NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 03-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2015 |
03-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
60.18 |
61.02 |
0.84 |
1.4% |
60.05 |
High |
61.58 |
61.43 |
-0.15 |
-0.2% |
60.70 |
Low |
60.09 |
59.34 |
-0.75 |
-1.2% |
56.51 |
Close |
61.26 |
59.64 |
-1.62 |
-2.6% |
60.30 |
Range |
1.49 |
2.09 |
0.60 |
40.3% |
4.19 |
ATR |
1.86 |
1.87 |
0.02 |
0.9% |
0.00 |
Volume |
344,508 |
371,298 |
26,790 |
7.8% |
1,437,949 |
|
Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.41 |
65.11 |
60.79 |
|
R3 |
64.32 |
63.02 |
60.21 |
|
R2 |
62.23 |
62.23 |
60.02 |
|
R1 |
60.93 |
60.93 |
59.83 |
60.54 |
PP |
60.14 |
60.14 |
60.14 |
59.94 |
S1 |
58.84 |
58.84 |
59.45 |
58.45 |
S2 |
58.05 |
58.05 |
59.26 |
|
S3 |
55.96 |
56.75 |
59.07 |
|
S4 |
53.87 |
54.66 |
58.49 |
|
|
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 |
8.5% |
1.89 |
3.2% |
62% |
False |
False |
360,179 |
10 |
61.58 |
56.51 |
5.07 |
8.5% |
1.82 |
3.1% |
62% |
False |
False |
329,314 |
20 |
63.62 |
56.51 |
7.11 |
11.9% |
1.85 |
3.1% |
44% |
False |
False |
268,222 |
40 |
63.62 |
52.89 |
10.73 |
18.0% |
1.83 |
3.1% |
63% |
False |
False |
180,296 |
60 |
63.62 |
47.46 |
16.16 |
27.1% |
1.96 |
3.3% |
75% |
False |
False |
135,567 |
80 |
63.62 |
47.46 |
16.16 |
27.1% |
1.97 |
3.3% |
75% |
False |
False |
113,205 |
100 |
63.62 |
47.46 |
16.16 |
27.1% |
2.11 |
3.5% |
75% |
False |
False |
95,309 |
120 |
64.44 |
47.46 |
16.98 |
28.5% |
2.16 |
3.6% |
72% |
False |
False |
80,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.31 |
2.618 |
66.90 |
1.618 |
64.81 |
1.000 |
63.52 |
0.618 |
62.72 |
HIGH |
61.43 |
0.618 |
60.63 |
0.500 |
60.39 |
0.382 |
60.14 |
LOW |
59.34 |
0.618 |
58.05 |
1.000 |
57.25 |
1.618 |
55.96 |
2.618 |
53.87 |
4.250 |
50.46 |
|
|
Fisher Pivots for day following 03-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
60.39 |
60.46 |
PP |
60.14 |
60.18 |
S1 |
59.89 |
59.91 |
|