NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 17-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2015 |
17-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
51.95 |
51.22 |
-0.73 |
-1.4% |
52.68 |
High |
52.54 |
51.55 |
-0.99 |
-1.9% |
53.94 |
Low |
51.16 |
50.50 |
-0.66 |
-1.3% |
50.50 |
Close |
51.24 |
51.21 |
-0.03 |
-0.1% |
51.21 |
Range |
1.38 |
1.05 |
-0.33 |
-23.9% |
3.44 |
ATR |
1.97 |
1.90 |
-0.07 |
-3.3% |
0.00 |
Volume |
205,857 |
188,364 |
-17,493 |
-8.5% |
927,816 |
|
Daily Pivots for day following 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.24 |
53.77 |
51.79 |
|
R3 |
53.19 |
52.72 |
51.50 |
|
R2 |
52.14 |
52.14 |
51.40 |
|
R1 |
51.67 |
51.67 |
51.31 |
51.38 |
PP |
51.09 |
51.09 |
51.09 |
50.94 |
S1 |
50.62 |
50.62 |
51.11 |
50.33 |
S2 |
50.04 |
50.04 |
51.02 |
|
S3 |
48.99 |
49.57 |
50.92 |
|
S4 |
47.94 |
48.52 |
50.63 |
|
|
Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.20 |
60.15 |
53.10 |
|
R3 |
58.76 |
56.71 |
52.16 |
|
R2 |
55.32 |
55.32 |
51.84 |
|
R1 |
53.27 |
53.27 |
51.53 |
52.58 |
PP |
51.88 |
51.88 |
51.88 |
51.54 |
S1 |
49.83 |
49.83 |
50.89 |
49.14 |
S2 |
48.44 |
48.44 |
50.58 |
|
S3 |
45.00 |
46.39 |
50.26 |
|
S4 |
41.56 |
42.95 |
49.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
53.94 |
50.50 |
3.44 |
6.7% |
1.83 |
3.6% |
21% |
False |
True |
185,563 |
10 |
55.74 |
50.50 |
5.24 |
10.2% |
2.10 |
4.1% |
14% |
False |
True |
163,024 |
20 |
61.87 |
50.50 |
11.37 |
22.2% |
1.83 |
3.6% |
6% |
False |
True |
115,198 |
40 |
62.51 |
50.50 |
12.01 |
23.5% |
1.76 |
3.4% |
6% |
False |
True |
90,000 |
60 |
64.45 |
50.50 |
13.95 |
27.2% |
1.72 |
3.4% |
5% |
False |
True |
73,425 |
80 |
64.45 |
50.50 |
13.95 |
27.2% |
1.79 |
3.5% |
5% |
False |
True |
64,920 |
100 |
64.45 |
49.69 |
14.76 |
28.8% |
1.78 |
3.5% |
10% |
False |
False |
57,651 |
120 |
64.45 |
49.69 |
14.76 |
28.8% |
1.87 |
3.6% |
10% |
False |
False |
52,839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.01 |
2.618 |
54.30 |
1.618 |
53.25 |
1.000 |
52.60 |
0.618 |
52.20 |
HIGH |
51.55 |
0.618 |
51.15 |
0.500 |
51.03 |
0.382 |
50.90 |
LOW |
50.50 |
0.618 |
49.85 |
1.000 |
49.45 |
1.618 |
48.80 |
2.618 |
47.75 |
4.250 |
46.04 |
|
|
Fisher Pivots for day following 17-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
51.15 |
52.22 |
PP |
51.09 |
51.88 |
S1 |
51.03 |
51.55 |
|