NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 08-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2015 |
08-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
58.61 |
59.59 |
0.98 |
1.7% |
60.52 |
High |
59.98 |
59.80 |
-0.18 |
-0.3% |
61.95 |
Low |
57.54 |
58.70 |
1.16 |
2.0% |
57.54 |
Close |
59.89 |
58.97 |
-0.92 |
-1.5% |
59.89 |
Range |
2.44 |
1.10 |
-1.34 |
-54.9% |
4.41 |
ATR |
1.83 |
1.78 |
-0.05 |
-2.5% |
0.00 |
Volume |
72,853 |
88,800 |
15,947 |
21.9% |
314,390 |
|
Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.46 |
61.81 |
59.58 |
|
R3 |
61.36 |
60.71 |
59.27 |
|
R2 |
60.26 |
60.26 |
59.17 |
|
R1 |
59.61 |
59.61 |
59.07 |
59.39 |
PP |
59.16 |
59.16 |
59.16 |
59.04 |
S1 |
58.51 |
58.51 |
58.87 |
58.29 |
S2 |
58.06 |
58.06 |
58.77 |
|
S3 |
56.96 |
57.41 |
58.67 |
|
S4 |
55.86 |
56.31 |
58.37 |
|
|
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 |
7.5% |
1.76 |
3.0% |
32% |
False |
False |
68,397 |
10 |
61.95 |
57.09 |
4.86 |
8.2% |
1.85 |
3.1% |
39% |
False |
False |
58,669 |
20 |
63.49 |
57.09 |
6.40 |
10.9% |
1.72 |
2.9% |
29% |
False |
False |
47,540 |
40 |
64.45 |
55.80 |
8.65 |
14.7% |
1.72 |
2.9% |
37% |
False |
False |
45,215 |
60 |
64.45 |
49.69 |
14.76 |
25.0% |
1.86 |
3.2% |
63% |
False |
False |
41,187 |
80 |
64.45 |
49.69 |
14.76 |
25.0% |
1.82 |
3.1% |
63% |
False |
False |
38,790 |
100 |
64.45 |
49.69 |
14.76 |
25.0% |
1.94 |
3.3% |
63% |
False |
False |
36,037 |
120 |
64.45 |
49.69 |
14.76 |
25.0% |
1.99 |
3.4% |
63% |
False |
False |
31,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.48 |
2.618 |
62.68 |
1.618 |
61.58 |
1.000 |
60.90 |
0.618 |
60.48 |
HIGH |
59.80 |
0.618 |
59.38 |
0.500 |
59.25 |
0.382 |
59.12 |
LOW |
58.70 |
0.618 |
58.02 |
1.000 |
57.60 |
1.618 |
56.92 |
2.618 |
55.82 |
4.250 |
54.03 |
|
|
Fisher Pivots for day following 08-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
59.25 |
58.97 |
PP |
59.16 |
58.96 |
S1 |
59.06 |
58.96 |
|