NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 15-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2015 |
15-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
53.35 |
54.78 |
1.43 |
2.7% |
56.44 |
High |
54.71 |
54.78 |
0.07 |
0.1% |
56.44 |
Low |
52.44 |
52.52 |
0.08 |
0.2% |
51.69 |
Close |
54.41 |
52.72 |
-1.69 |
-3.1% |
54.13 |
Range |
2.27 |
2.26 |
-0.01 |
-0.4% |
4.75 |
ATR |
1.89 |
1.91 |
0.03 |
1.4% |
0.00 |
Volume |
25,349 |
31,782 |
6,433 |
25.4% |
142,173 |
|
Daily Pivots for day following 15-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.12 |
58.68 |
53.96 |
|
R3 |
57.86 |
56.42 |
53.34 |
|
R2 |
55.60 |
55.60 |
53.13 |
|
R1 |
54.16 |
54.16 |
52.93 |
53.75 |
PP |
53.34 |
53.34 |
53.34 |
53.14 |
S1 |
51.90 |
51.90 |
52.51 |
51.49 |
S2 |
51.08 |
51.08 |
52.31 |
|
S3 |
48.82 |
49.64 |
52.10 |
|
S4 |
46.56 |
47.38 |
51.48 |
|
|
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 |
52.44 |
2.62 |
5.0% |
2.03 |
3.8% |
11% |
False |
False |
27,404 |
10 |
60.08 |
51.69 |
8.39 |
15.9% |
2.15 |
4.1% |
12% |
False |
False |
26,530 |
20 |
62.68 |
51.69 |
10.99 |
20.8% |
1.81 |
3.4% |
9% |
False |
False |
22,294 |
40 |
62.87 |
51.69 |
11.18 |
21.2% |
1.67 |
3.2% |
9% |
False |
False |
20,397 |
60 |
65.03 |
51.69 |
13.34 |
25.3% |
1.60 |
3.0% |
8% |
False |
False |
17,832 |
80 |
65.03 |
51.69 |
13.34 |
25.3% |
1.61 |
3.1% |
8% |
False |
False |
15,817 |
100 |
65.03 |
51.33 |
13.70 |
26.0% |
1.59 |
3.0% |
10% |
False |
False |
14,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.39 |
2.618 |
60.70 |
1.618 |
58.44 |
1.000 |
57.04 |
0.618 |
56.18 |
HIGH |
54.78 |
0.618 |
53.92 |
0.500 |
53.65 |
0.382 |
53.38 |
LOW |
52.52 |
0.618 |
51.12 |
1.000 |
50.26 |
1.618 |
48.86 |
2.618 |
46.60 |
4.250 |
42.92 |
|
|
Fisher Pivots for day following 15-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
53.65 |
53.61 |
PP |
53.34 |
53.31 |
S1 |
53.03 |
53.02 |
|