NYMEX Light Sweet Crude Oil Future September 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 |
52.51 |
53.87 |
1.36 |
2.6% |
55.30 |
| High |
53.86 |
53.94 |
0.08 |
0.1% |
55.74 |
| Low |
51.41 |
51.58 |
0.17 |
0.3% |
50.95 |
| Close |
53.48 |
51.79 |
-1.69 |
-3.2% |
53.22 |
| Range |
2.45 |
2.36 |
-0.09 |
-3.7% |
4.79 |
| ATR |
1.99 |
2.01 |
0.03 |
1.3% |
0.00 |
| Volume |
205,986 |
174,984 |
-31,002 |
-15.1% |
702,425 |
|
| Daily Pivots for day following 15-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.52 |
58.01 |
53.09 |
|
| R3 |
57.16 |
55.65 |
52.44 |
|
| R2 |
54.80 |
54.80 |
52.22 |
|
| R1 |
53.29 |
53.29 |
52.01 |
52.87 |
| PP |
52.44 |
52.44 |
52.44 |
52.22 |
| S1 |
50.93 |
50.93 |
51.57 |
50.51 |
| S2 |
50.08 |
50.08 |
51.36 |
|
| S3 |
47.72 |
48.57 |
51.14 |
|
| S4 |
45.36 |
46.21 |
50.49 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.67 |
65.24 |
55.85 |
|
| R3 |
62.88 |
60.45 |
54.54 |
|
| R2 |
58.09 |
58.09 |
54.10 |
|
| R1 |
55.66 |
55.66 |
53.66 |
54.48 |
| PP |
53.30 |
53.30 |
53.30 |
52.72 |
| S1 |
50.87 |
50.87 |
52.78 |
49.69 |
| S2 |
48.51 |
48.51 |
52.34 |
|
| S3 |
43.72 |
46.08 |
51.90 |
|
| S4 |
38.93 |
41.29 |
50.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
54.35 |
51.41 |
2.94 |
5.7% |
2.14 |
4.1% |
13% |
False |
False |
164,665 |
| 10 |
59.35 |
50.95 |
8.40 |
16.2% |
2.23 |
4.3% |
10% |
False |
False |
142,323 |
| 20 |
62.20 |
50.95 |
11.25 |
21.7% |
1.91 |
3.7% |
7% |
False |
False |
103,496 |
| 40 |
62.51 |
50.95 |
11.56 |
22.3% |
1.78 |
3.4% |
7% |
False |
False |
81,854 |
| 60 |
64.45 |
50.95 |
13.50 |
26.1% |
1.73 |
3.3% |
6% |
False |
False |
67,867 |
| 80 |
64.45 |
50.95 |
13.50 |
26.1% |
1.80 |
3.5% |
6% |
False |
False |
60,532 |
| 100 |
64.45 |
49.69 |
14.76 |
28.5% |
1.79 |
3.5% |
14% |
False |
False |
54,288 |
| 120 |
64.45 |
49.69 |
14.76 |
28.5% |
1.87 |
3.6% |
14% |
False |
False |
50,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.97 |
|
2.618 |
60.12 |
|
1.618 |
57.76 |
|
1.000 |
56.30 |
|
0.618 |
55.40 |
|
HIGH |
53.94 |
|
0.618 |
53.04 |
|
0.500 |
52.76 |
|
0.382 |
52.48 |
|
LOW |
51.58 |
|
0.618 |
50.12 |
|
1.000 |
49.22 |
|
1.618 |
47.76 |
|
2.618 |
45.40 |
|
4.250 |
41.55 |
|
|
| Fisher Pivots for day following 15-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
52.76 |
52.68 |
| PP |
52.44 |
52.38 |
| S1 |
52.11 |
52.09 |
|