NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 13-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2015 |
13-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
52.48 |
52.15 |
-0.33 |
-0.6% |
54.90 |
High |
53.89 |
53.17 |
-0.72 |
-1.3% |
56.79 |
Low |
51.96 |
51.26 |
-0.70 |
-1.3% |
50.58 |
Close |
52.74 |
52.20 |
-0.54 |
-1.0% |
52.74 |
Range |
1.93 |
1.91 |
-0.02 |
-1.0% |
6.21 |
ATR |
1.98 |
1.97 |
0.00 |
-0.2% |
0.00 |
Volume |
349,075 |
359,477 |
10,402 |
3.0% |
2,234,036 |
|
Daily Pivots for day following 13-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.94 |
56.98 |
53.25 |
|
R3 |
56.03 |
55.07 |
52.73 |
|
R2 |
54.12 |
54.12 |
52.55 |
|
R1 |
53.16 |
53.16 |
52.38 |
53.64 |
PP |
52.21 |
52.21 |
52.21 |
52.45 |
S1 |
51.25 |
51.25 |
52.02 |
51.73 |
S2 |
50.30 |
50.30 |
51.85 |
|
S3 |
48.39 |
49.34 |
51.67 |
|
S4 |
46.48 |
47.43 |
51.15 |
|
|
Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.00 |
68.58 |
56.16 |
|
R3 |
65.79 |
62.37 |
54.45 |
|
R2 |
59.58 |
59.58 |
53.88 |
|
R1 |
56.16 |
56.16 |
53.31 |
54.77 |
PP |
53.37 |
53.37 |
53.37 |
52.67 |
S1 |
49.95 |
49.95 |
52.17 |
48.56 |
S2 |
47.16 |
47.16 |
51.60 |
|
S3 |
40.95 |
43.74 |
51.03 |
|
S4 |
34.74 |
37.53 |
49.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
53.89 |
50.58 |
3.31 |
6.3% |
2.16 |
4.1% |
49% |
False |
False |
410,581 |
10 |
59.69 |
50.58 |
9.11 |
17.5% |
2.19 |
4.2% |
18% |
False |
False |
383,247 |
20 |
61.81 |
50.58 |
11.23 |
21.5% |
1.86 |
3.6% |
14% |
False |
False |
307,615 |
40 |
62.22 |
50.58 |
11.64 |
22.3% |
1.81 |
3.5% |
14% |
False |
False |
199,306 |
60 |
64.12 |
50.58 |
13.54 |
25.9% |
1.77 |
3.4% |
12% |
False |
False |
147,146 |
80 |
64.12 |
49.46 |
14.66 |
28.1% |
1.84 |
3.5% |
19% |
False |
False |
117,929 |
100 |
64.12 |
48.71 |
15.41 |
29.5% |
1.83 |
3.5% |
23% |
False |
False |
99,715 |
120 |
64.12 |
48.71 |
15.41 |
29.5% |
1.93 |
3.7% |
23% |
False |
False |
86,177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.29 |
2.618 |
58.17 |
1.618 |
56.26 |
1.000 |
55.08 |
0.618 |
54.35 |
HIGH |
53.17 |
0.618 |
52.44 |
0.500 |
52.22 |
0.382 |
51.99 |
LOW |
51.26 |
0.618 |
50.08 |
1.000 |
49.35 |
1.618 |
48.17 |
2.618 |
46.26 |
4.250 |
43.14 |
|
|
Fisher Pivots for day following 13-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
52.22 |
52.58 |
PP |
52.21 |
52.45 |
S1 |
52.21 |
52.33 |
|