NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 09-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2015 |
09-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
54.50 |
53.58 |
-0.92 |
-1.7% |
60.10 |
High |
54.53 |
55.25 |
0.72 |
1.3% |
61.00 |
Low |
52.69 |
53.29 |
0.60 |
1.1% |
57.98 |
Close |
53.46 |
54.60 |
1.14 |
2.1% |
58.45 |
Range |
1.84 |
1.96 |
0.12 |
6.5% |
3.02 |
ATR |
1.87 |
1.88 |
0.01 |
0.3% |
0.00 |
Volume |
80,362 |
84,081 |
3,719 |
4.6% |
193,756 |
|
Daily Pivots for day following 09-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.26 |
59.39 |
55.68 |
|
R3 |
58.30 |
57.43 |
55.14 |
|
R2 |
56.34 |
56.34 |
54.96 |
|
R1 |
55.47 |
55.47 |
54.78 |
55.91 |
PP |
54.38 |
54.38 |
54.38 |
54.60 |
S1 |
53.51 |
53.51 |
54.42 |
53.95 |
S2 |
52.42 |
52.42 |
54.24 |
|
S3 |
50.46 |
51.55 |
54.06 |
|
S4 |
48.50 |
49.59 |
53.52 |
|
|
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 |
59.42 |
52.13 |
7.29 |
13.4% |
2.21 |
4.1% |
34% |
False |
False |
77,367 |
10 |
61.70 |
52.13 |
9.57 |
17.5% |
1.81 |
3.3% |
26% |
False |
False |
58,242 |
20 |
62.98 |
52.13 |
10.85 |
19.9% |
1.60 |
2.9% |
23% |
False |
False |
52,320 |
40 |
64.39 |
52.13 |
12.26 |
22.5% |
1.64 |
3.0% |
20% |
False |
False |
51,382 |
60 |
65.38 |
52.13 |
13.25 |
24.3% |
1.65 |
3.0% |
19% |
False |
False |
53,397 |
80 |
65.38 |
51.95 |
13.43 |
24.6% |
1.73 |
3.2% |
20% |
False |
False |
51,562 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.58 |
2.618 |
60.38 |
1.618 |
58.42 |
1.000 |
57.21 |
0.618 |
56.46 |
HIGH |
55.25 |
0.618 |
54.50 |
0.500 |
54.27 |
0.382 |
54.04 |
LOW |
53.29 |
0.618 |
52.08 |
1.000 |
51.33 |
1.618 |
50.12 |
2.618 |
48.16 |
4.250 |
44.96 |
|
|
Fisher Pivots for day following 09-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
54.49 |
54.30 |
PP |
54.38 |
53.99 |
S1 |
54.27 |
53.69 |
|