NYMEX Light Sweet Crude Oil Future August 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 |
60.01 |
60.52 |
0.51 |
0.8% |
59.25 |
High |
60.81 |
61.81 |
1.00 |
1.6% |
62.22 |
Low |
59.88 |
59.34 |
-0.54 |
-0.9% |
58.32 |
Close |
60.45 |
60.33 |
-0.12 |
-0.2% |
60.40 |
Range |
0.93 |
2.47 |
1.54 |
165.6% |
3.90 |
ATR |
1.66 |
1.72 |
0.06 |
3.5% |
0.00 |
Volume |
129,301 |
232,091 |
102,790 |
79.5% |
717,503 |
|
Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.90 |
66.59 |
61.69 |
|
R3 |
65.43 |
64.12 |
61.01 |
|
R2 |
62.96 |
62.96 |
60.78 |
|
R1 |
61.65 |
61.65 |
60.56 |
61.07 |
PP |
60.49 |
60.49 |
60.49 |
60.21 |
S1 |
59.18 |
59.18 |
60.10 |
58.60 |
S2 |
58.02 |
58.02 |
59.88 |
|
S3 |
55.55 |
56.71 |
59.65 |
|
S4 |
53.08 |
54.24 |
58.97 |
|
|
Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.01 |
70.11 |
62.55 |
|
R3 |
68.11 |
66.21 |
61.47 |
|
R2 |
64.21 |
64.21 |
61.12 |
|
R1 |
62.31 |
62.31 |
60.76 |
63.26 |
PP |
60.31 |
60.31 |
60.31 |
60.79 |
S1 |
58.41 |
58.41 |
60.04 |
59.36 |
S2 |
56.41 |
56.41 |
59.69 |
|
S3 |
52.51 |
54.51 |
59.33 |
|
S4 |
48.61 |
50.61 |
58.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61.91 |
59.19 |
2.72 |
4.5% |
1.35 |
2.2% |
42% |
False |
False |
146,443 |
10 |
62.22 |
57.21 |
5.01 |
8.3% |
1.62 |
2.7% |
62% |
False |
False |
141,938 |
20 |
62.22 |
56.88 |
5.34 |
8.9% |
1.70 |
2.8% |
65% |
False |
False |
109,008 |
40 |
64.12 |
56.88 |
7.24 |
12.0% |
1.71 |
2.8% |
48% |
False |
False |
76,519 |
60 |
64.12 |
51.13 |
12.99 |
21.5% |
1.81 |
3.0% |
71% |
False |
False |
61,731 |
80 |
64.12 |
48.71 |
15.41 |
25.5% |
1.81 |
3.0% |
75% |
False |
False |
53,104 |
100 |
64.12 |
48.71 |
15.41 |
25.5% |
1.93 |
3.2% |
75% |
False |
False |
46,293 |
120 |
64.12 |
48.71 |
15.41 |
25.5% |
1.95 |
3.2% |
75% |
False |
False |
39,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.31 |
2.618 |
68.28 |
1.618 |
65.81 |
1.000 |
64.28 |
0.618 |
63.34 |
HIGH |
61.81 |
0.618 |
60.87 |
0.500 |
60.58 |
0.382 |
60.28 |
LOW |
59.34 |
0.618 |
57.81 |
1.000 |
56.87 |
1.618 |
55.34 |
2.618 |
52.87 |
4.250 |
48.84 |
|
|
Fisher Pivots for day following 17-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
60.58 |
60.50 |
PP |
60.49 |
60.44 |
S1 |
60.41 |
60.39 |
|