NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 13-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2015 |
13-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
53.99 |
53.65 |
-0.34 |
-0.6% |
56.44 |
High |
55.06 |
54.57 |
-0.49 |
-0.9% |
56.44 |
Low |
53.29 |
52.66 |
-0.63 |
-1.2% |
51.69 |
Close |
54.13 |
53.68 |
-0.45 |
-0.8% |
54.13 |
Range |
1.77 |
1.91 |
0.14 |
7.9% |
4.75 |
ATR |
1.85 |
1.86 |
0.00 |
0.2% |
0.00 |
Volume |
26,516 |
24,007 |
-2,509 |
-9.5% |
142,173 |
|
Daily Pivots for day following 13-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.37 |
58.43 |
54.73 |
|
R3 |
57.46 |
56.52 |
54.21 |
|
R2 |
55.55 |
55.55 |
54.03 |
|
R1 |
54.61 |
54.61 |
53.86 |
55.08 |
PP |
53.64 |
53.64 |
53.64 |
53.87 |
S1 |
52.70 |
52.70 |
53.50 |
53.17 |
S2 |
51.73 |
51.73 |
53.33 |
|
S3 |
49.82 |
50.79 |
53.15 |
|
S4 |
47.91 |
48.88 |
52.63 |
|
|
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 |
55.06 |
51.69 |
3.37 |
6.3% |
2.05 |
3.8% |
59% |
False |
False |
28,053 |
10 |
60.65 |
51.69 |
8.96 |
16.7% |
1.97 |
3.7% |
22% |
False |
False |
23,345 |
20 |
62.68 |
51.69 |
10.99 |
20.5% |
1.68 |
3.1% |
18% |
False |
False |
20,686 |
40 |
63.00 |
51.69 |
11.31 |
21.1% |
1.64 |
3.1% |
18% |
False |
False |
19,450 |
60 |
65.03 |
51.69 |
13.34 |
24.9% |
1.57 |
2.9% |
15% |
False |
False |
17,209 |
80 |
65.03 |
51.69 |
13.34 |
24.9% |
1.60 |
3.0% |
15% |
False |
False |
15,385 |
100 |
65.03 |
51.33 |
13.70 |
25.5% |
1.57 |
2.9% |
17% |
False |
False |
13,740 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.69 |
2.618 |
59.57 |
1.618 |
57.66 |
1.000 |
56.48 |
0.618 |
55.75 |
HIGH |
54.57 |
0.618 |
53.84 |
0.500 |
53.62 |
0.382 |
53.39 |
LOW |
52.66 |
0.618 |
51.48 |
1.000 |
50.75 |
1.618 |
49.57 |
2.618 |
47.66 |
4.250 |
44.54 |
|
|
Fisher Pivots for day following 13-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
53.66 |
53.86 |
PP |
53.64 |
53.80 |
S1 |
53.62 |
53.74 |
|