NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 23-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2015 |
23-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
59.75 |
60.21 |
0.46 |
0.8% |
60.33 |
High |
60.63 |
61.49 |
0.86 |
1.4% |
61.81 |
Low |
59.27 |
59.55 |
0.28 |
0.5% |
59.19 |
Close |
60.38 |
61.01 |
0.63 |
1.0% |
59.97 |
Range |
1.36 |
1.94 |
0.58 |
42.6% |
2.62 |
ATR |
1.69 |
1.71 |
0.02 |
1.1% |
0.00 |
Volume |
255,306 |
336,224 |
80,918 |
31.7% |
961,018 |
|
Daily Pivots for day following 23-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.50 |
65.70 |
62.08 |
|
R3 |
64.56 |
63.76 |
61.54 |
|
R2 |
62.62 |
62.62 |
61.37 |
|
R1 |
61.82 |
61.82 |
61.19 |
62.22 |
PP |
60.68 |
60.68 |
60.68 |
60.89 |
S1 |
59.88 |
59.88 |
60.83 |
60.28 |
S2 |
58.74 |
58.74 |
60.65 |
|
S3 |
56.80 |
57.94 |
60.48 |
|
S4 |
54.86 |
56.00 |
59.94 |
|
|
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 |
59.24 |
2.57 |
4.2% |
1.82 |
3.0% |
69% |
False |
False |
258,998 |
10 |
62.22 |
59.19 |
3.03 |
5.0% |
1.48 |
2.4% |
60% |
False |
False |
198,390 |
20 |
62.22 |
56.88 |
5.34 |
8.8% |
1.68 |
2.8% |
77% |
False |
False |
150,564 |
40 |
64.12 |
56.88 |
7.24 |
11.9% |
1.72 |
2.8% |
57% |
False |
False |
98,196 |
60 |
64.12 |
51.30 |
12.82 |
21.0% |
1.77 |
2.9% |
76% |
False |
False |
77,710 |
80 |
64.12 |
48.71 |
15.41 |
25.3% |
1.80 |
3.0% |
80% |
False |
False |
64,855 |
100 |
64.12 |
48.71 |
15.41 |
25.3% |
1.95 |
3.2% |
80% |
False |
False |
56,452 |
120 |
64.12 |
48.71 |
15.41 |
25.3% |
1.95 |
3.2% |
80% |
False |
False |
48,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.74 |
2.618 |
66.57 |
1.618 |
64.63 |
1.000 |
63.43 |
0.618 |
62.69 |
HIGH |
61.49 |
0.618 |
60.75 |
0.500 |
60.52 |
0.382 |
60.29 |
LOW |
59.55 |
0.618 |
58.35 |
1.000 |
57.61 |
1.618 |
56.41 |
2.618 |
54.47 |
4.250 |
51.31 |
|
|
Fisher Pivots for day following 23-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
60.85 |
60.80 |
PP |
60.68 |
60.58 |
S1 |
60.52 |
60.37 |
|