NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 17-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2015 |
17-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
59.60 |
60.03 |
0.43 |
0.7% |
58.96 |
High |
60.37 |
61.38 |
1.01 |
1.7% |
61.82 |
Low |
59.42 |
58.85 |
-0.57 |
-1.0% |
57.86 |
Close |
59.97 |
59.92 |
-0.05 |
-0.1% |
59.96 |
Range |
0.95 |
2.53 |
1.58 |
166.3% |
3.96 |
ATR |
1.71 |
1.77 |
0.06 |
3.4% |
0.00 |
Volume |
233,935 |
396,155 |
162,220 |
69.3% |
1,804,415 |
|
Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.64 |
66.31 |
61.31 |
|
R3 |
65.11 |
63.78 |
60.62 |
|
R2 |
62.58 |
62.58 |
60.38 |
|
R1 |
61.25 |
61.25 |
60.15 |
60.65 |
PP |
60.05 |
60.05 |
60.05 |
59.75 |
S1 |
58.72 |
58.72 |
59.69 |
58.12 |
S2 |
57.52 |
57.52 |
59.46 |
|
S3 |
54.99 |
56.19 |
59.22 |
|
S4 |
52.46 |
53.66 |
58.53 |
|
|
Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.76 |
69.82 |
62.14 |
|
R3 |
67.80 |
65.86 |
61.05 |
|
R2 |
63.84 |
63.84 |
60.69 |
|
R1 |
61.90 |
61.90 |
60.32 |
62.87 |
PP |
59.88 |
59.88 |
59.88 |
60.37 |
S1 |
57.94 |
57.94 |
59.60 |
58.91 |
S2 |
55.92 |
55.92 |
59.23 |
|
S3 |
51.96 |
53.98 |
58.87 |
|
S4 |
48.00 |
50.02 |
57.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61.53 |
58.73 |
2.80 |
4.7% |
1.39 |
2.3% |
43% |
False |
False |
300,919 |
10 |
61.82 |
56.83 |
4.99 |
8.3% |
1.66 |
2.8% |
62% |
False |
False |
353,405 |
20 |
61.82 |
56.51 |
5.31 |
8.9% |
1.74 |
2.9% |
64% |
False |
False |
341,359 |
40 |
63.62 |
56.51 |
7.11 |
11.9% |
1.77 |
2.9% |
48% |
False |
False |
244,547 |
60 |
63.62 |
49.96 |
13.66 |
22.8% |
1.89 |
3.2% |
73% |
False |
False |
186,838 |
80 |
63.62 |
47.46 |
16.16 |
27.0% |
1.89 |
3.2% |
77% |
False |
False |
152,474 |
100 |
63.62 |
47.46 |
16.16 |
27.0% |
2.02 |
3.4% |
77% |
False |
False |
128,659 |
120 |
63.62 |
47.46 |
16.16 |
27.0% |
2.06 |
3.4% |
77% |
False |
False |
109,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.13 |
2.618 |
68.00 |
1.618 |
65.47 |
1.000 |
63.91 |
0.618 |
62.94 |
HIGH |
61.38 |
0.618 |
60.41 |
0.500 |
60.12 |
0.382 |
59.82 |
LOW |
58.85 |
0.618 |
57.29 |
1.000 |
56.32 |
1.618 |
54.76 |
2.618 |
52.23 |
4.250 |
48.10 |
|
|
Fisher Pivots for day following 17-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
60.12 |
60.06 |
PP |
60.05 |
60.01 |
S1 |
59.99 |
59.97 |
|