NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 30-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2015 |
30-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
58.84 |
58.27 |
-0.57 |
-1.0% |
59.75 |
High |
59.27 |
59.69 |
0.42 |
0.7% |
61.57 |
Low |
58.04 |
57.94 |
-0.10 |
-0.2% |
58.76 |
Close |
58.33 |
59.47 |
1.14 |
2.0% |
59.63 |
Range |
1.23 |
1.75 |
0.52 |
42.3% |
2.81 |
ATR |
1.63 |
1.64 |
0.01 |
0.5% |
0.00 |
Volume |
286,035 |
282,475 |
-3,560 |
-1.2% |
1,358,813 |
|
Daily Pivots for day following 30-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.28 |
63.63 |
60.43 |
|
R3 |
62.53 |
61.88 |
59.95 |
|
R2 |
60.78 |
60.78 |
59.79 |
|
R1 |
60.13 |
60.13 |
59.63 |
60.46 |
PP |
59.03 |
59.03 |
59.03 |
59.20 |
S1 |
58.38 |
58.38 |
59.31 |
58.71 |
S2 |
57.28 |
57.28 |
59.15 |
|
S3 |
55.53 |
56.63 |
58.99 |
|
S4 |
53.78 |
54.88 |
58.51 |
|
|
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 |
57.94 |
3.63 |
6.1% |
1.40 |
2.3% |
42% |
False |
True |
267,158 |
10 |
61.81 |
57.94 |
3.87 |
6.5% |
1.61 |
2.7% |
40% |
False |
True |
263,078 |
20 |
62.22 |
57.21 |
5.01 |
8.4% |
1.59 |
2.7% |
45% |
False |
False |
195,381 |
40 |
64.12 |
56.88 |
7.24 |
12.2% |
1.70 |
2.9% |
36% |
False |
False |
126,454 |
60 |
64.12 |
53.59 |
10.53 |
17.7% |
1.71 |
2.9% |
56% |
False |
False |
97,975 |
80 |
64.12 |
48.71 |
15.41 |
25.9% |
1.80 |
3.0% |
70% |
False |
False |
79,605 |
100 |
64.12 |
48.71 |
15.41 |
25.9% |
1.82 |
3.1% |
70% |
False |
False |
68,910 |
120 |
64.12 |
48.71 |
15.41 |
25.9% |
1.92 |
3.2% |
70% |
False |
False |
59,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.13 |
2.618 |
64.27 |
1.618 |
62.52 |
1.000 |
61.44 |
0.618 |
60.77 |
HIGH |
59.69 |
0.618 |
59.02 |
0.500 |
58.82 |
0.382 |
58.61 |
LOW |
57.94 |
0.618 |
56.86 |
1.000 |
56.19 |
1.618 |
55.11 |
2.618 |
53.36 |
4.250 |
50.50 |
|
|
Fisher Pivots for day following 30-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
59.25 |
59.30 |
PP |
59.03 |
59.12 |
S1 |
58.82 |
58.95 |
|