NYMEX Light Sweet Crude Oil Future October 2015
| Trading Metrics calculated at close of trading on 13-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2015 |
13-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
53.49 |
53.19 |
-0.30 |
-0.6% |
55.85 |
| High |
54.70 |
54.05 |
-0.65 |
-1.2% |
56.02 |
| Low |
52.78 |
52.15 |
-0.63 |
-1.2% |
51.27 |
| Close |
53.61 |
53.13 |
-0.48 |
-0.9% |
53.61 |
| Range |
1.92 |
1.90 |
-0.02 |
-1.0% |
4.75 |
| ATR |
1.90 |
1.90 |
0.00 |
0.0% |
0.00 |
| Volume |
38,318 |
44,785 |
6,467 |
16.9% |
238,152 |
|
| Daily Pivots for day following 13-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.81 |
57.87 |
54.18 |
|
| R3 |
56.91 |
55.97 |
53.65 |
|
| R2 |
55.01 |
55.01 |
53.48 |
|
| R1 |
54.07 |
54.07 |
53.30 |
53.59 |
| PP |
53.11 |
53.11 |
53.11 |
52.87 |
| S1 |
52.17 |
52.17 |
52.96 |
51.69 |
| S2 |
51.21 |
51.21 |
52.78 |
|
| S3 |
49.31 |
50.27 |
52.61 |
|
| S4 |
47.41 |
48.37 |
52.09 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.88 |
65.50 |
56.22 |
|
| R3 |
63.13 |
60.75 |
54.92 |
|
| R2 |
58.38 |
58.38 |
54.48 |
|
| R1 |
56.00 |
56.00 |
54.05 |
54.82 |
| PP |
53.63 |
53.63 |
53.63 |
53.04 |
| S1 |
51.25 |
51.25 |
53.17 |
50.07 |
| S2 |
48.88 |
48.88 |
52.74 |
|
| S3 |
44.13 |
46.50 |
52.30 |
|
| S4 |
39.38 |
41.75 |
51.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
54.70 |
51.27 |
3.43 |
6.5% |
2.10 |
4.0% |
54% |
False |
False |
48,677 |
| 10 |
60.31 |
51.27 |
9.04 |
17.0% |
2.00 |
3.8% |
21% |
False |
False |
40,797 |
| 20 |
62.41 |
51.27 |
11.14 |
21.0% |
1.72 |
3.2% |
17% |
False |
False |
33,027 |
| 40 |
62.73 |
51.27 |
11.46 |
21.6% |
1.68 |
3.2% |
16% |
False |
False |
29,293 |
| 60 |
64.74 |
51.27 |
13.47 |
25.4% |
1.64 |
3.1% |
14% |
False |
False |
26,181 |
| 80 |
64.74 |
51.27 |
13.47 |
25.4% |
1.67 |
3.1% |
14% |
False |
False |
23,418 |
| 100 |
64.74 |
50.54 |
14.20 |
26.7% |
1.66 |
3.1% |
18% |
False |
False |
20,973 |
| 120 |
64.74 |
50.54 |
14.20 |
26.7% |
1.72 |
3.2% |
18% |
False |
False |
19,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.13 |
|
2.618 |
59.02 |
|
1.618 |
57.12 |
|
1.000 |
55.95 |
|
0.618 |
55.22 |
|
HIGH |
54.05 |
|
0.618 |
53.32 |
|
0.500 |
53.10 |
|
0.382 |
52.88 |
|
LOW |
52.15 |
|
0.618 |
50.98 |
|
1.000 |
50.25 |
|
1.618 |
49.08 |
|
2.618 |
47.18 |
|
4.250 |
44.08 |
|
|
| Fisher Pivots for day following 13-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
53.12 |
53.43 |
| PP |
53.11 |
53.33 |
| S1 |
53.10 |
53.23 |
|