NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 14-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2015 |
14-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
52.68 |
52.51 |
-0.17 |
-0.3% |
55.30 |
High |
53.65 |
53.86 |
0.21 |
0.4% |
55.74 |
Low |
51.75 |
51.41 |
-0.34 |
-0.7% |
50.95 |
Close |
52.71 |
53.48 |
0.77 |
1.5% |
53.22 |
Range |
1.90 |
2.45 |
0.55 |
28.9% |
4.79 |
ATR |
1.95 |
1.99 |
0.04 |
1.8% |
0.00 |
Volume |
152,625 |
205,986 |
53,361 |
35.0% |
702,425 |
|
Daily Pivots for day following 14-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.27 |
59.32 |
54.83 |
|
R3 |
57.82 |
56.87 |
54.15 |
|
R2 |
55.37 |
55.37 |
53.93 |
|
R1 |
54.42 |
54.42 |
53.70 |
54.90 |
PP |
52.92 |
52.92 |
52.92 |
53.15 |
S1 |
51.97 |
51.97 |
53.26 |
52.45 |
S2 |
50.47 |
50.47 |
53.03 |
|
S3 |
48.02 |
49.52 |
52.81 |
|
S4 |
45.57 |
47.07 |
52.13 |
|
|
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 |
51.35 |
3.00 |
5.6% |
2.07 |
3.9% |
71% |
False |
False |
164,300 |
10 |
60.05 |
50.95 |
9.10 |
17.0% |
2.17 |
4.1% |
28% |
False |
False |
130,747 |
20 |
62.20 |
50.95 |
11.25 |
21.0% |
1.84 |
3.4% |
22% |
False |
False |
97,451 |
40 |
62.51 |
50.95 |
11.56 |
21.6% |
1.77 |
3.3% |
22% |
False |
False |
78,169 |
60 |
64.45 |
50.95 |
13.50 |
25.2% |
1.72 |
3.2% |
19% |
False |
False |
65,537 |
80 |
64.45 |
50.43 |
14.02 |
26.2% |
1.79 |
3.4% |
22% |
False |
False |
58,623 |
100 |
64.45 |
49.69 |
14.76 |
27.6% |
1.78 |
3.3% |
26% |
False |
False |
52,857 |
120 |
64.45 |
49.69 |
14.76 |
27.6% |
1.87 |
3.5% |
26% |
False |
False |
48,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.27 |
2.618 |
60.27 |
1.618 |
57.82 |
1.000 |
56.31 |
0.618 |
55.37 |
HIGH |
53.86 |
0.618 |
52.92 |
0.500 |
52.64 |
0.382 |
52.35 |
LOW |
51.41 |
0.618 |
49.90 |
1.000 |
48.96 |
1.618 |
47.45 |
2.618 |
45.00 |
4.250 |
41.00 |
|
|
Fisher Pivots for day following 14-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
53.20 |
53.28 |
PP |
52.92 |
53.08 |
S1 |
52.64 |
52.88 |
|