NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 10-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2015 |
10-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
53.58 |
54.50 |
0.92 |
1.7% |
56.85 |
High |
55.25 |
55.70 |
0.45 |
0.8% |
56.92 |
Low |
53.29 |
53.76 |
0.47 |
0.9% |
52.13 |
Close |
54.60 |
54.68 |
0.08 |
0.1% |
54.68 |
Range |
1.96 |
1.94 |
-0.02 |
-1.0% |
4.79 |
ATR |
1.88 |
1.88 |
0.00 |
0.2% |
0.00 |
Volume |
84,081 |
65,163 |
-18,918 |
-22.5% |
372,091 |
|
Daily Pivots for day following 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.53 |
59.55 |
55.75 |
|
R3 |
58.59 |
57.61 |
55.21 |
|
R2 |
56.65 |
56.65 |
55.04 |
|
R1 |
55.67 |
55.67 |
54.86 |
56.16 |
PP |
54.71 |
54.71 |
54.71 |
54.96 |
S1 |
53.73 |
53.73 |
54.50 |
54.22 |
S2 |
52.77 |
52.77 |
54.32 |
|
S3 |
50.83 |
51.79 |
54.15 |
|
S4 |
48.89 |
49.85 |
53.61 |
|
|
Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.95 |
66.60 |
57.31 |
|
R3 |
64.16 |
61.81 |
56.00 |
|
R2 |
59.37 |
59.37 |
55.56 |
|
R1 |
57.02 |
57.02 |
55.12 |
55.80 |
PP |
54.58 |
54.58 |
54.58 |
53.97 |
S1 |
52.23 |
52.23 |
54.24 |
51.01 |
S2 |
49.79 |
49.79 |
53.80 |
|
S3 |
45.00 |
47.44 |
53.36 |
|
S4 |
40.21 |
42.65 |
52.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
56.92 |
52.13 |
4.79 |
8.8% |
2.31 |
4.2% |
53% |
False |
False |
74,418 |
10 |
61.20 |
52.13 |
9.07 |
16.6% |
1.90 |
3.5% |
28% |
False |
False |
59,632 |
20 |
62.98 |
52.13 |
10.85 |
19.8% |
1.65 |
3.0% |
24% |
False |
False |
52,438 |
40 |
63.65 |
52.13 |
11.52 |
21.1% |
1.65 |
3.0% |
22% |
False |
False |
51,871 |
60 |
65.38 |
52.13 |
13.25 |
24.2% |
1.64 |
3.0% |
19% |
False |
False |
53,597 |
80 |
65.38 |
51.95 |
13.43 |
24.6% |
1.73 |
3.2% |
20% |
False |
False |
51,894 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.95 |
2.618 |
60.78 |
1.618 |
58.84 |
1.000 |
57.64 |
0.618 |
56.90 |
HIGH |
55.70 |
0.618 |
54.96 |
0.500 |
54.73 |
0.382 |
54.50 |
LOW |
53.76 |
0.618 |
52.56 |
1.000 |
51.82 |
1.618 |
50.62 |
2.618 |
48.68 |
4.250 |
45.52 |
|
|
Fisher Pivots for day following 10-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
54.73 |
54.52 |
PP |
54.71 |
54.36 |
S1 |
54.70 |
54.20 |
|