NYMEX Light Sweet Crude Oil Future October 2015
| Trading Metrics calculated at close of trading on 06-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2015 |
06-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
57.68 |
55.85 |
-1.83 |
-3.2% |
59.50 |
| High |
58.60 |
56.02 |
-2.58 |
-4.4% |
60.31 |
| Low |
57.15 |
53.00 |
-4.15 |
-7.3% |
57.15 |
| Close |
57.61 |
53.13 |
-4.48 |
-7.8% |
57.61 |
| Range |
1.45 |
3.02 |
1.57 |
108.3% |
3.16 |
| ATR |
1.61 |
1.83 |
0.21 |
13.3% |
0.00 |
| Volume |
45,599 |
39,548 |
-6,051 |
-13.3% |
125,041 |
|
| Daily Pivots for day following 06-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.11 |
61.14 |
54.79 |
|
| R3 |
60.09 |
58.12 |
53.96 |
|
| R2 |
57.07 |
57.07 |
53.68 |
|
| R1 |
55.10 |
55.10 |
53.41 |
54.58 |
| PP |
54.05 |
54.05 |
54.05 |
53.79 |
| S1 |
52.08 |
52.08 |
52.85 |
51.56 |
| S2 |
51.03 |
51.03 |
52.58 |
|
| S3 |
48.01 |
49.06 |
52.30 |
|
| S4 |
44.99 |
46.04 |
51.47 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.84 |
65.88 |
59.35 |
|
| R3 |
64.68 |
62.72 |
58.48 |
|
| R2 |
61.52 |
61.52 |
58.19 |
|
| R1 |
59.56 |
59.56 |
57.90 |
58.96 |
| PP |
58.36 |
58.36 |
58.36 |
58.06 |
| S1 |
56.40 |
56.40 |
57.32 |
55.80 |
| S2 |
55.20 |
55.20 |
57.03 |
|
| S3 |
52.04 |
53.24 |
56.74 |
|
| S4 |
48.88 |
50.08 |
55.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
60.31 |
53.00 |
7.31 |
13.8% |
1.90 |
3.6% |
2% |
False |
True |
32,917 |
| 10 |
62.11 |
53.00 |
9.11 |
17.1% |
1.64 |
3.1% |
1% |
False |
True |
28,518 |
| 20 |
62.65 |
53.00 |
9.65 |
18.2% |
1.51 |
2.8% |
1% |
False |
True |
27,777 |
| 40 |
63.75 |
53.00 |
10.75 |
20.2% |
1.60 |
3.0% |
1% |
False |
True |
25,779 |
| 60 |
64.74 |
53.00 |
11.74 |
22.1% |
1.61 |
3.0% |
1% |
False |
True |
23,554 |
| 80 |
64.74 |
50.54 |
14.20 |
26.7% |
1.67 |
3.1% |
18% |
False |
False |
21,056 |
| 100 |
64.74 |
50.54 |
14.20 |
26.7% |
1.65 |
3.1% |
18% |
False |
False |
19,104 |
| 120 |
64.74 |
50.54 |
14.20 |
26.7% |
1.74 |
3.3% |
18% |
False |
False |
17,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
68.86 |
|
2.618 |
63.93 |
|
1.618 |
60.91 |
|
1.000 |
59.04 |
|
0.618 |
57.89 |
|
HIGH |
56.02 |
|
0.618 |
54.87 |
|
0.500 |
54.51 |
|
0.382 |
54.15 |
|
LOW |
53.00 |
|
0.618 |
51.13 |
|
1.000 |
49.98 |
|
1.618 |
48.11 |
|
2.618 |
45.09 |
|
4.250 |
40.17 |
|
|
| Fisher Pivots for day following 06-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
54.51 |
56.29 |
| PP |
54.05 |
55.23 |
| S1 |
53.59 |
54.18 |
|