NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 20-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2015 |
20-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
52.74 |
52.55 |
-0.19 |
-0.4% |
54.25 |
High |
53.03 |
52.93 |
-0.10 |
-0.2% |
55.30 |
Low |
52.00 |
51.85 |
-0.15 |
-0.3% |
52.00 |
Close |
52.70 |
52.09 |
-0.61 |
-1.2% |
52.70 |
Range |
1.03 |
1.08 |
0.05 |
4.9% |
3.30 |
ATR |
1.83 |
1.77 |
-0.05 |
-2.9% |
0.00 |
Volume |
53,546 |
38,278 |
-15,268 |
-28.5% |
314,021 |
|
Daily Pivots for day following 20-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.53 |
54.89 |
52.68 |
|
R3 |
54.45 |
53.81 |
52.39 |
|
R2 |
53.37 |
53.37 |
52.29 |
|
R1 |
52.73 |
52.73 |
52.19 |
52.51 |
PP |
52.29 |
52.29 |
52.29 |
52.18 |
S1 |
51.65 |
51.65 |
51.99 |
51.43 |
S2 |
51.21 |
51.21 |
51.89 |
|
S3 |
50.13 |
50.57 |
51.79 |
|
S4 |
49.05 |
49.49 |
51.50 |
|
|
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 |
51.85 |
3.45 |
6.6% |
1.58 |
3.0% |
7% |
False |
True |
58,904 |
10 |
55.70 |
51.85 |
3.85 |
7.4% |
1.83 |
3.5% |
6% |
False |
True |
66,609 |
20 |
62.80 |
51.85 |
10.95 |
21.0% |
1.73 |
3.3% |
2% |
False |
True |
56,740 |
40 |
63.12 |
51.85 |
11.27 |
21.6% |
1.66 |
3.2% |
2% |
False |
True |
54,357 |
60 |
65.38 |
51.85 |
13.53 |
26.0% |
1.62 |
3.1% |
2% |
False |
True |
53,550 |
80 |
65.38 |
51.85 |
13.53 |
26.0% |
1.69 |
3.3% |
2% |
False |
True |
53,430 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.52 |
2.618 |
55.76 |
1.618 |
54.68 |
1.000 |
54.01 |
0.618 |
53.60 |
HIGH |
52.93 |
0.618 |
52.52 |
0.500 |
52.39 |
0.382 |
52.26 |
LOW |
51.85 |
0.618 |
51.18 |
1.000 |
50.77 |
1.618 |
50.10 |
2.618 |
49.02 |
4.250 |
47.26 |
|
|
Fisher Pivots for day following 20-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
52.39 |
52.90 |
PP |
52.29 |
52.63 |
S1 |
52.19 |
52.36 |
|