NYMEX Light Sweet Crude Oil Future October 2015
Trading Metrics calculated at close of trading on 10-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2015 |
10-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
52.70 |
53.49 |
0.79 |
1.5% |
55.85 |
High |
54.32 |
54.70 |
0.38 |
0.7% |
56.02 |
Low |
52.36 |
52.78 |
0.42 |
0.8% |
51.27 |
Close |
53.60 |
53.61 |
0.01 |
0.0% |
53.61 |
Range |
1.96 |
1.92 |
-0.04 |
-2.0% |
4.75 |
ATR |
1.90 |
1.90 |
0.00 |
0.1% |
0.00 |
Volume |
58,881 |
38,318 |
-20,563 |
-34.9% |
238,152 |
|
Daily Pivots for day following 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.46 |
58.45 |
54.67 |
|
R3 |
57.54 |
56.53 |
54.14 |
|
R2 |
55.62 |
55.62 |
53.96 |
|
R1 |
54.61 |
54.61 |
53.79 |
55.12 |
PP |
53.70 |
53.70 |
53.70 |
53.95 |
S1 |
52.69 |
52.69 |
53.43 |
53.20 |
S2 |
51.78 |
51.78 |
53.26 |
|
S3 |
49.86 |
50.77 |
53.08 |
|
S4 |
47.94 |
48.85 |
52.55 |
|
|
Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.88 |
65.50 |
56.22 |
|
R3 |
63.13 |
60.75 |
54.92 |
|
R2 |
58.38 |
58.38 |
54.48 |
|
R1 |
56.00 |
56.00 |
54.05 |
54.82 |
PP |
53.63 |
53.63 |
53.63 |
53.04 |
S1 |
51.25 |
51.25 |
53.17 |
50.07 |
S2 |
48.88 |
48.88 |
52.74 |
|
S3 |
44.13 |
46.50 |
52.30 |
|
S4 |
39.38 |
41.75 |
51.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
56.02 |
51.27 |
4.75 |
8.9% |
2.32 |
4.3% |
49% |
False |
False |
47,630 |
10 |
60.52 |
51.27 |
9.25 |
17.3% |
1.92 |
3.6% |
25% |
False |
False |
37,972 |
20 |
62.41 |
51.27 |
11.14 |
20.8% |
1.66 |
3.1% |
21% |
False |
False |
31,777 |
40 |
62.94 |
51.27 |
11.67 |
21.8% |
1.67 |
3.1% |
20% |
False |
False |
28,724 |
60 |
64.74 |
51.27 |
13.47 |
25.1% |
1.64 |
3.1% |
17% |
False |
False |
25,926 |
80 |
64.74 |
50.54 |
14.20 |
26.5% |
1.69 |
3.1% |
22% |
False |
False |
22,974 |
100 |
64.74 |
50.54 |
14.20 |
26.5% |
1.66 |
3.1% |
22% |
False |
False |
20,693 |
120 |
64.74 |
50.54 |
14.20 |
26.5% |
1.72 |
3.2% |
22% |
False |
False |
18,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.86 |
2.618 |
59.73 |
1.618 |
57.81 |
1.000 |
56.62 |
0.618 |
55.89 |
HIGH |
54.70 |
0.618 |
53.97 |
0.500 |
53.74 |
0.382 |
53.51 |
LOW |
52.78 |
0.618 |
51.59 |
1.000 |
50.86 |
1.618 |
49.67 |
2.618 |
47.75 |
4.250 |
44.62 |
|
|
Fisher Pivots for day following 10-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
53.74 |
53.48 |
PP |
53.70 |
53.34 |
S1 |
53.65 |
53.21 |
|