NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 07-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2015 |
07-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
54.90 |
52.75 |
-2.15 |
-3.9% |
58.84 |
High |
56.79 |
53.43 |
-3.36 |
-5.9% |
59.69 |
Low |
52.41 |
50.58 |
-1.83 |
-3.5% |
56.50 |
Close |
52.53 |
52.33 |
-0.20 |
-0.4% |
56.93 |
Range |
4.38 |
2.85 |
-1.53 |
-34.9% |
3.19 |
ATR |
1.90 |
1.97 |
0.07 |
3.6% |
0.00 |
Volume |
540,608 |
527,267 |
-13,341 |
-2.5% |
1,238,965 |
|
Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.66 |
59.35 |
53.90 |
|
R3 |
57.81 |
56.50 |
53.11 |
|
R2 |
54.96 |
54.96 |
52.85 |
|
R1 |
53.65 |
53.65 |
52.59 |
52.88 |
PP |
52.11 |
52.11 |
52.11 |
51.73 |
S1 |
50.80 |
50.80 |
52.07 |
50.03 |
S2 |
49.26 |
49.26 |
51.81 |
|
S3 |
46.41 |
47.95 |
51.55 |
|
S4 |
43.56 |
45.10 |
50.76 |
|
|
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 |
50.58 |
9.11 |
17.4% |
2.55 |
4.9% |
19% |
False |
True |
404,161 |
10 |
61.57 |
50.58 |
10.99 |
21.0% |
1.99 |
3.8% |
16% |
False |
True |
341,034 |
20 |
62.22 |
50.58 |
11.64 |
22.2% |
1.76 |
3.4% |
15% |
False |
True |
260,038 |
40 |
63.16 |
50.58 |
12.58 |
24.0% |
1.76 |
3.4% |
14% |
False |
True |
165,457 |
60 |
64.12 |
50.58 |
13.54 |
25.9% |
1.77 |
3.4% |
13% |
False |
True |
124,461 |
80 |
64.12 |
48.71 |
15.41 |
29.4% |
1.87 |
3.6% |
23% |
False |
False |
100,000 |
100 |
64.12 |
48.71 |
15.41 |
29.4% |
1.85 |
3.5% |
23% |
False |
False |
85,426 |
120 |
64.12 |
48.71 |
15.41 |
29.4% |
1.96 |
3.7% |
23% |
False |
False |
73,737 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.54 |
2.618 |
60.89 |
1.618 |
58.04 |
1.000 |
56.28 |
0.618 |
55.19 |
HIGH |
53.43 |
0.618 |
52.34 |
0.500 |
52.01 |
0.382 |
51.67 |
LOW |
50.58 |
0.618 |
48.82 |
1.000 |
47.73 |
1.618 |
45.97 |
2.618 |
43.12 |
4.250 |
38.47 |
|
|
Fisher Pivots for day following 07-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
52.22 |
54.27 |
PP |
52.11 |
53.62 |
S1 |
52.01 |
52.98 |
|