NYMEX Light Sweet Crude Oil Future December 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 |
54.04 |
55.14 |
1.10 |
2.0% |
56.85 |
High |
55.27 |
55.30 |
0.03 |
0.1% |
56.92 |
Low |
52.97 |
53.06 |
0.09 |
0.2% |
52.13 |
Close |
54.98 |
53.27 |
-1.71 |
-3.1% |
54.68 |
Range |
2.30 |
2.24 |
-0.06 |
-2.6% |
4.79 |
ATR |
1.91 |
1.94 |
0.02 |
1.2% |
0.00 |
Volume |
55,282 |
84,820 |
29,538 |
53.4% |
372,091 |
|
Daily Pivots for day following 15-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.60 |
59.17 |
54.50 |
|
R3 |
58.36 |
56.93 |
53.89 |
|
R2 |
56.12 |
56.12 |
53.68 |
|
R1 |
54.69 |
54.69 |
53.48 |
54.29 |
PP |
53.88 |
53.88 |
53.88 |
53.67 |
S1 |
52.45 |
52.45 |
53.06 |
52.05 |
S2 |
51.64 |
51.64 |
52.86 |
|
S3 |
49.40 |
50.21 |
52.65 |
|
S4 |
47.16 |
47.97 |
52.04 |
|
|
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 |
55.70 |
52.97 |
2.73 |
5.1% |
2.07 |
3.9% |
11% |
False |
False |
69,424 |
10 |
60.26 |
52.13 |
8.13 |
15.3% |
2.14 |
4.0% |
14% |
False |
False |
70,121 |
20 |
62.98 |
52.13 |
10.85 |
20.4% |
1.83 |
3.4% |
11% |
False |
False |
56,915 |
40 |
63.12 |
52.13 |
10.99 |
20.6% |
1.70 |
3.2% |
10% |
False |
False |
53,328 |
60 |
65.38 |
52.13 |
13.25 |
24.9% |
1.65 |
3.1% |
9% |
False |
False |
53,147 |
80 |
65.38 |
52.13 |
13.25 |
24.9% |
1.71 |
3.2% |
9% |
False |
False |
52,439 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.82 |
2.618 |
61.16 |
1.618 |
58.92 |
1.000 |
57.54 |
0.618 |
56.68 |
HIGH |
55.30 |
0.618 |
54.44 |
0.500 |
54.18 |
0.382 |
53.92 |
LOW |
53.06 |
0.618 |
51.68 |
1.000 |
50.82 |
1.618 |
49.44 |
2.618 |
47.20 |
4.250 |
43.54 |
|
|
Fisher Pivots for day following 15-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
54.18 |
54.14 |
PP |
53.88 |
53.85 |
S1 |
53.57 |
53.56 |
|