NYMEX Light Sweet Crude Oil Future September 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 |
52.91 |
52.68 |
-0.23 |
-0.4% |
55.30 |
High |
54.35 |
53.65 |
-0.70 |
-1.3% |
55.74 |
Low |
52.41 |
51.75 |
-0.66 |
-1.3% |
50.95 |
Close |
53.22 |
52.71 |
-0.51 |
-1.0% |
53.22 |
Range |
1.94 |
1.90 |
-0.04 |
-2.1% |
4.79 |
ATR |
1.96 |
1.95 |
0.00 |
-0.2% |
0.00 |
Volume |
140,785 |
152,625 |
11,840 |
8.4% |
702,425 |
|
Daily Pivots for day following 13-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.40 |
57.46 |
53.76 |
|
R3 |
56.50 |
55.56 |
53.23 |
|
R2 |
54.60 |
54.60 |
53.06 |
|
R1 |
53.66 |
53.66 |
52.88 |
54.13 |
PP |
52.70 |
52.70 |
52.70 |
52.94 |
S1 |
51.76 |
51.76 |
52.54 |
52.23 |
S2 |
50.80 |
50.80 |
52.36 |
|
S3 |
48.90 |
49.86 |
52.19 |
|
S4 |
47.00 |
47.96 |
51.67 |
|
|
Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.67 |
65.24 |
55.85 |
|
R3 |
62.88 |
60.45 |
54.54 |
|
R2 |
58.09 |
58.09 |
54.10 |
|
R1 |
55.66 |
55.66 |
53.66 |
54.48 |
PP |
53.30 |
53.30 |
53.30 |
52.72 |
S1 |
50.87 |
50.87 |
52.78 |
49.69 |
S2 |
48.51 |
48.51 |
52.34 |
|
S3 |
43.72 |
46.08 |
51.90 |
|
S4 |
38.93 |
41.29 |
50.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
54.35 |
50.95 |
3.40 |
6.5% |
2.15 |
4.1% |
52% |
False |
False |
152,862 |
10 |
60.05 |
50.95 |
9.10 |
17.3% |
2.05 |
3.9% |
19% |
False |
False |
114,785 |
20 |
62.20 |
50.95 |
11.25 |
21.3% |
1.77 |
3.4% |
16% |
False |
False |
90,090 |
40 |
62.51 |
50.95 |
11.56 |
21.9% |
1.74 |
3.3% |
15% |
False |
False |
73,912 |
60 |
64.45 |
50.95 |
13.50 |
25.6% |
1.71 |
3.2% |
13% |
False |
False |
62,854 |
80 |
64.45 |
50.43 |
14.02 |
26.6% |
1.79 |
3.4% |
16% |
False |
False |
56,555 |
100 |
64.45 |
49.69 |
14.76 |
28.0% |
1.78 |
3.4% |
20% |
False |
False |
51,011 |
120 |
64.45 |
49.69 |
14.76 |
28.0% |
1.86 |
3.5% |
20% |
False |
False |
47,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.73 |
2.618 |
58.62 |
1.618 |
56.72 |
1.000 |
55.55 |
0.618 |
54.82 |
HIGH |
53.65 |
0.618 |
52.92 |
0.500 |
52.70 |
0.382 |
52.48 |
LOW |
51.75 |
0.618 |
50.58 |
1.000 |
49.85 |
1.618 |
48.68 |
2.618 |
46.78 |
4.250 |
43.68 |
|
|
Fisher Pivots for day following 13-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
52.71 |
53.05 |
PP |
52.70 |
52.94 |
S1 |
52.70 |
52.82 |
|