NYMEX Light Sweet Crude Oil Future December 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 |
58.50 |
56.85 |
-1.65 |
-2.8% |
60.10 |
| High |
59.42 |
56.92 |
-2.50 |
-4.2% |
61.00 |
| Low |
57.98 |
53.87 |
-4.11 |
-7.1% |
57.98 |
| Close |
58.45 |
54.00 |
-4.45 |
-7.6% |
58.45 |
| Range |
1.44 |
3.05 |
1.61 |
111.8% |
3.02 |
| ATR |
1.59 |
1.80 |
0.21 |
13.4% |
0.00 |
| Volume |
79,910 |
58,297 |
-21,613 |
-27.0% |
193,756 |
|
| Daily Pivots for day following 06-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.08 |
62.09 |
55.68 |
|
| R3 |
61.03 |
59.04 |
54.84 |
|
| R2 |
57.98 |
57.98 |
54.56 |
|
| R1 |
55.99 |
55.99 |
54.28 |
55.46 |
| PP |
54.93 |
54.93 |
54.93 |
54.67 |
| S1 |
52.94 |
52.94 |
53.72 |
52.41 |
| S2 |
51.88 |
51.88 |
53.44 |
|
| S3 |
48.83 |
49.89 |
53.16 |
|
| S4 |
45.78 |
46.84 |
52.32 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.20 |
66.35 |
60.11 |
|
| R3 |
65.18 |
63.33 |
59.28 |
|
| R2 |
62.16 |
62.16 |
59.00 |
|
| R1 |
60.31 |
60.31 |
58.73 |
59.73 |
| PP |
59.14 |
59.14 |
59.14 |
58.85 |
| S1 |
57.29 |
57.29 |
58.17 |
56.71 |
| S2 |
56.12 |
56.12 |
57.90 |
|
| S3 |
53.10 |
54.27 |
57.62 |
|
| S4 |
50.08 |
51.25 |
56.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
61.00 |
53.87 |
7.13 |
13.2% |
1.86 |
3.5% |
2% |
False |
True |
50,410 |
| 10 |
62.80 |
53.87 |
8.93 |
16.5% |
1.63 |
3.0% |
1% |
False |
True |
46,872 |
| 20 |
63.12 |
53.87 |
9.25 |
17.1% |
1.50 |
2.8% |
1% |
False |
True |
47,618 |
| 40 |
64.39 |
53.87 |
10.52 |
19.5% |
1.59 |
2.9% |
1% |
False |
True |
48,719 |
| 60 |
65.38 |
53.87 |
11.51 |
21.3% |
1.60 |
3.0% |
1% |
False |
True |
51,606 |
| 80 |
65.38 |
51.95 |
13.43 |
24.9% |
1.72 |
3.2% |
15% |
False |
False |
50,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
69.88 |
|
2.618 |
64.90 |
|
1.618 |
61.85 |
|
1.000 |
59.97 |
|
0.618 |
58.80 |
|
HIGH |
56.92 |
|
0.618 |
55.75 |
|
0.500 |
55.40 |
|
0.382 |
55.04 |
|
LOW |
53.87 |
|
0.618 |
51.99 |
|
1.000 |
50.82 |
|
1.618 |
48.94 |
|
2.618 |
45.89 |
|
4.250 |
40.91 |
|
|
| Fisher Pivots for day following 06-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
55.40 |
57.07 |
| PP |
54.93 |
56.04 |
| S1 |
54.47 |
55.02 |
|