NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 10-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2015 |
10-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
53.07 |
53.99 |
0.92 |
1.7% |
56.44 |
High |
54.77 |
55.06 |
0.29 |
0.5% |
56.44 |
Low |
52.85 |
53.29 |
0.44 |
0.8% |
51.69 |
Close |
54.08 |
54.13 |
0.05 |
0.1% |
54.13 |
Range |
1.92 |
1.77 |
-0.15 |
-7.8% |
4.75 |
ATR |
1.86 |
1.85 |
-0.01 |
-0.3% |
0.00 |
Volume |
29,369 |
26,516 |
-2,853 |
-9.7% |
142,173 |
|
Daily Pivots for day following 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.47 |
58.57 |
55.10 |
|
R3 |
57.70 |
56.80 |
54.62 |
|
R2 |
55.93 |
55.93 |
54.45 |
|
R1 |
55.03 |
55.03 |
54.29 |
55.48 |
PP |
54.16 |
54.16 |
54.16 |
54.39 |
S1 |
53.26 |
53.26 |
53.97 |
53.71 |
S2 |
52.39 |
52.39 |
53.81 |
|
S3 |
50.62 |
51.49 |
53.64 |
|
S4 |
48.85 |
49.72 |
53.16 |
|
|
Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.34 |
65.98 |
56.74 |
|
R3 |
63.59 |
61.23 |
55.44 |
|
R2 |
58.84 |
58.84 |
55.00 |
|
R1 |
56.48 |
56.48 |
54.57 |
55.29 |
PP |
54.09 |
54.09 |
54.09 |
53.49 |
S1 |
51.73 |
51.73 |
53.69 |
50.54 |
S2 |
49.34 |
49.34 |
53.26 |
|
S3 |
44.59 |
46.98 |
52.82 |
|
S4 |
39.84 |
42.23 |
51.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
56.44 |
51.69 |
4.75 |
8.8% |
2.27 |
4.2% |
51% |
False |
False |
28,434 |
10 |
60.85 |
51.69 |
9.16 |
16.9% |
1.89 |
3.5% |
27% |
False |
False |
21,910 |
20 |
62.68 |
51.69 |
10.99 |
20.3% |
1.62 |
3.0% |
22% |
False |
False |
20,258 |
40 |
63.30 |
51.69 |
11.61 |
21.4% |
1.62 |
3.0% |
21% |
False |
False |
19,172 |
60 |
65.03 |
51.69 |
13.34 |
24.6% |
1.58 |
2.9% |
18% |
False |
False |
17,094 |
80 |
65.03 |
51.33 |
13.70 |
25.3% |
1.62 |
3.0% |
20% |
False |
False |
15,144 |
100 |
65.03 |
51.33 |
13.70 |
25.3% |
1.57 |
2.9% |
20% |
False |
False |
13,576 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.58 |
2.618 |
59.69 |
1.618 |
57.92 |
1.000 |
56.83 |
0.618 |
56.15 |
HIGH |
55.06 |
0.618 |
54.38 |
0.500 |
54.18 |
0.382 |
53.97 |
LOW |
53.29 |
0.618 |
52.20 |
1.000 |
51.52 |
1.618 |
50.43 |
2.618 |
48.66 |
4.250 |
45.77 |
|
|
Fisher Pivots for day following 10-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
54.18 |
53.96 |
PP |
54.16 |
53.79 |
S1 |
54.15 |
53.62 |
|