NYMEX Light Sweet Crude Oil Future September 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 |
55.30 |
53.03 |
-2.27 |
-4.1% |
59.00 |
High |
55.74 |
53.81 |
-1.93 |
-3.5% |
60.05 |
Low |
52.72 |
50.95 |
-1.77 |
-3.4% |
56.85 |
Close |
52.84 |
52.71 |
-0.13 |
-0.2% |
57.30 |
Range |
3.02 |
2.86 |
-0.16 |
-5.3% |
3.20 |
ATR |
1.88 |
1.95 |
0.07 |
3.8% |
0.00 |
Volume |
90,737 |
148,796 |
58,059 |
64.0% |
292,805 |
|
Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.07 |
59.75 |
54.28 |
|
R3 |
58.21 |
56.89 |
53.50 |
|
R2 |
55.35 |
55.35 |
53.23 |
|
R1 |
54.03 |
54.03 |
52.97 |
53.26 |
PP |
52.49 |
52.49 |
52.49 |
52.11 |
S1 |
51.17 |
51.17 |
52.45 |
50.40 |
S2 |
49.63 |
49.63 |
52.19 |
|
S3 |
46.77 |
48.31 |
51.92 |
|
S4 |
43.91 |
45.45 |
51.14 |
|
|
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 |
50.95 |
9.10 |
17.3% |
2.26 |
4.3% |
19% |
False |
True |
97,194 |
10 |
61.87 |
50.95 |
10.92 |
20.7% |
1.84 |
3.5% |
16% |
False |
True |
77,926 |
20 |
62.51 |
50.95 |
11.56 |
21.9% |
1.66 |
3.2% |
15% |
False |
True |
76,823 |
40 |
63.49 |
50.95 |
12.54 |
23.8% |
1.69 |
3.2% |
14% |
False |
True |
62,182 |
60 |
64.45 |
50.95 |
13.50 |
25.6% |
1.70 |
3.2% |
13% |
False |
True |
55,751 |
80 |
64.45 |
49.69 |
14.76 |
28.0% |
1.81 |
3.4% |
20% |
False |
False |
50,096 |
100 |
64.45 |
49.69 |
14.76 |
28.0% |
1.79 |
3.4% |
20% |
False |
False |
46,396 |
120 |
64.45 |
49.69 |
14.76 |
28.0% |
1.89 |
3.6% |
20% |
False |
False |
42,835 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.97 |
2.618 |
61.30 |
1.618 |
58.44 |
1.000 |
56.67 |
0.618 |
55.58 |
HIGH |
53.81 |
0.618 |
52.72 |
0.500 |
52.38 |
0.382 |
52.04 |
LOW |
50.95 |
0.618 |
49.18 |
1.000 |
48.09 |
1.618 |
46.32 |
2.618 |
43.46 |
4.250 |
38.80 |
|
|
Fisher Pivots for day following 07-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
52.60 |
54.63 |
PP |
52.49 |
53.99 |
S1 |
52.38 |
53.35 |
|