NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 09-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
58.96 |
58.31 |
-0.65 |
-1.1% |
60.29 |
High |
59.13 |
60.68 |
1.55 |
2.6% |
61.58 |
Low |
57.86 |
58.23 |
0.37 |
0.6% |
56.83 |
Close |
58.14 |
60.14 |
2.00 |
3.4% |
59.13 |
Range |
1.27 |
2.45 |
1.18 |
92.9% |
4.75 |
ATR |
1.88 |
1.93 |
0.05 |
2.5% |
0.00 |
Volume |
339,845 |
405,486 |
65,641 |
19.3% |
1,832,356 |
|
Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.03 |
66.04 |
61.49 |
|
R3 |
64.58 |
63.59 |
60.81 |
|
R2 |
62.13 |
62.13 |
60.59 |
|
R1 |
61.14 |
61.14 |
60.36 |
61.64 |
PP |
59.68 |
59.68 |
59.68 |
59.93 |
S1 |
58.69 |
58.69 |
59.92 |
59.19 |
S2 |
57.23 |
57.23 |
59.69 |
|
S3 |
54.78 |
56.24 |
59.47 |
|
S4 |
52.33 |
53.79 |
58.79 |
|
|
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 |
61.43 |
56.83 |
4.60 |
7.6% |
2.06 |
3.4% |
72% |
False |
False |
388,198 |
10 |
61.58 |
56.51 |
5.07 |
8.4% |
1.93 |
3.2% |
72% |
False |
False |
368,550 |
20 |
62.75 |
56.51 |
6.24 |
10.4% |
1.88 |
3.1% |
58% |
False |
False |
314,834 |
40 |
63.62 |
54.95 |
8.67 |
14.4% |
1.86 |
3.1% |
60% |
False |
False |
209,638 |
60 |
63.62 |
47.46 |
16.16 |
26.9% |
1.98 |
3.3% |
78% |
False |
False |
158,418 |
80 |
63.62 |
47.46 |
16.16 |
26.9% |
1.96 |
3.3% |
78% |
False |
False |
130,810 |
100 |
63.62 |
47.46 |
16.16 |
26.9% |
2.10 |
3.5% |
78% |
False |
False |
110,433 |
120 |
63.62 |
47.46 |
16.16 |
26.9% |
2.15 |
3.6% |
78% |
False |
False |
93,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.09 |
2.618 |
67.09 |
1.618 |
64.64 |
1.000 |
63.13 |
0.618 |
62.19 |
HIGH |
60.68 |
0.618 |
59.74 |
0.500 |
59.46 |
0.382 |
59.17 |
LOW |
58.23 |
0.618 |
56.72 |
1.000 |
55.78 |
1.618 |
54.27 |
2.618 |
51.82 |
4.250 |
47.82 |
|
|
Fisher Pivots for day following 09-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
59.91 |
59.68 |
PP |
59.68 |
59.22 |
S1 |
59.46 |
58.76 |
|