NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 07-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2015 |
07-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
56.44 |
53.79 |
-2.65 |
-4.7% |
59.86 |
High |
56.44 |
54.45 |
-1.99 |
-3.5% |
60.65 |
Low |
53.42 |
51.69 |
-1.73 |
-3.2% |
57.54 |
Close |
53.54 |
53.44 |
-0.10 |
-0.2% |
58.01 |
Range |
3.02 |
2.76 |
-0.26 |
-8.6% |
3.11 |
ATR |
1.78 |
1.85 |
0.07 |
3.9% |
0.00 |
Volume |
25,911 |
33,082 |
7,171 |
27.7% |
67,279 |
|
Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.47 |
60.22 |
54.96 |
|
R3 |
58.71 |
57.46 |
54.20 |
|
R2 |
55.95 |
55.95 |
53.95 |
|
R1 |
54.70 |
54.70 |
53.69 |
53.95 |
PP |
53.19 |
53.19 |
53.19 |
52.82 |
S1 |
51.94 |
51.94 |
53.19 |
51.19 |
S2 |
50.43 |
50.43 |
52.93 |
|
S3 |
47.67 |
49.18 |
52.68 |
|
S4 |
44.91 |
46.42 |
51.92 |
|
|
Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.06 |
66.15 |
59.72 |
|
R3 |
64.95 |
63.04 |
58.87 |
|
R2 |
61.84 |
61.84 |
58.58 |
|
R1 |
59.93 |
59.93 |
58.30 |
59.33 |
PP |
58.73 |
58.73 |
58.73 |
58.44 |
S1 |
56.82 |
56.82 |
57.72 |
56.22 |
S2 |
55.62 |
55.62 |
57.44 |
|
S3 |
52.51 |
53.71 |
57.15 |
|
S4 |
49.40 |
50.60 |
56.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
60.65 |
51.69 |
8.96 |
16.8% |
2.20 |
4.1% |
20% |
False |
True |
22,782 |
10 |
62.41 |
51.69 |
10.72 |
20.1% |
1.77 |
3.3% |
16% |
False |
True |
19,988 |
20 |
62.87 |
51.69 |
11.18 |
20.9% |
1.57 |
2.9% |
16% |
False |
True |
19,050 |
40 |
64.04 |
51.69 |
12.35 |
23.1% |
1.59 |
3.0% |
14% |
False |
True |
18,172 |
60 |
65.03 |
51.69 |
13.34 |
25.0% |
1.55 |
2.9% |
13% |
False |
True |
16,239 |
80 |
65.03 |
51.33 |
13.70 |
25.6% |
1.61 |
3.0% |
15% |
False |
False |
14,379 |
100 |
65.03 |
51.33 |
13.70 |
25.6% |
1.56 |
2.9% |
15% |
False |
False |
12,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.18 |
2.618 |
61.68 |
1.618 |
58.92 |
1.000 |
57.21 |
0.618 |
56.16 |
HIGH |
54.45 |
0.618 |
53.40 |
0.500 |
53.07 |
0.382 |
52.74 |
LOW |
51.69 |
0.618 |
49.98 |
1.000 |
48.93 |
1.618 |
47.22 |
2.618 |
44.46 |
4.250 |
39.96 |
|
|
Fisher Pivots for day following 07-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
53.32 |
55.35 |
PP |
53.19 |
54.71 |
S1 |
53.07 |
54.08 |
|