NYMEX Light Sweet Crude Oil Future September 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 |
53.03 |
53.31 |
0.28 |
0.5% |
59.00 |
High |
53.81 |
53.34 |
-0.47 |
-0.9% |
60.05 |
Low |
50.95 |
51.35 |
0.40 |
0.8% |
56.85 |
Close |
52.71 |
52.09 |
-0.62 |
-1.2% |
57.30 |
Range |
2.86 |
1.99 |
-0.87 |
-30.4% |
3.20 |
ATR |
1.95 |
1.95 |
0.00 |
0.2% |
0.00 |
Volume |
148,796 |
173,158 |
24,362 |
16.4% |
292,805 |
|
Daily Pivots for day following 08-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.23 |
57.15 |
53.18 |
|
R3 |
56.24 |
55.16 |
52.64 |
|
R2 |
54.25 |
54.25 |
52.45 |
|
R1 |
53.17 |
53.17 |
52.27 |
52.72 |
PP |
52.26 |
52.26 |
52.26 |
52.03 |
S1 |
51.18 |
51.18 |
51.91 |
50.73 |
S2 |
50.27 |
50.27 |
51.73 |
|
S3 |
48.28 |
49.19 |
51.54 |
|
S4 |
46.29 |
47.20 |
51.00 |
|
|
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 |
59.35 |
50.95 |
8.40 |
16.1% |
2.31 |
4.4% |
14% |
False |
False |
119,982 |
10 |
61.87 |
50.95 |
10.92 |
21.0% |
1.85 |
3.6% |
10% |
False |
False |
88,609 |
20 |
62.51 |
50.95 |
11.56 |
22.2% |
1.65 |
3.2% |
10% |
False |
False |
81,830 |
40 |
63.49 |
50.95 |
12.54 |
24.1% |
1.72 |
3.3% |
9% |
False |
False |
65,617 |
60 |
64.45 |
50.95 |
13.50 |
25.9% |
1.71 |
3.3% |
8% |
False |
False |
57,908 |
80 |
64.45 |
49.69 |
14.76 |
28.3% |
1.81 |
3.5% |
16% |
False |
False |
51,925 |
100 |
64.45 |
49.69 |
14.76 |
28.3% |
1.79 |
3.4% |
16% |
False |
False |
47,856 |
120 |
64.45 |
49.69 |
14.76 |
28.3% |
1.88 |
3.6% |
16% |
False |
False |
44,085 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.80 |
2.618 |
58.55 |
1.618 |
56.56 |
1.000 |
55.33 |
0.618 |
54.57 |
HIGH |
53.34 |
0.618 |
52.58 |
0.500 |
52.35 |
0.382 |
52.11 |
LOW |
51.35 |
0.618 |
50.12 |
1.000 |
49.36 |
1.618 |
48.13 |
2.618 |
46.14 |
4.250 |
42.89 |
|
|
Fisher Pivots for day following 08-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
52.35 |
53.35 |
PP |
52.26 |
52.93 |
S1 |
52.18 |
52.51 |
|