NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 08-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2015 |
08-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
57.99 |
58.96 |
0.97 |
1.7% |
60.29 |
High |
59.23 |
59.13 |
-0.10 |
-0.2% |
61.58 |
Low |
56.83 |
57.86 |
1.03 |
1.8% |
56.83 |
Close |
59.13 |
58.14 |
-0.99 |
-1.7% |
59.13 |
Range |
2.40 |
1.27 |
-1.13 |
-47.1% |
4.75 |
ATR |
1.93 |
1.88 |
-0.05 |
-2.4% |
0.00 |
Volume |
461,016 |
339,845 |
-121,171 |
-26.3% |
1,832,356 |
|
Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.19 |
61.43 |
58.84 |
|
R3 |
60.92 |
60.16 |
58.49 |
|
R2 |
59.65 |
59.65 |
58.37 |
|
R1 |
58.89 |
58.89 |
58.26 |
58.64 |
PP |
58.38 |
58.38 |
58.38 |
58.25 |
S1 |
57.62 |
57.62 |
58.02 |
57.37 |
S2 |
57.11 |
57.11 |
57.91 |
|
S3 |
55.84 |
56.35 |
57.79 |
|
S4 |
54.57 |
55.08 |
57.44 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.43 |
71.03 |
61.74 |
|
R3 |
68.68 |
66.28 |
60.44 |
|
R2 |
63.93 |
63.93 |
60.00 |
|
R1 |
61.53 |
61.53 |
59.57 |
60.36 |
PP |
59.18 |
59.18 |
59.18 |
58.59 |
S1 |
56.78 |
56.78 |
58.69 |
55.61 |
S2 |
54.43 |
54.43 |
58.26 |
|
S3 |
49.68 |
52.03 |
57.82 |
|
S4 |
44.93 |
47.28 |
56.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61.58 |
56.83 |
4.75 |
8.2% |
1.87 |
3.2% |
28% |
False |
False |
376,002 |
10 |
61.58 |
56.51 |
5.07 |
8.7% |
1.93 |
3.3% |
32% |
False |
False |
361,015 |
20 |
62.75 |
56.51 |
6.24 |
10.7% |
1.81 |
3.1% |
26% |
False |
False |
302,487 |
40 |
63.62 |
54.54 |
9.08 |
15.6% |
1.83 |
3.2% |
40% |
False |
False |
201,834 |
60 |
63.62 |
47.46 |
16.16 |
27.8% |
1.98 |
3.4% |
66% |
False |
False |
152,467 |
80 |
63.62 |
47.46 |
16.16 |
27.8% |
1.96 |
3.4% |
66% |
False |
False |
126,291 |
100 |
63.62 |
47.46 |
16.16 |
27.8% |
2.11 |
3.6% |
66% |
False |
False |
106,566 |
120 |
63.62 |
47.46 |
16.16 |
27.8% |
2.16 |
3.7% |
66% |
False |
False |
90,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.53 |
2.618 |
62.45 |
1.618 |
61.18 |
1.000 |
60.40 |
0.618 |
59.91 |
HIGH |
59.13 |
0.618 |
58.64 |
0.500 |
58.50 |
0.382 |
58.35 |
LOW |
57.86 |
0.618 |
57.08 |
1.000 |
56.59 |
1.618 |
55.81 |
2.618 |
54.54 |
4.250 |
52.46 |
|
|
Fisher Pivots for day following 08-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
58.50 |
58.39 |
PP |
58.38 |
58.30 |
S1 |
58.26 |
58.22 |
|