NYMEX Light Sweet Crude Oil Future August 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 |
58.72 |
61.00 |
2.28 |
3.9% |
60.63 |
High |
61.08 |
62.22 |
1.14 |
1.9% |
61.83 |
Low |
58.70 |
60.88 |
2.18 |
3.7% |
57.21 |
Close |
60.61 |
61.82 |
1.21 |
2.0% |
59.56 |
Range |
2.38 |
1.34 |
-1.04 |
-43.7% |
4.62 |
ATR |
1.88 |
1.86 |
-0.02 |
-1.0% |
0.00 |
Volume |
142,736 |
188,782 |
46,046 |
32.3% |
506,453 |
|
Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.66 |
65.08 |
62.56 |
|
R3 |
64.32 |
63.74 |
62.19 |
|
R2 |
62.98 |
62.98 |
62.07 |
|
R1 |
62.40 |
62.40 |
61.94 |
62.69 |
PP |
61.64 |
61.64 |
61.64 |
61.79 |
S1 |
61.06 |
61.06 |
61.70 |
61.35 |
S2 |
60.30 |
60.30 |
61.57 |
|
S3 |
58.96 |
59.72 |
61.45 |
|
S4 |
57.62 |
58.38 |
61.08 |
|
|
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 |
62.22 |
57.21 |
5.01 |
8.1% |
1.88 |
3.0% |
92% |
True |
False |
137,432 |
10 |
62.22 |
56.88 |
5.34 |
8.6% |
1.86 |
3.0% |
93% |
True |
False |
115,460 |
20 |
63.16 |
56.88 |
6.28 |
10.2% |
1.80 |
2.9% |
79% |
False |
False |
83,240 |
40 |
64.12 |
56.65 |
7.47 |
12.1% |
1.80 |
2.9% |
69% |
False |
False |
63,280 |
60 |
64.12 |
48.71 |
15.41 |
24.9% |
1.89 |
3.1% |
85% |
False |
False |
51,327 |
80 |
64.12 |
48.71 |
15.41 |
24.9% |
1.87 |
3.0% |
85% |
False |
False |
45,307 |
100 |
64.12 |
48.71 |
15.41 |
24.9% |
1.96 |
3.2% |
85% |
False |
False |
39,624 |
120 |
64.12 |
48.71 |
15.41 |
24.9% |
2.03 |
3.3% |
85% |
False |
False |
33,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.92 |
2.618 |
65.73 |
1.618 |
64.39 |
1.000 |
63.56 |
0.618 |
63.05 |
HIGH |
62.22 |
0.618 |
61.71 |
0.500 |
61.55 |
0.382 |
61.39 |
LOW |
60.88 |
0.618 |
60.05 |
1.000 |
59.54 |
1.618 |
58.71 |
2.618 |
57.37 |
4.250 |
55.19 |
|
|
Fisher Pivots for day following 10-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
61.73 |
61.30 |
PP |
61.64 |
60.79 |
S1 |
61.55 |
60.27 |
|