NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 17-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2015 |
17-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
53.27 |
52.74 |
-0.53 |
-1.0% |
54.25 |
High |
53.94 |
53.03 |
-0.91 |
-1.7% |
55.30 |
Low |
52.67 |
52.00 |
-0.67 |
-1.3% |
52.00 |
Close |
52.74 |
52.70 |
-0.04 |
-0.1% |
52.70 |
Range |
1.27 |
1.03 |
-0.24 |
-18.9% |
3.30 |
ATR |
1.89 |
1.83 |
-0.06 |
-3.2% |
0.00 |
Volume |
62,598 |
53,546 |
-9,052 |
-14.5% |
314,021 |
|
Daily Pivots for day following 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.67 |
55.21 |
53.27 |
|
R3 |
54.64 |
54.18 |
52.98 |
|
R2 |
53.61 |
53.61 |
52.89 |
|
R1 |
53.15 |
53.15 |
52.79 |
52.87 |
PP |
52.58 |
52.58 |
52.58 |
52.43 |
S1 |
52.12 |
52.12 |
52.61 |
51.84 |
S2 |
51.55 |
51.55 |
52.51 |
|
S3 |
50.52 |
51.09 |
52.42 |
|
S4 |
49.49 |
50.06 |
52.13 |
|
|
Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.23 |
61.27 |
54.52 |
|
R3 |
59.93 |
57.97 |
53.61 |
|
R2 |
56.63 |
56.63 |
53.31 |
|
R1 |
54.67 |
54.67 |
53.00 |
54.00 |
PP |
53.33 |
53.33 |
53.33 |
53.00 |
S1 |
51.37 |
51.37 |
52.40 |
50.70 |
S2 |
50.03 |
50.03 |
52.10 |
|
S3 |
46.73 |
48.07 |
51.79 |
|
S4 |
43.43 |
44.77 |
50.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
55.30 |
52.00 |
3.30 |
6.3% |
1.75 |
3.3% |
21% |
False |
True |
62,804 |
10 |
56.92 |
52.00 |
4.92 |
9.3% |
2.03 |
3.9% |
14% |
False |
True |
68,611 |
20 |
62.80 |
52.00 |
10.80 |
20.5% |
1.76 |
3.3% |
6% |
False |
True |
56,579 |
40 |
63.12 |
52.00 |
11.12 |
21.1% |
1.68 |
3.2% |
6% |
False |
True |
54,321 |
60 |
65.38 |
52.00 |
13.38 |
25.4% |
1.64 |
3.1% |
5% |
False |
True |
53,727 |
80 |
65.38 |
52.00 |
13.38 |
25.4% |
1.70 |
3.2% |
5% |
False |
True |
53,275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.41 |
2.618 |
55.73 |
1.618 |
54.70 |
1.000 |
54.06 |
0.618 |
53.67 |
HIGH |
53.03 |
0.618 |
52.64 |
0.500 |
52.52 |
0.382 |
52.39 |
LOW |
52.00 |
0.618 |
51.36 |
1.000 |
50.97 |
1.618 |
50.33 |
2.618 |
49.30 |
4.250 |
47.62 |
|
|
Fisher Pivots for day following 17-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
52.64 |
53.65 |
PP |
52.58 |
53.33 |
S1 |
52.52 |
53.02 |
|