NYMEX Light Sweet Crude Oil Future November 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 |
58.08 |
56.44 |
-1.64 |
-2.8% |
59.86 |
| High |
59.00 |
56.44 |
-2.56 |
-4.3% |
60.65 |
| Low |
57.54 |
53.42 |
-4.12 |
-7.2% |
57.54 |
| Close |
58.01 |
53.54 |
-4.47 |
-7.7% |
58.01 |
| Range |
1.46 |
3.02 |
1.56 |
106.8% |
3.11 |
| ATR |
1.56 |
1.78 |
0.22 |
13.8% |
0.00 |
| Volume |
24,538 |
25,911 |
1,373 |
5.6% |
67,279 |
|
| Daily Pivots for day following 06-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.53 |
61.55 |
55.20 |
|
| R3 |
60.51 |
58.53 |
54.37 |
|
| R2 |
57.49 |
57.49 |
54.09 |
|
| R1 |
55.51 |
55.51 |
53.82 |
54.99 |
| PP |
54.47 |
54.47 |
54.47 |
54.21 |
| S1 |
52.49 |
52.49 |
53.26 |
51.97 |
| S2 |
51.45 |
51.45 |
52.99 |
|
| S3 |
48.43 |
49.47 |
52.71 |
|
| S4 |
45.41 |
46.45 |
51.88 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.06 |
66.15 |
59.72 |
|
| R3 |
64.95 |
63.04 |
58.87 |
|
| R2 |
61.84 |
61.84 |
58.58 |
|
| R1 |
59.93 |
59.93 |
58.30 |
59.33 |
| PP |
58.73 |
58.73 |
58.73 |
58.44 |
| S1 |
56.82 |
56.82 |
57.72 |
56.22 |
| S2 |
55.62 |
55.62 |
57.44 |
|
| S3 |
52.51 |
53.71 |
57.15 |
|
| S4 |
49.40 |
50.60 |
56.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
60.65 |
53.42 |
7.23 |
13.5% |
1.89 |
3.5% |
2% |
False |
True |
18,638 |
| 10 |
62.41 |
53.42 |
8.99 |
16.8% |
1.62 |
3.0% |
1% |
False |
True |
18,536 |
| 20 |
62.87 |
53.42 |
9.45 |
17.7% |
1.48 |
2.8% |
1% |
False |
True |
18,970 |
| 40 |
64.04 |
53.42 |
10.62 |
19.8% |
1.56 |
2.9% |
1% |
False |
True |
17,761 |
| 60 |
65.03 |
53.42 |
11.61 |
21.7% |
1.54 |
2.9% |
1% |
False |
True |
15,859 |
| 80 |
65.03 |
51.33 |
13.70 |
25.6% |
1.60 |
3.0% |
16% |
False |
False |
14,101 |
| 100 |
65.03 |
51.33 |
13.70 |
25.6% |
1.55 |
2.9% |
16% |
False |
False |
12,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
69.28 |
|
2.618 |
64.35 |
|
1.618 |
61.33 |
|
1.000 |
59.46 |
|
0.618 |
58.31 |
|
HIGH |
56.44 |
|
0.618 |
55.29 |
|
0.500 |
54.93 |
|
0.382 |
54.57 |
|
LOW |
53.42 |
|
0.618 |
51.55 |
|
1.000 |
50.40 |
|
1.618 |
48.53 |
|
2.618 |
45.51 |
|
4.250 |
40.59 |
|
|
| Fisher Pivots for day following 06-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
54.93 |
56.75 |
| PP |
54.47 |
55.68 |
| S1 |
54.00 |
54.61 |
|