NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 02-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2015 |
02-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
60.29 |
60.18 |
-0.11 |
-0.2% |
60.05 |
High |
60.64 |
61.58 |
0.94 |
1.6% |
60.70 |
Low |
59.33 |
60.09 |
0.76 |
1.3% |
56.51 |
Close |
60.20 |
61.26 |
1.06 |
1.8% |
60.30 |
Range |
1.31 |
1.49 |
0.18 |
13.7% |
4.19 |
ATR |
1.88 |
1.86 |
-0.03 |
-1.5% |
0.00 |
Volume |
292,189 |
344,508 |
52,319 |
17.9% |
1,437,949 |
|
Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.45 |
64.84 |
62.08 |
|
R3 |
63.96 |
63.35 |
61.67 |
|
R2 |
62.47 |
62.47 |
61.53 |
|
R1 |
61.86 |
61.86 |
61.40 |
62.17 |
PP |
60.98 |
60.98 |
60.98 |
61.13 |
S1 |
60.37 |
60.37 |
61.12 |
60.68 |
S2 |
59.49 |
59.49 |
60.99 |
|
S3 |
58.00 |
58.88 |
60.85 |
|
S4 |
56.51 |
57.39 |
60.44 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.74 |
70.21 |
62.60 |
|
R3 |
67.55 |
66.02 |
61.45 |
|
R2 |
63.36 |
63.36 |
61.07 |
|
R1 |
61.83 |
61.83 |
60.68 |
62.60 |
PP |
59.17 |
59.17 |
59.17 |
59.55 |
S1 |
57.64 |
57.64 |
59.92 |
58.41 |
S2 |
54.98 |
54.98 |
59.53 |
|
S3 |
50.79 |
53.45 |
59.15 |
|
S4 |
46.60 |
49.26 |
58.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61.58 |
56.51 |
5.07 |
8.3% |
1.79 |
2.9% |
94% |
True |
False |
348,903 |
10 |
61.58 |
56.51 |
5.07 |
8.3% |
1.86 |
3.0% |
94% |
True |
False |
325,862 |
20 |
63.62 |
56.51 |
7.11 |
11.6% |
1.86 |
3.0% |
67% |
False |
False |
252,276 |
40 |
63.62 |
52.89 |
10.73 |
17.5% |
1.84 |
3.0% |
78% |
False |
False |
172,075 |
60 |
63.62 |
47.46 |
16.16 |
26.4% |
1.95 |
3.2% |
85% |
False |
False |
130,107 |
80 |
63.62 |
47.46 |
16.16 |
26.4% |
1.97 |
3.2% |
85% |
False |
False |
109,061 |
100 |
63.62 |
47.46 |
16.16 |
26.4% |
2.11 |
3.4% |
85% |
False |
False |
91,758 |
120 |
65.00 |
47.46 |
17.54 |
28.6% |
2.16 |
3.5% |
79% |
False |
False |
77,984 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.91 |
2.618 |
65.48 |
1.618 |
63.99 |
1.000 |
63.07 |
0.618 |
62.50 |
HIGH |
61.58 |
0.618 |
61.01 |
0.500 |
60.84 |
0.382 |
60.66 |
LOW |
60.09 |
0.618 |
59.17 |
1.000 |
58.60 |
1.618 |
57.68 |
2.618 |
56.19 |
4.250 |
53.76 |
|
|
Fisher Pivots for day following 02-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
61.12 |
60.72 |
PP |
60.98 |
60.19 |
S1 |
60.84 |
59.65 |
|