NYMEX Light Sweet Crude Oil Future December 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 |
55.14 |
53.27 |
-1.87 |
-3.4% |
56.85 |
High |
55.30 |
53.94 |
-1.36 |
-2.5% |
56.92 |
Low |
53.06 |
52.67 |
-0.39 |
-0.7% |
52.13 |
Close |
53.27 |
52.74 |
-0.53 |
-1.0% |
54.68 |
Range |
2.24 |
1.27 |
-0.97 |
-43.3% |
4.79 |
ATR |
1.94 |
1.89 |
-0.05 |
-2.5% |
0.00 |
Volume |
84,820 |
62,598 |
-22,222 |
-26.2% |
372,091 |
|
Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.93 |
56.10 |
53.44 |
|
R3 |
55.66 |
54.83 |
53.09 |
|
R2 |
54.39 |
54.39 |
52.97 |
|
R1 |
53.56 |
53.56 |
52.86 |
53.34 |
PP |
53.12 |
53.12 |
53.12 |
53.01 |
S1 |
52.29 |
52.29 |
52.62 |
52.07 |
S2 |
51.85 |
51.85 |
52.51 |
|
S3 |
50.58 |
51.02 |
52.39 |
|
S4 |
49.31 |
49.75 |
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 |
52.67 |
3.03 |
5.7% |
1.93 |
3.7% |
2% |
False |
True |
65,127 |
10 |
59.42 |
52.13 |
7.29 |
13.8% |
2.07 |
3.9% |
8% |
False |
False |
71,247 |
20 |
62.80 |
52.13 |
10.67 |
20.2% |
1.78 |
3.4% |
6% |
False |
False |
57,834 |
40 |
63.12 |
52.13 |
10.99 |
20.8% |
1.68 |
3.2% |
6% |
False |
False |
54,170 |
60 |
65.38 |
52.13 |
13.25 |
25.1% |
1.65 |
3.1% |
5% |
False |
False |
53,486 |
80 |
65.38 |
52.13 |
13.25 |
25.1% |
1.71 |
3.2% |
5% |
False |
False |
52,862 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.34 |
2.618 |
57.26 |
1.618 |
55.99 |
1.000 |
55.21 |
0.618 |
54.72 |
HIGH |
53.94 |
0.618 |
53.45 |
0.500 |
53.31 |
0.382 |
53.16 |
LOW |
52.67 |
0.618 |
51.89 |
1.000 |
51.40 |
1.618 |
50.62 |
2.618 |
49.35 |
4.250 |
47.27 |
|
|
Fisher Pivots for day following 16-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
53.31 |
53.99 |
PP |
53.12 |
53.57 |
S1 |
52.93 |
53.16 |
|