NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 10-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
58.31 |
60.58 |
2.27 |
3.9% |
60.29 |
High |
60.68 |
61.82 |
1.14 |
1.9% |
61.58 |
Low |
58.23 |
60.45 |
2.22 |
3.8% |
56.83 |
Close |
60.14 |
61.43 |
1.29 |
2.1% |
59.13 |
Range |
2.45 |
1.37 |
-1.08 |
-44.1% |
4.75 |
ATR |
1.93 |
1.91 |
-0.02 |
-0.9% |
0.00 |
Volume |
405,486 |
459,765 |
54,279 |
13.4% |
1,832,356 |
|
Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.34 |
64.76 |
62.18 |
|
R3 |
63.97 |
63.39 |
61.81 |
|
R2 |
62.60 |
62.60 |
61.68 |
|
R1 |
62.02 |
62.02 |
61.56 |
62.31 |
PP |
61.23 |
61.23 |
61.23 |
61.38 |
S1 |
60.65 |
60.65 |
61.30 |
60.94 |
S2 |
59.86 |
59.86 |
61.18 |
|
S3 |
58.49 |
59.28 |
61.05 |
|
S4 |
57.12 |
57.91 |
60.68 |
|
|
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 |
61.82 |
56.83 |
4.99 |
8.1% |
1.92 |
3.1% |
92% |
True |
False |
405,891 |
10 |
61.82 |
56.51 |
5.31 |
8.6% |
1.90 |
3.1% |
93% |
True |
False |
383,035 |
20 |
62.75 |
56.51 |
6.24 |
10.2% |
1.84 |
3.0% |
79% |
False |
False |
328,165 |
40 |
63.62 |
56.00 |
7.62 |
12.4% |
1.86 |
3.0% |
71% |
False |
False |
218,938 |
60 |
63.62 |
47.46 |
16.16 |
26.3% |
1.97 |
3.2% |
86% |
False |
False |
165,193 |
80 |
63.62 |
47.46 |
16.16 |
26.3% |
1.95 |
3.2% |
86% |
False |
False |
135,870 |
100 |
63.62 |
47.46 |
16.16 |
26.3% |
2.07 |
3.4% |
86% |
False |
False |
114,818 |
120 |
63.62 |
47.46 |
16.16 |
26.3% |
2.14 |
3.5% |
86% |
False |
False |
97,514 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.64 |
2.618 |
65.41 |
1.618 |
64.04 |
1.000 |
63.19 |
0.618 |
62.67 |
HIGH |
61.82 |
0.618 |
61.30 |
0.500 |
61.14 |
0.382 |
60.97 |
LOW |
60.45 |
0.618 |
59.60 |
1.000 |
59.08 |
1.618 |
58.23 |
2.618 |
56.86 |
4.250 |
54.63 |
|
|
Fisher Pivots for day following 10-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
61.33 |
60.90 |
PP |
61.23 |
60.37 |
S1 |
61.14 |
59.84 |
|