NYMEX Light Sweet Crude Oil Future October 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 |
54.09 |
52.27 |
-1.82 |
-3.4% |
55.85 |
High |
54.28 |
52.88 |
-1.40 |
-2.6% |
56.02 |
Low |
51.98 |
51.55 |
-0.43 |
-0.8% |
51.27 |
Close |
52.19 |
51.62 |
-0.57 |
-1.1% |
53.61 |
Range |
2.30 |
1.33 |
-0.97 |
-42.2% |
4.75 |
ATR |
1.96 |
1.92 |
-0.05 |
-2.3% |
0.00 |
Volume |
63,016 |
48,426 |
-14,590 |
-23.2% |
238,152 |
|
Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.01 |
55.14 |
52.35 |
|
R3 |
54.68 |
53.81 |
51.99 |
|
R2 |
53.35 |
53.35 |
51.86 |
|
R1 |
52.48 |
52.48 |
51.74 |
52.25 |
PP |
52.02 |
52.02 |
52.02 |
51.90 |
S1 |
51.15 |
51.15 |
51.50 |
50.92 |
S2 |
50.69 |
50.69 |
51.38 |
|
S3 |
49.36 |
49.82 |
51.25 |
|
S4 |
48.03 |
48.49 |
50.89 |
|
|
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 |
51.55 |
3.15 |
6.1% |
1.96 |
3.8% |
2% |
False |
True |
48,609 |
10 |
58.60 |
51.27 |
7.33 |
14.2% |
2.10 |
4.1% |
5% |
False |
False |
48,847 |
20 |
62.11 |
51.27 |
10.84 |
21.0% |
1.80 |
3.5% |
3% |
False |
False |
37,898 |
40 |
62.65 |
51.27 |
11.38 |
22.0% |
1.70 |
3.3% |
3% |
False |
False |
32,127 |
60 |
64.74 |
51.27 |
13.47 |
26.1% |
1.66 |
3.2% |
3% |
False |
False |
28,034 |
80 |
64.74 |
51.27 |
13.47 |
26.1% |
1.68 |
3.3% |
3% |
False |
False |
24,916 |
100 |
64.74 |
50.54 |
14.20 |
27.5% |
1.67 |
3.2% |
8% |
False |
False |
22,298 |
120 |
64.74 |
50.54 |
14.20 |
27.5% |
1.74 |
3.4% |
8% |
False |
False |
20,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.53 |
2.618 |
56.36 |
1.618 |
55.03 |
1.000 |
54.21 |
0.618 |
53.70 |
HIGH |
52.88 |
0.618 |
52.37 |
0.500 |
52.22 |
0.382 |
52.06 |
LOW |
51.55 |
0.618 |
50.73 |
1.000 |
50.22 |
1.618 |
49.40 |
2.618 |
48.07 |
4.250 |
45.90 |
|
|
Fisher Pivots for day following 16-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
52.22 |
52.92 |
PP |
52.02 |
52.48 |
S1 |
51.82 |
52.05 |
|