NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 22-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2015 |
22-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
60.50 |
59.44 |
-1.06 |
-1.8% |
59.90 |
High |
60.56 |
60.30 |
-0.26 |
-0.4% |
61.38 |
Low |
58.88 |
58.93 |
0.05 |
0.1% |
58.73 |
Close |
59.61 |
59.68 |
0.07 |
0.1% |
59.61 |
Range |
1.68 |
1.37 |
-0.31 |
-18.5% |
2.65 |
ATR |
1.75 |
1.73 |
-0.03 |
-1.6% |
0.00 |
Volume |
116,656 |
19,951 |
-96,705 |
-82.9% |
1,203,808 |
|
Daily Pivots for day following 22-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.75 |
63.08 |
60.43 |
|
R3 |
62.38 |
61.71 |
60.06 |
|
R2 |
61.01 |
61.01 |
59.93 |
|
R1 |
60.34 |
60.34 |
59.81 |
60.68 |
PP |
59.64 |
59.64 |
59.64 |
59.80 |
S1 |
58.97 |
58.97 |
59.55 |
59.31 |
S2 |
58.27 |
58.27 |
59.43 |
|
S3 |
56.90 |
57.60 |
59.30 |
|
S4 |
55.53 |
56.23 |
58.93 |
|
|
Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.86 |
66.38 |
61.07 |
|
R3 |
65.21 |
63.73 |
60.34 |
|
R2 |
62.56 |
62.56 |
60.10 |
|
R1 |
61.08 |
61.08 |
59.85 |
60.50 |
PP |
59.91 |
59.91 |
59.91 |
59.61 |
S1 |
58.43 |
58.43 |
59.37 |
57.85 |
S2 |
57.26 |
57.26 |
59.12 |
|
S3 |
54.61 |
55.78 |
58.88 |
|
S4 |
51.96 |
53.13 |
58.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61.38 |
58.85 |
2.53 |
4.2% |
1.63 |
2.7% |
33% |
False |
False |
189,714 |
10 |
61.82 |
58.23 |
3.59 |
6.0% |
1.55 |
2.6% |
40% |
False |
False |
268,832 |
20 |
61.82 |
56.51 |
5.31 |
8.9% |
1.74 |
2.9% |
60% |
False |
False |
314,923 |
40 |
63.62 |
56.51 |
7.11 |
11.9% |
1.75 |
2.9% |
45% |
False |
False |
245,301 |
60 |
63.62 |
50.23 |
13.39 |
22.4% |
1.85 |
3.1% |
71% |
False |
False |
190,123 |
80 |
63.62 |
47.46 |
16.16 |
27.1% |
1.86 |
3.1% |
76% |
False |
False |
154,611 |
100 |
63.62 |
47.46 |
16.16 |
27.1% |
2.03 |
3.4% |
76% |
False |
False |
131,258 |
120 |
63.62 |
47.46 |
16.16 |
27.1% |
2.05 |
3.4% |
76% |
False |
False |
112,187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.12 |
2.618 |
63.89 |
1.618 |
62.52 |
1.000 |
61.67 |
0.618 |
61.15 |
HIGH |
60.30 |
0.618 |
59.78 |
0.500 |
59.62 |
0.382 |
59.45 |
LOW |
58.93 |
0.618 |
58.08 |
1.000 |
57.56 |
1.618 |
56.71 |
2.618 |
55.34 |
4.250 |
53.11 |
|
|
Fisher Pivots for day following 22-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
59.66 |
59.89 |
PP |
59.64 |
59.82 |
S1 |
59.62 |
59.75 |
|