NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 18-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2015 |
18-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
60.52 |
60.10 |
-0.42 |
-0.7% |
59.25 |
High |
61.81 |
61.33 |
-0.48 |
-0.8% |
62.22 |
Low |
59.34 |
59.67 |
0.33 |
0.6% |
58.32 |
Close |
60.33 |
60.82 |
0.49 |
0.8% |
60.40 |
Range |
2.47 |
1.66 |
-0.81 |
-32.8% |
3.90 |
ATR |
1.72 |
1.72 |
0.00 |
-0.3% |
0.00 |
Volume |
232,091 |
171,476 |
-60,615 |
-26.1% |
717,503 |
|
Daily Pivots for day following 18-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.59 |
64.86 |
61.73 |
|
R3 |
63.93 |
63.20 |
61.28 |
|
R2 |
62.27 |
62.27 |
61.12 |
|
R1 |
61.54 |
61.54 |
60.97 |
61.91 |
PP |
60.61 |
60.61 |
60.61 |
60.79 |
S1 |
59.88 |
59.88 |
60.67 |
60.25 |
S2 |
58.95 |
58.95 |
60.52 |
|
S3 |
57.29 |
58.22 |
60.36 |
|
S4 |
55.63 |
56.56 |
59.91 |
|
|
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 |
61.81 |
59.19 |
2.62 |
4.3% |
1.43 |
2.4% |
62% |
False |
False |
150,615 |
10 |
62.22 |
57.21 |
5.01 |
8.2% |
1.58 |
2.6% |
72% |
False |
False |
148,636 |
20 |
62.22 |
56.88 |
5.34 |
8.8% |
1.74 |
2.9% |
74% |
False |
False |
115,001 |
40 |
64.12 |
56.88 |
7.24 |
11.9% |
1.72 |
2.8% |
54% |
False |
False |
79,846 |
60 |
64.12 |
51.25 |
12.87 |
21.2% |
1.82 |
3.0% |
74% |
False |
False |
64,334 |
80 |
64.12 |
48.71 |
15.41 |
25.3% |
1.82 |
3.0% |
79% |
False |
False |
54,774 |
100 |
64.12 |
48.71 |
15.41 |
25.3% |
1.94 |
3.2% |
79% |
False |
False |
47,872 |
120 |
64.12 |
48.71 |
15.41 |
25.3% |
1.95 |
3.2% |
79% |
False |
False |
41,195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.39 |
2.618 |
65.68 |
1.618 |
64.02 |
1.000 |
62.99 |
0.618 |
62.36 |
HIGH |
61.33 |
0.618 |
60.70 |
0.500 |
60.50 |
0.382 |
60.30 |
LOW |
59.67 |
0.618 |
58.64 |
1.000 |
58.01 |
1.618 |
56.98 |
2.618 |
55.32 |
4.250 |
52.62 |
|
|
Fisher Pivots for day following 18-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
60.71 |
60.74 |
PP |
60.61 |
60.66 |
S1 |
60.50 |
60.58 |
|