NYMEX Light Sweet Crude Oil Future August 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 |
59.25 |
58.72 |
-0.53 |
-0.9% |
60.63 |
High |
59.52 |
61.08 |
1.56 |
2.6% |
61.83 |
Low |
58.32 |
58.70 |
0.38 |
0.7% |
57.21 |
Close |
58.61 |
60.61 |
2.00 |
3.4% |
59.56 |
Range |
1.20 |
2.38 |
1.18 |
98.3% |
4.62 |
ATR |
1.83 |
1.88 |
0.05 |
2.5% |
0.00 |
Volume |
143,414 |
142,736 |
-678 |
-0.5% |
506,453 |
|
Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.27 |
66.32 |
61.92 |
|
R3 |
64.89 |
63.94 |
61.26 |
|
R2 |
62.51 |
62.51 |
61.05 |
|
R1 |
61.56 |
61.56 |
60.83 |
62.04 |
PP |
60.13 |
60.13 |
60.13 |
60.37 |
S1 |
59.18 |
59.18 |
60.39 |
59.66 |
S2 |
57.75 |
57.75 |
60.17 |
|
S3 |
55.37 |
56.80 |
59.96 |
|
S4 |
52.99 |
54.42 |
59.30 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.39 |
71.10 |
62.10 |
|
R3 |
68.77 |
66.48 |
60.83 |
|
R2 |
64.15 |
64.15 |
60.41 |
|
R1 |
61.86 |
61.86 |
59.98 |
60.70 |
PP |
59.53 |
59.53 |
59.53 |
58.95 |
S1 |
57.24 |
57.24 |
59.14 |
56.08 |
S2 |
54.91 |
54.91 |
58.71 |
|
S3 |
50.29 |
52.62 |
58.29 |
|
S4 |
45.67 |
48.00 |
57.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61.68 |
57.21 |
4.47 |
7.4% |
2.01 |
3.3% |
76% |
False |
False |
117,587 |
10 |
61.83 |
56.88 |
4.95 |
8.2% |
1.89 |
3.1% |
75% |
False |
False |
102,738 |
20 |
63.16 |
56.88 |
6.28 |
10.4% |
1.83 |
3.0% |
59% |
False |
False |
75,892 |
40 |
64.12 |
55.68 |
8.44 |
13.9% |
1.80 |
3.0% |
58% |
False |
False |
59,312 |
60 |
64.12 |
48.71 |
15.41 |
25.4% |
1.90 |
3.1% |
77% |
False |
False |
48,569 |
80 |
64.12 |
48.71 |
15.41 |
25.4% |
1.87 |
3.1% |
77% |
False |
False |
43,277 |
100 |
64.12 |
48.71 |
15.41 |
25.4% |
1.99 |
3.3% |
77% |
False |
False |
37,823 |
120 |
64.12 |
48.71 |
15.41 |
25.4% |
2.04 |
3.4% |
77% |
False |
False |
32,401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.20 |
2.618 |
67.31 |
1.618 |
64.93 |
1.000 |
63.46 |
0.618 |
62.55 |
HIGH |
61.08 |
0.618 |
60.17 |
0.500 |
59.89 |
0.382 |
59.61 |
LOW |
58.70 |
0.618 |
57.23 |
1.000 |
56.32 |
1.618 |
54.85 |
2.618 |
52.47 |
4.250 |
48.59 |
|
|
Fisher Pivots for day following 09-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
60.37 |
60.12 |
PP |
60.13 |
59.63 |
S1 |
59.89 |
59.15 |
|