NYMEX Light Sweet Crude Oil Future October 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 |
53.19 |
52.75 |
-0.44 |
-0.8% |
55.85 |
High |
54.05 |
54.23 |
0.18 |
0.3% |
56.02 |
Low |
52.15 |
51.86 |
-0.29 |
-0.6% |
51.27 |
Close |
53.13 |
53.88 |
0.75 |
1.4% |
53.61 |
Range |
1.90 |
2.37 |
0.47 |
24.7% |
4.75 |
ATR |
1.90 |
1.94 |
0.03 |
1.8% |
0.00 |
Volume |
44,785 |
48,501 |
3,716 |
8.3% |
238,152 |
|
Daily Pivots for day following 14-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.43 |
59.53 |
55.18 |
|
R3 |
58.06 |
57.16 |
54.53 |
|
R2 |
55.69 |
55.69 |
54.31 |
|
R1 |
54.79 |
54.79 |
54.10 |
55.24 |
PP |
53.32 |
53.32 |
53.32 |
53.55 |
S1 |
52.42 |
52.42 |
53.66 |
52.87 |
S2 |
50.95 |
50.95 |
53.45 |
|
S3 |
48.58 |
50.05 |
53.23 |
|
S4 |
46.21 |
47.68 |
52.58 |
|
|
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 |
54.70 |
51.71 |
2.99 |
5.5% |
2.01 |
3.7% |
73% |
False |
False |
46,871 |
10 |
60.31 |
51.27 |
9.04 |
16.8% |
2.12 |
3.9% |
29% |
False |
False |
43,783 |
20 |
62.41 |
51.27 |
11.14 |
20.7% |
1.78 |
3.3% |
23% |
False |
False |
34,347 |
40 |
62.73 |
51.27 |
11.46 |
21.3% |
1.71 |
3.2% |
23% |
False |
False |
30,119 |
60 |
64.74 |
51.27 |
13.47 |
25.0% |
1.66 |
3.1% |
19% |
False |
False |
26,684 |
80 |
64.74 |
51.27 |
13.47 |
25.0% |
1.68 |
3.1% |
19% |
False |
False |
23,761 |
100 |
64.74 |
50.54 |
14.20 |
26.4% |
1.66 |
3.1% |
24% |
False |
False |
21,400 |
120 |
64.74 |
50.54 |
14.20 |
26.4% |
1.73 |
3.2% |
24% |
False |
False |
19,413 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.30 |
2.618 |
60.43 |
1.618 |
58.06 |
1.000 |
56.60 |
0.618 |
55.69 |
HIGH |
54.23 |
0.618 |
53.32 |
0.500 |
53.05 |
0.382 |
52.77 |
LOW |
51.86 |
0.618 |
50.40 |
1.000 |
49.49 |
1.618 |
48.03 |
2.618 |
45.66 |
4.250 |
41.79 |
|
|
Fisher Pivots for day following 14-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
53.60 |
53.68 |
PP |
53.32 |
53.48 |
S1 |
53.05 |
53.28 |
|