NYMEX Light Sweet Crude Oil Future October 2015
| Trading Metrics calculated at close of trading on 07-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2015 |
07-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
55.85 |
53.33 |
-2.52 |
-4.5% |
59.50 |
| High |
56.02 |
54.10 |
-1.92 |
-3.4% |
60.31 |
| Low |
53.00 |
51.27 |
-1.73 |
-3.3% |
57.15 |
| Close |
53.13 |
53.03 |
-0.10 |
-0.2% |
57.61 |
| Range |
3.02 |
2.83 |
-0.19 |
-6.3% |
3.16 |
| ATR |
1.83 |
1.90 |
0.07 |
3.9% |
0.00 |
| Volume |
39,548 |
57,531 |
17,983 |
45.5% |
125,041 |
|
| Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.29 |
59.99 |
54.59 |
|
| R3 |
58.46 |
57.16 |
53.81 |
|
| R2 |
55.63 |
55.63 |
53.55 |
|
| R1 |
54.33 |
54.33 |
53.29 |
53.57 |
| PP |
52.80 |
52.80 |
52.80 |
52.42 |
| S1 |
51.50 |
51.50 |
52.77 |
50.74 |
| S2 |
49.97 |
49.97 |
52.51 |
|
| S3 |
47.14 |
48.67 |
52.25 |
|
| S4 |
44.31 |
45.84 |
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 |
51.27 |
9.04 |
17.0% |
2.22 |
4.2% |
19% |
False |
True |
40,695 |
| 10 |
62.11 |
51.27 |
10.84 |
20.4% |
1.79 |
3.4% |
16% |
False |
True |
31,867 |
| 20 |
62.65 |
51.27 |
11.38 |
21.5% |
1.60 |
3.0% |
15% |
False |
True |
28,713 |
| 40 |
63.75 |
51.27 |
12.48 |
23.5% |
1.63 |
3.1% |
14% |
False |
True |
26,658 |
| 60 |
64.74 |
51.27 |
13.47 |
25.4% |
1.63 |
3.1% |
13% |
False |
True |
24,283 |
| 80 |
64.74 |
50.54 |
14.20 |
26.8% |
1.68 |
3.2% |
18% |
False |
False |
21,600 |
| 100 |
64.74 |
50.54 |
14.20 |
26.8% |
1.65 |
3.1% |
18% |
False |
False |
19,609 |
| 120 |
64.74 |
50.54 |
14.20 |
26.8% |
1.75 |
3.3% |
18% |
False |
False |
17,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
66.13 |
|
2.618 |
61.51 |
|
1.618 |
58.68 |
|
1.000 |
56.93 |
|
0.618 |
55.85 |
|
HIGH |
54.10 |
|
0.618 |
53.02 |
|
0.500 |
52.69 |
|
0.382 |
52.35 |
|
LOW |
51.27 |
|
0.618 |
49.52 |
|
1.000 |
48.44 |
|
1.618 |
46.69 |
|
2.618 |
43.86 |
|
4.250 |
39.24 |
|
|
| Fisher Pivots for day following 07-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
52.92 |
54.94 |
| PP |
52.80 |
54.30 |
| S1 |
52.69 |
53.67 |
|