NYMEX Light Sweet Crude Oil Future December 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 |
54.50 |
54.25 |
-0.25 |
-0.5% |
56.85 |
| High |
55.70 |
55.12 |
-0.58 |
-1.0% |
56.92 |
| Low |
53.76 |
53.21 |
-0.55 |
-1.0% |
52.13 |
| Close |
54.68 |
54.27 |
-0.41 |
-0.7% |
54.68 |
| Range |
1.94 |
1.91 |
-0.03 |
-1.5% |
4.79 |
| ATR |
1.88 |
1.88 |
0.00 |
0.1% |
0.00 |
| Volume |
65,163 |
57,775 |
-7,388 |
-11.3% |
372,091 |
|
| Daily Pivots for day following 13-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.93 |
59.01 |
55.32 |
|
| R3 |
58.02 |
57.10 |
54.80 |
|
| R2 |
56.11 |
56.11 |
54.62 |
|
| R1 |
55.19 |
55.19 |
54.45 |
55.65 |
| PP |
54.20 |
54.20 |
54.20 |
54.43 |
| S1 |
53.28 |
53.28 |
54.09 |
53.74 |
| S2 |
52.29 |
52.29 |
53.92 |
|
| S3 |
50.38 |
51.37 |
53.74 |
|
| S4 |
48.47 |
49.46 |
53.22 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.95 |
66.60 |
57.31 |
|
| R3 |
64.16 |
61.81 |
56.00 |
|
| R2 |
59.37 |
59.37 |
55.56 |
|
| R1 |
57.02 |
57.02 |
55.12 |
55.80 |
| PP |
54.58 |
54.58 |
54.58 |
53.97 |
| S1 |
52.23 |
52.23 |
54.24 |
51.01 |
| S2 |
49.79 |
49.79 |
53.80 |
|
| S3 |
45.00 |
47.44 |
53.36 |
|
| S4 |
40.21 |
42.65 |
52.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
55.70 |
52.13 |
3.57 |
6.6% |
2.08 |
3.8% |
60% |
False |
False |
74,313 |
| 10 |
61.00 |
52.13 |
8.87 |
16.3% |
1.97 |
3.6% |
24% |
False |
False |
62,362 |
| 20 |
62.98 |
52.13 |
10.85 |
20.0% |
1.71 |
3.1% |
20% |
False |
False |
53,399 |
| 40 |
63.39 |
52.13 |
11.26 |
20.7% |
1.67 |
3.1% |
19% |
False |
False |
51,818 |
| 60 |
65.38 |
52.13 |
13.25 |
24.4% |
1.63 |
3.0% |
16% |
False |
False |
52,814 |
| 80 |
65.38 |
52.13 |
13.25 |
24.4% |
1.71 |
3.1% |
16% |
False |
False |
52,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.24 |
|
2.618 |
60.12 |
|
1.618 |
58.21 |
|
1.000 |
57.03 |
|
0.618 |
56.30 |
|
HIGH |
55.12 |
|
0.618 |
54.39 |
|
0.500 |
54.17 |
|
0.382 |
53.94 |
|
LOW |
53.21 |
|
0.618 |
52.03 |
|
1.000 |
51.30 |
|
1.618 |
50.12 |
|
2.618 |
48.21 |
|
4.250 |
45.09 |
|
|
| Fisher Pivots for day following 13-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
54.24 |
54.46 |
| PP |
54.20 |
54.39 |
| S1 |
54.17 |
54.33 |
|