NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 16-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2015 |
16-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
53.40 |
51.62 |
-1.78 |
-3.3% |
54.90 |
High |
53.50 |
52.17 |
-1.33 |
-2.5% |
56.79 |
Low |
51.21 |
50.84 |
-0.37 |
-0.7% |
50.58 |
Close |
51.41 |
50.91 |
-0.50 |
-1.0% |
52.74 |
Range |
2.29 |
1.33 |
-0.96 |
-41.9% |
6.21 |
ATR |
2.03 |
1.98 |
-0.05 |
-2.5% |
0.00 |
Volume |
334,563 |
319,167 |
-15,396 |
-4.6% |
2,234,036 |
|
Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.30 |
54.43 |
51.64 |
|
R3 |
53.97 |
53.10 |
51.28 |
|
R2 |
52.64 |
52.64 |
51.15 |
|
R1 |
51.77 |
51.77 |
51.03 |
51.54 |
PP |
51.31 |
51.31 |
51.31 |
51.19 |
S1 |
50.44 |
50.44 |
50.79 |
50.21 |
S2 |
49.98 |
49.98 |
50.67 |
|
S3 |
48.65 |
49.11 |
50.54 |
|
S4 |
47.32 |
47.78 |
50.18 |
|
|
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 |
50.84 |
3.05 |
6.0% |
2.00 |
3.9% |
2% |
False |
True |
357,007 |
10 |
57.95 |
50.58 |
7.37 |
14.5% |
2.28 |
4.5% |
4% |
False |
False |
396,704 |
20 |
61.57 |
50.58 |
10.99 |
21.6% |
1.94 |
3.8% |
3% |
False |
False |
336,957 |
40 |
62.22 |
50.58 |
11.64 |
22.9% |
1.82 |
3.6% |
3% |
False |
False |
222,983 |
60 |
64.12 |
50.58 |
13.54 |
26.6% |
1.79 |
3.5% |
2% |
False |
False |
163,332 |
80 |
64.12 |
50.58 |
13.54 |
26.6% |
1.85 |
3.6% |
2% |
False |
False |
130,538 |
100 |
64.12 |
48.71 |
15.41 |
30.3% |
1.84 |
3.6% |
14% |
False |
False |
109,874 |
120 |
64.12 |
48.71 |
15.41 |
30.3% |
1.93 |
3.8% |
14% |
False |
False |
94,737 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.82 |
2.618 |
55.65 |
1.618 |
54.32 |
1.000 |
53.50 |
0.618 |
52.99 |
HIGH |
52.17 |
0.618 |
51.66 |
0.500 |
51.51 |
0.382 |
51.35 |
LOW |
50.84 |
0.618 |
50.02 |
1.000 |
49.51 |
1.618 |
48.69 |
2.618 |
47.36 |
4.250 |
45.19 |
|
|
Fisher Pivots for day following 16-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
51.51 |
52.17 |
PP |
51.31 |
51.75 |
S1 |
51.11 |
51.33 |
|