NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 16-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2015 |
16-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
53.87 |
51.95 |
-1.92 |
-3.6% |
55.30 |
High |
53.94 |
52.54 |
-1.40 |
-2.6% |
55.74 |
Low |
51.58 |
51.16 |
-0.42 |
-0.8% |
50.95 |
Close |
51.79 |
51.24 |
-0.55 |
-1.1% |
53.22 |
Range |
2.36 |
1.38 |
-0.98 |
-41.5% |
4.79 |
ATR |
2.01 |
1.97 |
-0.05 |
-2.2% |
0.00 |
Volume |
174,984 |
205,857 |
30,873 |
17.6% |
702,425 |
|
Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.79 |
54.89 |
52.00 |
|
R3 |
54.41 |
53.51 |
51.62 |
|
R2 |
53.03 |
53.03 |
51.49 |
|
R1 |
52.13 |
52.13 |
51.37 |
51.89 |
PP |
51.65 |
51.65 |
51.65 |
51.53 |
S1 |
50.75 |
50.75 |
51.11 |
50.51 |
S2 |
50.27 |
50.27 |
50.99 |
|
S3 |
48.89 |
49.37 |
50.86 |
|
S4 |
47.51 |
47.99 |
50.48 |
|
|
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 |
51.16 |
3.19 |
6.2% |
2.01 |
3.9% |
3% |
False |
True |
176,047 |
10 |
58.31 |
50.95 |
7.36 |
14.4% |
2.14 |
4.2% |
4% |
False |
False |
155,087 |
20 |
61.87 |
50.95 |
10.92 |
21.3% |
1.86 |
3.6% |
3% |
False |
False |
110,483 |
40 |
62.51 |
50.95 |
11.56 |
22.6% |
1.76 |
3.4% |
3% |
False |
False |
86,171 |
60 |
64.45 |
50.95 |
13.50 |
26.3% |
1.73 |
3.4% |
2% |
False |
False |
70,793 |
80 |
64.45 |
50.95 |
13.50 |
26.3% |
1.79 |
3.5% |
2% |
False |
False |
62,795 |
100 |
64.45 |
49.69 |
14.76 |
28.8% |
1.79 |
3.5% |
11% |
False |
False |
56,120 |
120 |
64.45 |
49.69 |
14.76 |
28.8% |
1.87 |
3.7% |
11% |
False |
False |
51,448 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.41 |
2.618 |
56.15 |
1.618 |
54.77 |
1.000 |
53.92 |
0.618 |
53.39 |
HIGH |
52.54 |
0.618 |
52.01 |
0.500 |
51.85 |
0.382 |
51.69 |
LOW |
51.16 |
0.618 |
50.31 |
1.000 |
49.78 |
1.618 |
48.93 |
2.618 |
47.55 |
4.250 |
45.30 |
|
|
Fisher Pivots for day following 16-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
51.85 |
52.55 |
PP |
51.65 |
52.11 |
S1 |
51.44 |
51.68 |
|