NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 25-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2015 |
25-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
61.14 |
60.22 |
-0.92 |
-1.5% |
60.33 |
High |
61.57 |
60.46 |
-1.11 |
-1.8% |
61.81 |
Low |
59.80 |
59.43 |
-0.37 |
-0.6% |
59.19 |
Close |
60.27 |
59.70 |
-0.57 |
-0.9% |
59.97 |
Range |
1.77 |
1.03 |
-0.74 |
-41.8% |
2.62 |
ATR |
1.71 |
1.66 |
-0.05 |
-2.8% |
0.00 |
Volume |
312,985 |
222,341 |
-90,644 |
-29.0% |
961,018 |
|
Daily Pivots for day following 25-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.95 |
62.36 |
60.27 |
|
R3 |
61.92 |
61.33 |
59.98 |
|
R2 |
60.89 |
60.89 |
59.89 |
|
R1 |
60.30 |
60.30 |
59.79 |
60.08 |
PP |
59.86 |
59.86 |
59.86 |
59.76 |
S1 |
59.27 |
59.27 |
59.61 |
59.05 |
S2 |
58.83 |
58.83 |
59.51 |
|
S3 |
57.80 |
58.24 |
59.42 |
|
S4 |
56.77 |
57.21 |
59.13 |
|
|
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 |
61.57 |
59.24 |
2.33 |
3.9% |
1.56 |
2.6% |
20% |
False |
False |
285,350 |
10 |
61.81 |
59.19 |
2.62 |
4.4% |
1.50 |
2.5% |
19% |
False |
False |
217,982 |
20 |
62.22 |
57.21 |
5.01 |
8.4% |
1.67 |
2.8% |
50% |
False |
False |
169,792 |
40 |
64.12 |
56.88 |
7.24 |
12.1% |
1.69 |
2.8% |
39% |
False |
False |
110,119 |
60 |
64.12 |
51.30 |
12.82 |
21.5% |
1.77 |
3.0% |
66% |
False |
False |
85,939 |
80 |
64.12 |
48.71 |
15.41 |
25.8% |
1.80 |
3.0% |
71% |
False |
False |
70,860 |
100 |
64.12 |
48.71 |
15.41 |
25.8% |
1.90 |
3.2% |
71% |
False |
False |
61,570 |
120 |
64.12 |
48.71 |
15.41 |
25.8% |
1.94 |
3.2% |
71% |
False |
False |
52,967 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.84 |
2.618 |
63.16 |
1.618 |
62.13 |
1.000 |
61.49 |
0.618 |
61.10 |
HIGH |
60.46 |
0.618 |
60.07 |
0.500 |
59.95 |
0.382 |
59.82 |
LOW |
59.43 |
0.618 |
58.79 |
1.000 |
58.40 |
1.618 |
57.76 |
2.618 |
56.73 |
4.250 |
55.05 |
|
|
Fisher Pivots for day following 25-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
59.95 |
60.50 |
PP |
59.86 |
60.23 |
S1 |
59.78 |
59.97 |
|