NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 14-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2015 |
14-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
53.65 |
53.35 |
-0.30 |
-0.6% |
56.44 |
High |
54.57 |
54.71 |
0.14 |
0.3% |
56.44 |
Low |
52.66 |
52.44 |
-0.22 |
-0.4% |
51.69 |
Close |
53.68 |
54.41 |
0.73 |
1.4% |
54.13 |
Range |
1.91 |
2.27 |
0.36 |
18.8% |
4.75 |
ATR |
1.86 |
1.89 |
0.03 |
1.6% |
0.00 |
Volume |
24,007 |
25,349 |
1,342 |
5.6% |
142,173 |
|
Daily Pivots for day following 14-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.66 |
59.81 |
55.66 |
|
R3 |
58.39 |
57.54 |
55.03 |
|
R2 |
56.12 |
56.12 |
54.83 |
|
R1 |
55.27 |
55.27 |
54.62 |
55.70 |
PP |
53.85 |
53.85 |
53.85 |
54.07 |
S1 |
53.00 |
53.00 |
54.20 |
53.43 |
S2 |
51.58 |
51.58 |
53.99 |
|
S3 |
49.31 |
50.73 |
53.79 |
|
S4 |
47.04 |
48.46 |
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 |
55.06 |
52.17 |
2.89 |
5.3% |
1.95 |
3.6% |
78% |
False |
False |
26,507 |
10 |
60.65 |
51.69 |
8.96 |
16.5% |
2.08 |
3.8% |
30% |
False |
False |
24,645 |
20 |
62.68 |
51.69 |
10.99 |
20.2% |
1.74 |
3.2% |
25% |
False |
False |
21,353 |
40 |
63.00 |
51.69 |
11.31 |
20.8% |
1.66 |
3.1% |
24% |
False |
False |
19,868 |
60 |
65.03 |
51.69 |
13.34 |
24.5% |
1.59 |
2.9% |
20% |
False |
False |
17,438 |
80 |
65.03 |
51.69 |
13.34 |
24.5% |
1.61 |
3.0% |
20% |
False |
False |
15,528 |
100 |
65.03 |
51.33 |
13.70 |
25.2% |
1.57 |
2.9% |
22% |
False |
False |
13,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.36 |
2.618 |
60.65 |
1.618 |
58.38 |
1.000 |
56.98 |
0.618 |
56.11 |
HIGH |
54.71 |
0.618 |
53.84 |
0.500 |
53.58 |
0.382 |
53.31 |
LOW |
52.44 |
0.618 |
51.04 |
1.000 |
50.17 |
1.618 |
48.77 |
2.618 |
46.50 |
4.250 |
42.79 |
|
|
Fisher Pivots for day following 14-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
54.13 |
54.19 |
PP |
53.85 |
53.97 |
S1 |
53.58 |
53.75 |
|