NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 07-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2015 |
07-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
56.85 |
54.24 |
-2.61 |
-4.6% |
60.10 |
High |
56.92 |
54.90 |
-2.02 |
-3.5% |
61.00 |
Low |
53.87 |
52.13 |
-1.74 |
-3.2% |
57.98 |
Close |
54.00 |
53.90 |
-0.10 |
-0.2% |
58.45 |
Range |
3.05 |
2.77 |
-0.28 |
-9.2% |
3.02 |
ATR |
1.80 |
1.87 |
0.07 |
3.8% |
0.00 |
Volume |
58,297 |
84,188 |
25,891 |
44.4% |
193,756 |
|
Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.95 |
60.70 |
55.42 |
|
R3 |
59.18 |
57.93 |
54.66 |
|
R2 |
56.41 |
56.41 |
54.41 |
|
R1 |
55.16 |
55.16 |
54.15 |
54.40 |
PP |
53.64 |
53.64 |
53.64 |
53.27 |
S1 |
52.39 |
52.39 |
53.65 |
51.63 |
S2 |
50.87 |
50.87 |
53.39 |
|
S3 |
48.10 |
49.62 |
53.14 |
|
S4 |
45.33 |
46.85 |
52.38 |
|
|
Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.20 |
66.35 |
60.11 |
|
R3 |
65.18 |
63.33 |
59.28 |
|
R2 |
62.16 |
62.16 |
59.00 |
|
R1 |
60.31 |
60.31 |
58.73 |
59.73 |
PP |
59.14 |
59.14 |
59.14 |
58.85 |
S1 |
57.29 |
57.29 |
58.17 |
56.71 |
S2 |
56.12 |
56.12 |
57.90 |
|
S3 |
53.10 |
54.27 |
57.62 |
|
S4 |
50.08 |
51.25 |
56.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61.00 |
52.13 |
8.87 |
16.5% |
2.18 |
4.0% |
20% |
False |
True |
60,929 |
10 |
62.80 |
52.13 |
10.67 |
19.8% |
1.77 |
3.3% |
17% |
False |
True |
51,939 |
20 |
63.12 |
52.13 |
10.99 |
20.4% |
1.58 |
2.9% |
16% |
False |
True |
48,122 |
40 |
64.39 |
52.13 |
12.26 |
22.7% |
1.62 |
3.0% |
14% |
False |
True |
49,496 |
60 |
65.38 |
52.13 |
13.25 |
24.6% |
1.62 |
3.0% |
13% |
False |
True |
52,110 |
80 |
65.38 |
51.95 |
13.43 |
24.9% |
1.73 |
3.2% |
15% |
False |
False |
50,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.67 |
2.618 |
62.15 |
1.618 |
59.38 |
1.000 |
57.67 |
0.618 |
56.61 |
HIGH |
54.90 |
0.618 |
53.84 |
0.500 |
53.52 |
0.382 |
53.19 |
LOW |
52.13 |
0.618 |
50.42 |
1.000 |
49.36 |
1.618 |
47.65 |
2.618 |
44.88 |
4.250 |
40.36 |
|
|
Fisher Pivots for day following 07-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
53.77 |
55.78 |
PP |
53.64 |
55.15 |
S1 |
53.52 |
54.53 |
|