NYMEX Light Sweet Crude Oil Future October 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 |
52.27 |
51.58 |
-0.69 |
-1.3% |
53.19 |
High |
52.88 |
51.91 |
-0.97 |
-1.8% |
54.28 |
Low |
51.55 |
50.89 |
-0.66 |
-1.3% |
50.89 |
Close |
51.62 |
51.58 |
-0.04 |
-0.1% |
51.58 |
Range |
1.33 |
1.02 |
-0.31 |
-23.3% |
3.39 |
ATR |
1.92 |
1.85 |
-0.06 |
-3.3% |
0.00 |
Volume |
48,426 |
46,796 |
-1,630 |
-3.4% |
251,524 |
|
Daily Pivots for day following 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.52 |
54.07 |
52.14 |
|
R3 |
53.50 |
53.05 |
51.86 |
|
R2 |
52.48 |
52.48 |
51.77 |
|
R1 |
52.03 |
52.03 |
51.67 |
52.09 |
PP |
51.46 |
51.46 |
51.46 |
51.49 |
S1 |
51.01 |
51.01 |
51.49 |
51.07 |
S2 |
50.44 |
50.44 |
51.39 |
|
S3 |
49.42 |
49.99 |
51.30 |
|
S4 |
48.40 |
48.97 |
51.02 |
|
|
Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.42 |
60.39 |
53.44 |
|
R3 |
59.03 |
57.00 |
52.51 |
|
R2 |
55.64 |
55.64 |
52.20 |
|
R1 |
53.61 |
53.61 |
51.89 |
52.93 |
PP |
52.25 |
52.25 |
52.25 |
51.91 |
S1 |
50.22 |
50.22 |
51.27 |
49.54 |
S2 |
48.86 |
48.86 |
50.96 |
|
S3 |
45.47 |
46.83 |
50.65 |
|
S4 |
42.08 |
43.44 |
49.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
54.28 |
50.89 |
3.39 |
6.6% |
1.78 |
3.5% |
20% |
False |
True |
50,304 |
10 |
56.02 |
50.89 |
5.13 |
9.9% |
2.05 |
4.0% |
13% |
False |
True |
48,967 |
20 |
62.11 |
50.89 |
11.22 |
21.8% |
1.78 |
3.4% |
6% |
False |
True |
37,985 |
40 |
62.65 |
50.89 |
11.76 |
22.8% |
1.70 |
3.3% |
6% |
False |
True |
32,871 |
60 |
64.74 |
50.89 |
13.85 |
26.9% |
1.65 |
3.2% |
5% |
False |
True |
28,603 |
80 |
64.74 |
50.89 |
13.85 |
26.9% |
1.68 |
3.3% |
5% |
False |
True |
25,391 |
100 |
64.74 |
50.54 |
14.20 |
27.5% |
1.66 |
3.2% |
7% |
False |
False |
22,624 |
120 |
64.74 |
50.54 |
14.20 |
27.5% |
1.74 |
3.4% |
7% |
False |
False |
20,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.25 |
2.618 |
54.58 |
1.618 |
53.56 |
1.000 |
52.93 |
0.618 |
52.54 |
HIGH |
51.91 |
0.618 |
51.52 |
0.500 |
51.40 |
0.382 |
51.28 |
LOW |
50.89 |
0.618 |
50.26 |
1.000 |
49.87 |
1.618 |
49.24 |
2.618 |
48.22 |
4.250 |
46.56 |
|
|
Fisher Pivots for day following 17-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
51.52 |
52.59 |
PP |
51.46 |
52.25 |
S1 |
51.40 |
51.92 |
|