NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 05-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2015 |
05-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
60.05 |
58.61 |
-1.44 |
-2.4% |
60.52 |
High |
60.38 |
59.98 |
-0.40 |
-0.7% |
61.95 |
Low |
58.46 |
57.54 |
-0.92 |
-1.6% |
57.54 |
Close |
58.62 |
59.89 |
1.27 |
2.2% |
59.89 |
Range |
1.92 |
2.44 |
0.52 |
27.1% |
4.41 |
ATR |
1.78 |
1.83 |
0.05 |
2.7% |
0.00 |
Volume |
68,151 |
72,853 |
4,702 |
6.9% |
314,390 |
|
Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.46 |
65.61 |
61.23 |
|
R3 |
64.02 |
63.17 |
60.56 |
|
R2 |
61.58 |
61.58 |
60.34 |
|
R1 |
60.73 |
60.73 |
60.11 |
61.16 |
PP |
59.14 |
59.14 |
59.14 |
59.35 |
S1 |
58.29 |
58.29 |
59.67 |
58.72 |
S2 |
56.70 |
56.70 |
59.44 |
|
S3 |
54.26 |
55.85 |
59.22 |
|
S4 |
51.82 |
53.41 |
58.55 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.02 |
70.87 |
62.32 |
|
R3 |
68.61 |
66.46 |
61.10 |
|
R2 |
64.20 |
64.20 |
60.70 |
|
R1 |
62.05 |
62.05 |
60.29 |
60.92 |
PP |
59.79 |
59.79 |
59.79 |
59.23 |
S1 |
57.64 |
57.64 |
59.49 |
56.51 |
S2 |
55.38 |
55.38 |
59.08 |
|
S3 |
50.97 |
53.23 |
58.68 |
|
S4 |
46.56 |
48.82 |
57.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61.95 |
57.54 |
4.41 |
7.4% |
1.79 |
3.0% |
53% |
False |
True |
62,878 |
10 |
61.95 |
57.09 |
4.86 |
8.1% |
1.88 |
3.1% |
58% |
False |
False |
55,188 |
20 |
63.49 |
57.09 |
6.40 |
10.7% |
1.75 |
2.9% |
44% |
False |
False |
45,401 |
40 |
64.45 |
54.39 |
10.06 |
16.8% |
1.73 |
2.9% |
55% |
False |
False |
44,014 |
60 |
64.45 |
49.69 |
14.76 |
24.6% |
1.87 |
3.1% |
69% |
False |
False |
40,187 |
80 |
64.45 |
49.69 |
14.76 |
24.6% |
1.83 |
3.1% |
69% |
False |
False |
37,970 |
100 |
64.45 |
49.69 |
14.76 |
24.6% |
1.94 |
3.2% |
69% |
False |
False |
35,297 |
120 |
64.45 |
49.69 |
14.76 |
24.6% |
1.99 |
3.3% |
69% |
False |
False |
31,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.35 |
2.618 |
66.37 |
1.618 |
63.93 |
1.000 |
62.42 |
0.618 |
61.49 |
HIGH |
59.98 |
0.618 |
59.05 |
0.500 |
58.76 |
0.382 |
58.47 |
LOW |
57.54 |
0.618 |
56.03 |
1.000 |
55.10 |
1.618 |
53.59 |
2.618 |
51.15 |
4.250 |
47.17 |
|
|
Fisher Pivots for day following 05-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
59.51 |
59.81 |
PP |
59.14 |
59.73 |
S1 |
58.76 |
59.65 |
|