NYMEX Light Sweet Crude Oil Future September 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 |
57.29 |
55.30 |
-1.99 |
-3.5% |
59.00 |
High |
58.31 |
55.74 |
-2.57 |
-4.4% |
60.05 |
Low |
56.85 |
52.72 |
-4.13 |
-7.3% |
56.85 |
Close |
57.30 |
52.84 |
-4.46 |
-7.8% |
57.30 |
Range |
1.46 |
3.02 |
1.56 |
106.8% |
3.20 |
ATR |
1.67 |
1.88 |
0.21 |
12.5% |
0.00 |
Volume |
108,996 |
90,737 |
-18,259 |
-16.8% |
292,805 |
|
Daily Pivots for day following 06-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.83 |
60.85 |
54.50 |
|
R3 |
59.81 |
57.83 |
53.67 |
|
R2 |
56.79 |
56.79 |
53.39 |
|
R1 |
54.81 |
54.81 |
53.12 |
54.29 |
PP |
53.77 |
53.77 |
53.77 |
53.51 |
S1 |
51.79 |
51.79 |
52.56 |
51.27 |
S2 |
50.75 |
50.75 |
52.29 |
|
S3 |
47.73 |
48.77 |
52.01 |
|
S4 |
44.71 |
45.75 |
51.18 |
|
|
Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.67 |
65.68 |
59.06 |
|
R3 |
64.47 |
62.48 |
58.18 |
|
R2 |
61.27 |
61.27 |
57.89 |
|
R1 |
59.28 |
59.28 |
57.59 |
58.68 |
PP |
58.07 |
58.07 |
58.07 |
57.76 |
S1 |
56.08 |
56.08 |
57.01 |
55.48 |
S2 |
54.87 |
54.87 |
56.71 |
|
S3 |
51.67 |
52.88 |
56.42 |
|
S4 |
48.47 |
49.68 |
55.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
60.05 |
52.72 |
7.33 |
13.9% |
1.94 |
3.7% |
2% |
False |
True |
76,708 |
10 |
61.87 |
52.72 |
9.15 |
17.3% |
1.69 |
3.2% |
1% |
False |
True |
69,873 |
20 |
62.51 |
52.72 |
9.79 |
18.5% |
1.58 |
3.0% |
1% |
False |
True |
73,823 |
40 |
63.49 |
52.72 |
10.77 |
20.4% |
1.66 |
3.1% |
1% |
False |
True |
59,612 |
60 |
64.45 |
52.72 |
11.73 |
22.2% |
1.68 |
3.2% |
1% |
False |
True |
53,951 |
80 |
64.45 |
49.69 |
14.76 |
27.9% |
1.80 |
3.4% |
21% |
False |
False |
48,596 |
100 |
64.45 |
49.69 |
14.76 |
27.9% |
1.78 |
3.4% |
21% |
False |
False |
45,141 |
120 |
64.45 |
49.69 |
14.76 |
27.9% |
1.88 |
3.6% |
21% |
False |
False |
41,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.58 |
2.618 |
63.65 |
1.618 |
60.63 |
1.000 |
58.76 |
0.618 |
57.61 |
HIGH |
55.74 |
0.618 |
54.59 |
0.500 |
54.23 |
0.382 |
53.87 |
LOW |
52.72 |
0.618 |
50.85 |
1.000 |
49.70 |
1.618 |
47.83 |
2.618 |
44.81 |
4.250 |
39.89 |
|
|
Fisher Pivots for day following 06-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
54.23 |
56.04 |
PP |
53.77 |
54.97 |
S1 |
53.30 |
53.91 |
|