NYMEX Light Sweet Crude Oil Future November 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 |
53.79 |
54.07 |
0.28 |
0.5% |
59.86 |
| High |
54.45 |
54.07 |
-0.38 |
-0.7% |
60.65 |
| Low |
51.69 |
52.17 |
0.48 |
0.9% |
57.54 |
| Close |
53.44 |
52.93 |
-0.51 |
-1.0% |
58.01 |
| Range |
2.76 |
1.90 |
-0.86 |
-31.2% |
3.11 |
| ATR |
1.85 |
1.85 |
0.00 |
0.2% |
0.00 |
| Volume |
33,082 |
27,295 |
-5,787 |
-17.5% |
67,279 |
|
| Daily Pivots for day following 08-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.76 |
57.74 |
53.98 |
|
| R3 |
56.86 |
55.84 |
53.45 |
|
| R2 |
54.96 |
54.96 |
53.28 |
|
| R1 |
53.94 |
53.94 |
53.10 |
53.50 |
| PP |
53.06 |
53.06 |
53.06 |
52.84 |
| S1 |
52.04 |
52.04 |
52.76 |
51.60 |
| S2 |
51.16 |
51.16 |
52.58 |
|
| S3 |
49.26 |
50.14 |
52.41 |
|
| S4 |
47.36 |
48.24 |
51.89 |
|
|
| 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 |
60.08 |
51.69 |
8.39 |
15.9% |
2.27 |
4.3% |
15% |
False |
False |
25,655 |
| 10 |
62.41 |
51.69 |
10.72 |
20.3% |
1.79 |
3.4% |
12% |
False |
False |
20,045 |
| 20 |
62.87 |
51.69 |
11.18 |
21.1% |
1.55 |
2.9% |
11% |
False |
False |
19,715 |
| 40 |
64.04 |
51.69 |
12.35 |
23.3% |
1.62 |
3.1% |
10% |
False |
False |
18,382 |
| 60 |
65.03 |
51.69 |
13.34 |
25.2% |
1.57 |
3.0% |
9% |
False |
False |
16,528 |
| 80 |
65.03 |
51.33 |
13.70 |
25.9% |
1.61 |
3.0% |
12% |
False |
False |
14,594 |
| 100 |
65.03 |
51.33 |
13.70 |
25.9% |
1.56 |
3.0% |
12% |
False |
False |
13,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.15 |
|
2.618 |
59.04 |
|
1.618 |
57.14 |
|
1.000 |
55.97 |
|
0.618 |
55.24 |
|
HIGH |
54.07 |
|
0.618 |
53.34 |
|
0.500 |
53.12 |
|
0.382 |
52.90 |
|
LOW |
52.17 |
|
0.618 |
51.00 |
|
1.000 |
50.27 |
|
1.618 |
49.10 |
|
2.618 |
47.20 |
|
4.250 |
44.10 |
|
|
| Fisher Pivots for day following 08-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
53.12 |
54.07 |
| PP |
53.06 |
53.69 |
| S1 |
52.99 |
53.31 |
|