NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 20-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2015 |
20-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
51.22 |
51.11 |
-0.11 |
-0.2% |
52.68 |
High |
51.55 |
51.58 |
0.03 |
0.1% |
53.94 |
Low |
50.50 |
50.15 |
-0.35 |
-0.7% |
50.50 |
Close |
51.21 |
50.44 |
-0.77 |
-1.5% |
51.21 |
Range |
1.05 |
1.43 |
0.38 |
36.2% |
3.44 |
ATR |
1.90 |
1.87 |
-0.03 |
-1.8% |
0.00 |
Volume |
188,364 |
288,564 |
100,200 |
53.2% |
927,816 |
|
Daily Pivots for day following 20-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.01 |
54.16 |
51.23 |
|
R3 |
53.58 |
52.73 |
50.83 |
|
R2 |
52.15 |
52.15 |
50.70 |
|
R1 |
51.30 |
51.30 |
50.57 |
51.01 |
PP |
50.72 |
50.72 |
50.72 |
50.58 |
S1 |
49.87 |
49.87 |
50.31 |
49.58 |
S2 |
49.29 |
49.29 |
50.18 |
|
S3 |
47.86 |
48.44 |
50.05 |
|
S4 |
46.43 |
47.01 |
49.65 |
|
|
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 |
50.15 |
3.79 |
7.5% |
1.73 |
3.4% |
8% |
False |
True |
212,751 |
10 |
54.35 |
50.15 |
4.20 |
8.3% |
1.94 |
3.9% |
7% |
False |
True |
182,806 |
20 |
61.87 |
50.15 |
11.72 |
23.2% |
1.82 |
3.6% |
2% |
False |
True |
126,340 |
40 |
62.51 |
50.15 |
12.36 |
24.5% |
1.74 |
3.5% |
2% |
False |
True |
96,410 |
60 |
64.45 |
50.15 |
14.30 |
28.4% |
1.70 |
3.4% |
2% |
False |
True |
77,594 |
80 |
64.45 |
50.15 |
14.30 |
28.4% |
1.78 |
3.5% |
2% |
False |
True |
68,138 |
100 |
64.45 |
49.69 |
14.76 |
29.3% |
1.77 |
3.5% |
5% |
False |
False |
60,374 |
120 |
64.45 |
49.69 |
14.76 |
29.3% |
1.87 |
3.7% |
5% |
False |
False |
55,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.66 |
2.618 |
55.32 |
1.618 |
53.89 |
1.000 |
53.01 |
0.618 |
52.46 |
HIGH |
51.58 |
0.618 |
51.03 |
0.500 |
50.87 |
0.382 |
50.70 |
LOW |
50.15 |
0.618 |
49.27 |
1.000 |
48.72 |
1.618 |
47.84 |
2.618 |
46.41 |
4.250 |
44.07 |
|
|
Fisher Pivots for day following 20-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
50.87 |
51.35 |
PP |
50.72 |
51.04 |
S1 |
50.58 |
50.74 |
|