NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 16-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2015 |
16-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
54.78 |
52.88 |
-1.90 |
-3.5% |
56.44 |
High |
54.78 |
53.42 |
-1.36 |
-2.5% |
56.44 |
Low |
52.52 |
52.10 |
-0.42 |
-0.8% |
51.69 |
Close |
52.72 |
52.17 |
-0.55 |
-1.0% |
54.13 |
Range |
2.26 |
1.32 |
-0.94 |
-41.6% |
4.75 |
ATR |
1.91 |
1.87 |
-0.04 |
-2.2% |
0.00 |
Volume |
31,782 |
26,082 |
-5,700 |
-17.9% |
142,173 |
|
Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.52 |
55.67 |
52.90 |
|
R3 |
55.20 |
54.35 |
52.53 |
|
R2 |
53.88 |
53.88 |
52.41 |
|
R1 |
53.03 |
53.03 |
52.29 |
52.80 |
PP |
52.56 |
52.56 |
52.56 |
52.45 |
S1 |
51.71 |
51.71 |
52.05 |
51.48 |
S2 |
51.24 |
51.24 |
51.93 |
|
S3 |
49.92 |
50.39 |
51.81 |
|
S4 |
48.60 |
49.07 |
51.44 |
|
|
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 |
52.10 |
2.96 |
5.7% |
1.91 |
3.7% |
2% |
False |
True |
26,747 |
10 |
59.00 |
51.69 |
7.31 |
14.0% |
2.06 |
3.9% |
7% |
False |
False |
27,393 |
20 |
62.41 |
51.69 |
10.72 |
20.5% |
1.76 |
3.4% |
4% |
False |
False |
22,861 |
40 |
62.87 |
51.69 |
11.18 |
21.4% |
1.65 |
3.2% |
4% |
False |
False |
20,841 |
60 |
65.03 |
51.69 |
13.34 |
25.6% |
1.60 |
3.1% |
4% |
False |
False |
18,094 |
80 |
65.03 |
51.69 |
13.34 |
25.6% |
1.61 |
3.1% |
4% |
False |
False |
16,079 |
100 |
65.03 |
51.33 |
13.70 |
26.3% |
1.59 |
3.0% |
6% |
False |
False |
14,360 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.03 |
2.618 |
56.88 |
1.618 |
55.56 |
1.000 |
54.74 |
0.618 |
54.24 |
HIGH |
53.42 |
0.618 |
52.92 |
0.500 |
52.76 |
0.382 |
52.60 |
LOW |
52.10 |
0.618 |
51.28 |
1.000 |
50.78 |
1.618 |
49.96 |
2.618 |
48.64 |
4.250 |
46.49 |
|
|
Fisher Pivots for day following 16-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
52.76 |
53.44 |
PP |
52.56 |
53.02 |
S1 |
52.37 |
52.59 |
|