NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 09-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2015 |
09-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
54.07 |
53.07 |
-1.00 |
-1.8% |
59.86 |
High |
54.07 |
54.77 |
0.70 |
1.3% |
60.65 |
Low |
52.17 |
52.85 |
0.68 |
1.3% |
57.54 |
Close |
52.93 |
54.08 |
1.15 |
2.2% |
58.01 |
Range |
1.90 |
1.92 |
0.02 |
1.1% |
3.11 |
ATR |
1.85 |
1.86 |
0.00 |
0.3% |
0.00 |
Volume |
27,295 |
29,369 |
2,074 |
7.6% |
67,279 |
|
Daily Pivots for day following 09-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.66 |
58.79 |
55.14 |
|
R3 |
57.74 |
56.87 |
54.61 |
|
R2 |
55.82 |
55.82 |
54.43 |
|
R1 |
54.95 |
54.95 |
54.26 |
55.39 |
PP |
53.90 |
53.90 |
53.90 |
54.12 |
S1 |
53.03 |
53.03 |
53.90 |
53.47 |
S2 |
51.98 |
51.98 |
53.73 |
|
S3 |
50.06 |
51.11 |
53.55 |
|
S4 |
48.14 |
49.19 |
53.02 |
|
|
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 |
59.00 |
51.69 |
7.31 |
13.5% |
2.21 |
4.1% |
33% |
False |
False |
28,039 |
10 |
61.32 |
51.69 |
9.63 |
17.8% |
1.81 |
3.4% |
25% |
False |
False |
20,717 |
20 |
62.68 |
51.69 |
10.99 |
20.3% |
1.58 |
2.9% |
22% |
False |
False |
20,224 |
40 |
64.04 |
51.69 |
12.35 |
22.8% |
1.62 |
3.0% |
19% |
False |
False |
18,834 |
60 |
65.03 |
51.69 |
13.34 |
24.7% |
1.59 |
2.9% |
18% |
False |
False |
16,869 |
80 |
65.03 |
51.33 |
13.70 |
25.3% |
1.61 |
3.0% |
20% |
False |
False |
14,886 |
100 |
65.03 |
51.33 |
13.70 |
25.3% |
1.57 |
2.9% |
20% |
False |
False |
13,353 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.93 |
2.618 |
59.80 |
1.618 |
57.88 |
1.000 |
56.69 |
0.618 |
55.96 |
HIGH |
54.77 |
0.618 |
54.04 |
0.500 |
53.81 |
0.382 |
53.58 |
LOW |
52.85 |
0.618 |
51.66 |
1.000 |
50.93 |
1.618 |
49.74 |
2.618 |
47.82 |
4.250 |
44.69 |
|
|
Fisher Pivots for day following 09-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
53.99 |
53.80 |
PP |
53.90 |
53.51 |
S1 |
53.81 |
53.23 |
|