NYMEX Light Sweet Crude Oil Future October 2015
| Trading Metrics calculated at close of trading on 08-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2015 |
08-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
53.33 |
53.51 |
0.18 |
0.3% |
59.50 |
| High |
54.10 |
53.60 |
-0.50 |
-0.9% |
60.31 |
| Low |
51.27 |
51.71 |
0.44 |
0.9% |
57.15 |
| Close |
53.03 |
52.45 |
-0.58 |
-1.1% |
57.61 |
| Range |
2.83 |
1.89 |
-0.94 |
-33.2% |
3.16 |
| ATR |
1.90 |
1.90 |
0.00 |
0.0% |
0.00 |
| Volume |
57,531 |
43,874 |
-13,657 |
-23.7% |
125,041 |
|
| Daily Pivots for day following 08-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.26 |
57.24 |
53.49 |
|
| R3 |
56.37 |
55.35 |
52.97 |
|
| R2 |
54.48 |
54.48 |
52.80 |
|
| R1 |
53.46 |
53.46 |
52.62 |
53.03 |
| PP |
52.59 |
52.59 |
52.59 |
52.37 |
| S1 |
51.57 |
51.57 |
52.28 |
51.14 |
| S2 |
50.70 |
50.70 |
52.10 |
|
| S3 |
48.81 |
49.68 |
51.93 |
|
| S4 |
46.92 |
47.79 |
51.41 |
|
|
| 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 |
59.57 |
51.27 |
8.30 |
15.8% |
2.26 |
4.3% |
14% |
False |
False |
44,868 |
| 10 |
62.11 |
51.27 |
10.84 |
20.7% |
1.81 |
3.4% |
11% |
False |
False |
33,550 |
| 20 |
62.65 |
51.27 |
11.38 |
21.7% |
1.58 |
3.0% |
10% |
False |
False |
29,758 |
| 40 |
63.75 |
51.27 |
12.48 |
23.8% |
1.66 |
3.2% |
9% |
False |
False |
27,163 |
| 60 |
64.74 |
51.27 |
13.47 |
25.7% |
1.64 |
3.1% |
9% |
False |
False |
24,777 |
| 80 |
64.74 |
50.54 |
14.20 |
27.1% |
1.68 |
3.2% |
13% |
False |
False |
21,983 |
| 100 |
64.74 |
50.54 |
14.20 |
27.1% |
1.65 |
3.2% |
13% |
False |
False |
19,953 |
| 120 |
64.74 |
50.54 |
14.20 |
27.1% |
1.74 |
3.3% |
13% |
False |
False |
18,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
61.63 |
|
2.618 |
58.55 |
|
1.618 |
56.66 |
|
1.000 |
55.49 |
|
0.618 |
54.77 |
|
HIGH |
53.60 |
|
0.618 |
52.88 |
|
0.500 |
52.66 |
|
0.382 |
52.43 |
|
LOW |
51.71 |
|
0.618 |
50.54 |
|
1.000 |
49.82 |
|
1.618 |
48.65 |
|
2.618 |
46.76 |
|
4.250 |
43.68 |
|
|
| Fisher Pivots for day following 08-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
52.66 |
53.65 |
| PP |
52.59 |
53.25 |
| S1 |
52.52 |
52.85 |
|