NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 29-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2015 |
29-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
59.64 |
58.84 |
-0.80 |
-1.3% |
59.75 |
High |
59.96 |
59.27 |
-0.69 |
-1.2% |
61.57 |
Low |
58.76 |
58.04 |
-0.72 |
-1.2% |
58.76 |
Close |
59.63 |
58.33 |
-1.30 |
-2.2% |
59.63 |
Range |
1.20 |
1.23 |
0.03 |
2.5% |
2.81 |
ATR |
1.63 |
1.63 |
0.00 |
-0.2% |
0.00 |
Volume |
231,957 |
286,035 |
54,078 |
23.3% |
1,358,813 |
|
Daily Pivots for day following 29-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.24 |
61.51 |
59.01 |
|
R3 |
61.01 |
60.28 |
58.67 |
|
R2 |
59.78 |
59.78 |
58.56 |
|
R1 |
59.05 |
59.05 |
58.44 |
58.80 |
PP |
58.55 |
58.55 |
58.55 |
58.42 |
S1 |
57.82 |
57.82 |
58.22 |
57.57 |
S2 |
57.32 |
57.32 |
58.10 |
|
S3 |
56.09 |
56.59 |
57.99 |
|
S4 |
54.86 |
55.36 |
57.65 |
|
|
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 |
58.04 |
3.53 |
6.1% |
1.43 |
2.5% |
8% |
False |
True |
277,908 |
10 |
61.81 |
58.04 |
3.77 |
6.5% |
1.53 |
2.6% |
8% |
False |
True |
247,761 |
20 |
62.22 |
57.21 |
5.01 |
8.6% |
1.58 |
2.7% |
22% |
False |
False |
185,117 |
40 |
64.12 |
56.88 |
7.24 |
12.4% |
1.69 |
2.9% |
20% |
False |
False |
120,147 |
60 |
64.12 |
52.89 |
11.23 |
19.3% |
1.73 |
3.0% |
48% |
False |
False |
93,693 |
80 |
64.12 |
48.71 |
15.41 |
26.4% |
1.80 |
3.1% |
62% |
False |
False |
76,438 |
100 |
64.12 |
48.71 |
15.41 |
26.4% |
1.85 |
3.2% |
62% |
False |
False |
66,265 |
120 |
64.12 |
48.71 |
15.41 |
26.4% |
1.92 |
3.3% |
62% |
False |
False |
57,218 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.50 |
2.618 |
62.49 |
1.618 |
61.26 |
1.000 |
60.50 |
0.618 |
60.03 |
HIGH |
59.27 |
0.618 |
58.80 |
0.500 |
58.66 |
0.382 |
58.51 |
LOW |
58.04 |
0.618 |
57.28 |
1.000 |
56.81 |
1.618 |
56.05 |
2.618 |
54.82 |
4.250 |
52.81 |
|
|
Fisher Pivots for day following 29-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
58.66 |
59.25 |
PP |
58.55 |
58.94 |
S1 |
58.44 |
58.64 |
|