62 |
1.64 |
0.02 |
1.0% |
0.00 |
Volume |
75,214 |
51,164 |
-24,050 |
-32.0% |
312,863 |
|
Daily Pivots for day following 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.82 |
53.73 |
49.94 |
|
R3 |
52.96 |
51.87 |
49.43 |
|
R2 |
51.10 |
51.10 |
49.26 |
|
R1 |
50.01 |
50.01 |
49.09 |
49.63 |
PP |
49.24 |
49.24 |
49.24 |
49.05 |
S1 |
48.15 |
48.15 |
48.75 |
47.77 |
S2 |
47.38 |
47.38 |
48.58 |
|
S3 |
45.52 |
46.29 |
48.41 |
|
S4 |
43.66 |
44.43 |
47.90 |
|
|
Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.48 |
55.87 |
50.39 |
|
R3 |
54.81 |
53.20 |
49.65 |
|
R2 |
52.14 |
52.14 |
49.41 |
|
R1 |
50.53 |
50.53 |
49.16 |
50.00 |
PP |
49.47 |
49.47 |
49.47 |
49.21 |
S1 |
47.86 |
47.86 |
48.68 |
47.33 |
S2 |
46.80 |
46.80 |
48.43 |
|
S3 |
44.13 |
45.19 |
48.19 |
|
S4 |
41.46 |
42.52 |
47.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
51.08 |
48.41 |
2.67 |
5.5% |
1.56 |
3.2% |
19% |
False |
False |
62,572 |
10 |
53.06 |
48.41 |
4.65 |
9.5% |
1.43 |
2.9% |
11% |
False |
False |
59,843 |
20 |
56.92 |
48.41 |
8.51 |
17.4% |
1.73 |
3.5% |
6% |
False |
False |
64,227 |
40 |
63.12 |
48.41 |
14.71 |
30.1% |
1.60 |
3.3% |
3% |
False |
False |
55,816 |
60 |
64.39 |
48.41 |
15.98 |
32.7% |
1.63 |
3.3% |
3% |
False |
False |
54,221 |
80 |
65.38 |
48.41 |
16.97 |
34.7% |
1.61 |
3.3% |
3% |
False |
False |
54,850 |
100 |
65.38 |
48.41 |
16.97 |
34.7% |
1.70 |
3.5% |
3% |
False |
False |
52,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.24 |
2.618 |
55.20 |
1.618 |
53.34 |
1.000 |
52.19 |
0.618 |
51.48 |
HIGH |
50.33 |
0.618 |
49.62 |
0.500 |
49.40 |
0.382 |
49.18 |
LOW |
48.47 |
0.618 |
47.32 |
1.000 |
46.61 |
1.618 |
45.46 |
2.618 |
43.60 |
4.250 |
40.57 |
|
|
Fisher Pivots for day following 31-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
49.40 |
49.78 |
PP |
49.24 |
49.49 |
S1 |
49.08 |
49.21 |
|