NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 08-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2015 |
08-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
52.75 |
52.91 |
0.16 |
0.3% |
58.84 |
High |
53.43 |
52.96 |
-0.47 |
-0.9% |
59.69 |
Low |
50.58 |
50.91 |
0.33 |
0.7% |
56.50 |
Close |
52.33 |
51.65 |
-0.68 |
-1.3% |
56.93 |
Range |
2.85 |
2.05 |
-0.80 |
-28.1% |
3.19 |
ATR |
1.97 |
1.97 |
0.01 |
0.3% |
0.00 |
Volume |
527,267 |
434,752 |
-92,515 |
-17.5% |
1,238,965 |
|
Daily Pivots for day following 08-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.99 |
56.87 |
52.78 |
|
R3 |
55.94 |
54.82 |
52.21 |
|
R2 |
53.89 |
53.89 |
52.03 |
|
R1 |
52.77 |
52.77 |
51.84 |
52.31 |
PP |
51.84 |
51.84 |
51.84 |
51.61 |
S1 |
50.72 |
50.72 |
51.46 |
50.26 |
S2 |
49.79 |
49.79 |
51.27 |
|
S3 |
47.74 |
48.67 |
51.09 |
|
S4 |
45.69 |
46.62 |
50.52 |
|
|
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 |
58.98 |
50.58 |
8.40 |
16.3% |
2.61 |
5.0% |
13% |
False |
False |
434,616 |
10 |
61.57 |
50.58 |
10.99 |
21.3% |
2.00 |
3.9% |
10% |
False |
False |
350,887 |
20 |
62.22 |
50.58 |
11.64 |
22.5% |
1.74 |
3.4% |
9% |
False |
False |
274,638 |
40 |
63.16 |
50.58 |
12.58 |
24.4% |
1.79 |
3.5% |
9% |
False |
False |
175,265 |
60 |
64.12 |
50.58 |
13.54 |
26.2% |
1.78 |
3.4% |
8% |
False |
False |
131,088 |
80 |
64.12 |
48.71 |
15.41 |
29.8% |
1.86 |
3.6% |
19% |
False |
False |
105,087 |
100 |
64.12 |
48.71 |
15.41 |
29.8% |
1.85 |
3.6% |
19% |
False |
False |
89,550 |
120 |
64.12 |
48.71 |
15.41 |
29.8% |
1.95 |
3.8% |
19% |
False |
False |
77,292 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.67 |
2.618 |
58.33 |
1.618 |
56.28 |
1.000 |
55.01 |
0.618 |
54.23 |
HIGH |
52.96 |
0.618 |
52.18 |
0.500 |
51.94 |
0.382 |
51.69 |
LOW |
50.91 |
0.618 |
49.64 |
1.000 |
48.86 |
1.618 |
47.59 |
2.618 |
45.54 |
4.250 |
42.20 |
|
|
Fisher Pivots for day following 08-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
51.94 |
53.69 |
PP |
51.84 |
53.01 |
S1 |
51.75 |
52.33 |
|