NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 06-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2015 |
06-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
56.87 |
54.90 |
-1.97 |
-3.5% |
58.84 |
High |
57.95 |
56.79 |
-1.16 |
-2.0% |
59.69 |
Low |
56.50 |
52.41 |
-4.09 |
-7.2% |
56.50 |
Close |
56.93 |
52.53 |
-4.40 |
-7.7% |
56.93 |
Range |
1.45 |
4.38 |
2.93 |
202.1% |
3.19 |
ATR |
1.70 |
1.90 |
0.20 |
11.9% |
0.00 |
Volume |
297,050 |
540,608 |
243,558 |
82.0% |
1,238,965 |
|
Daily Pivots for day following 06-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.05 |
64.17 |
54.94 |
|
R3 |
62.67 |
59.79 |
53.73 |
|
R2 |
58.29 |
58.29 |
53.33 |
|
R1 |
55.41 |
55.41 |
52.93 |
54.66 |
PP |
53.91 |
53.91 |
53.91 |
53.54 |
S1 |
51.03 |
51.03 |
52.13 |
50.28 |
S2 |
49.53 |
49.53 |
51.73 |
|
S3 |
45.15 |
46.65 |
51.33 |
|
S4 |
40.77 |
42.27 |
50.12 |
|
|
Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.28 |
65.29 |
58.68 |
|
R3 |
64.09 |
62.10 |
57.81 |
|
R2 |
60.90 |
60.90 |
57.51 |
|
R1 |
58.91 |
58.91 |
57.22 |
58.31 |
PP |
57.71 |
57.71 |
57.71 |
57.41 |
S1 |
55.72 |
55.72 |
56.64 |
55.12 |
S2 |
54.52 |
54.52 |
56.35 |
|
S3 |
51.33 |
52.53 |
56.05 |
|
S4 |
48.14 |
49.34 |
55.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
59.69 |
52.41 |
7.28 |
13.9% |
2.22 |
4.2% |
2% |
False |
True |
355,914 |
10 |
61.57 |
52.41 |
9.16 |
17.4% |
1.84 |
3.5% |
1% |
False |
True |
313,838 |
20 |
62.22 |
52.41 |
9.81 |
18.7% |
1.67 |
3.2% |
1% |
False |
True |
240,845 |
40 |
63.16 |
52.41 |
10.75 |
20.5% |
1.73 |
3.3% |
1% |
False |
True |
153,491 |
60 |
64.12 |
52.41 |
11.71 |
22.3% |
1.75 |
3.3% |
1% |
False |
True |
116,204 |
80 |
64.12 |
48.71 |
15.41 |
29.3% |
1.85 |
3.5% |
25% |
False |
False |
93,777 |
100 |
64.12 |
48.71 |
15.41 |
29.3% |
1.84 |
3.5% |
25% |
False |
False |
80,315 |
120 |
64.12 |
48.71 |
15.41 |
29.3% |
1.95 |
3.7% |
25% |
False |
False |
69,389 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.41 |
2.618 |
68.26 |
1.618 |
63.88 |
1.000 |
61.17 |
0.618 |
59.50 |
HIGH |
56.79 |
0.618 |
55.12 |
0.500 |
54.60 |
0.382 |
54.08 |
LOW |
52.41 |
0.618 |
49.70 |
1.000 |
48.03 |
1.618 |
45.32 |
2.618 |
40.94 |
4.250 |
33.80 |
|
|
Fisher Pivots for day following 06-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
54.60 |
55.70 |
PP |
53.91 |
54.64 |
S1 |
53.22 |
53.59 |
|