NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 26-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2015 |
26-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
60.22 |
59.64 |
-0.58 |
-1.0% |
59.75 |
High |
60.46 |
59.96 |
-0.50 |
-0.8% |
61.57 |
Low |
59.43 |
58.76 |
-0.67 |
-1.1% |
58.76 |
Close |
59.70 |
59.63 |
-0.07 |
-0.1% |
59.63 |
Range |
1.03 |
1.20 |
0.17 |
16.5% |
2.81 |
ATR |
1.66 |
1.63 |
-0.03 |
-2.0% |
0.00 |
Volume |
222,341 |
231,957 |
9,616 |
4.3% |
1,358,813 |
|
Daily Pivots for day following 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.05 |
62.54 |
60.29 |
|
R3 |
61.85 |
61.34 |
59.96 |
|
R2 |
60.65 |
60.65 |
59.85 |
|
R1 |
60.14 |
60.14 |
59.74 |
59.80 |
PP |
59.45 |
59.45 |
59.45 |
59.28 |
S1 |
58.94 |
58.94 |
59.52 |
58.60 |
S2 |
58.25 |
58.25 |
59.41 |
|
S3 |
57.05 |
57.74 |
59.30 |
|
S4 |
55.85 |
56.54 |
58.97 |
|
|
Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.42 |
66.83 |
61.18 |
|
R3 |
65.61 |
64.02 |
60.40 |
|
R2 |
62.80 |
62.80 |
60.15 |
|
R1 |
61.21 |
61.21 |
59.89 |
60.60 |
PP |
59.99 |
59.99 |
59.99 |
59.68 |
S1 |
58.40 |
58.40 |
59.37 |
57.79 |
S2 |
57.18 |
57.18 |
59.11 |
|
S3 |
54.37 |
55.59 |
58.86 |
|
S4 |
51.56 |
52.78 |
58.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61.57 |
58.76 |
2.81 |
4.7% |
1.46 |
2.4% |
31% |
False |
True |
271,762 |
10 |
61.81 |
58.76 |
3.05 |
5.1% |
1.53 |
2.6% |
29% |
False |
True |
231,983 |
20 |
62.22 |
57.21 |
5.01 |
8.4% |
1.58 |
2.6% |
48% |
False |
False |
177,189 |
40 |
64.12 |
56.88 |
7.24 |
12.1% |
1.69 |
2.8% |
38% |
False |
False |
114,363 |
60 |
64.12 |
51.79 |
12.33 |
20.7% |
1.74 |
2.9% |
64% |
False |
False |
89,359 |
80 |
64.12 |
48.71 |
15.41 |
25.8% |
1.80 |
3.0% |
71% |
False |
False |
73,403 |
100 |
64.12 |
48.71 |
15.41 |
25.8% |
1.87 |
3.1% |
71% |
False |
False |
63,635 |
120 |
64.12 |
48.71 |
15.41 |
25.8% |
1.93 |
3.2% |
71% |
False |
False |
54,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.06 |
2.618 |
63.10 |
1.618 |
61.90 |
1.000 |
61.16 |
0.618 |
60.70 |
HIGH |
59.96 |
0.618 |
59.50 |
0.500 |
59.36 |
0.382 |
59.22 |
LOW |
58.76 |
0.618 |
58.02 |
1.000 |
57.56 |
1.618 |
56.82 |
2.618 |
55.62 |
4.250 |
53.66 |
|
|
Fisher Pivots for day following 26-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
59.54 |
60.17 |
PP |
59.45 |
59.99 |
S1 |
59.36 |
59.81 |
|