NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 19-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2015 |
19-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
60.10 |
60.88 |
0.78 |
1.3% |
60.33 |
High |
61.33 |
60.93 |
-0.40 |
-0.7% |
61.81 |
Low |
59.67 |
59.24 |
-0.43 |
-0.7% |
59.19 |
Close |
60.82 |
59.97 |
-0.85 |
-1.4% |
59.97 |
Range |
1.66 |
1.69 |
0.03 |
1.8% |
2.62 |
ATR |
1.72 |
1.72 |
0.00 |
-0.1% |
0.00 |
Volume |
171,476 |
299,894 |
128,418 |
74.9% |
961,018 |
|
Daily Pivots for day following 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.12 |
64.23 |
60.90 |
|
R3 |
63.43 |
62.54 |
60.43 |
|
R2 |
61.74 |
61.74 |
60.28 |
|
R1 |
60.85 |
60.85 |
60.12 |
60.45 |
PP |
60.05 |
60.05 |
60.05 |
59.85 |
S1 |
59.16 |
59.16 |
59.82 |
58.76 |
S2 |
58.36 |
58.36 |
59.66 |
|
S3 |
56.67 |
57.47 |
59.51 |
|
S4 |
54.98 |
55.78 |
59.04 |
|
|
Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.18 |
66.70 |
61.41 |
|
R3 |
65.56 |
64.08 |
60.69 |
|
R2 |
62.94 |
62.94 |
60.45 |
|
R1 |
61.46 |
61.46 |
60.21 |
60.89 |
PP |
60.32 |
60.32 |
60.32 |
60.04 |
S1 |
58.84 |
58.84 |
59.73 |
58.27 |
S2 |
57.70 |
57.70 |
59.49 |
|
S3 |
55.08 |
56.22 |
59.25 |
|
S4 |
52.46 |
53.60 |
58.53 |
|
|
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 |
4.4% |
1.60 |
2.7% |
30% |
False |
False |
192,203 |
10 |
62.22 |
58.32 |
3.90 |
6.5% |
1.50 |
2.5% |
42% |
False |
False |
167,852 |
20 |
62.22 |
56.88 |
5.34 |
8.9% |
1.71 |
2.9% |
58% |
False |
False |
127,598 |
40 |
64.12 |
56.88 |
7.24 |
12.1% |
1.69 |
2.8% |
43% |
False |
False |
86,254 |
60 |
64.12 |
51.30 |
12.82 |
21.4% |
1.81 |
3.0% |
68% |
False |
False |
68,964 |
80 |
64.12 |
48.71 |
15.41 |
25.7% |
1.81 |
3.0% |
73% |
False |
False |
58,314 |
100 |
64.12 |
48.71 |
15.41 |
25.7% |
1.94 |
3.2% |
73% |
False |
False |
50,772 |
120 |
64.12 |
48.71 |
15.41 |
25.7% |
1.95 |
3.3% |
73% |
False |
False |
43,677 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.11 |
2.618 |
65.35 |
1.618 |
63.66 |
1.000 |
62.62 |
0.618 |
61.97 |
HIGH |
60.93 |
0.618 |
60.28 |
0.500 |
60.09 |
0.382 |
59.89 |
LOW |
59.24 |
0.618 |
58.20 |
1.000 |
57.55 |
1.618 |
56.51 |
2.618 |
54.82 |
4.250 |
52.06 |
|
|
Fisher Pivots for day following 19-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
60.09 |
60.53 |
PP |
60.05 |
60.34 |
S1 |
60.01 |
60.16 |
|