NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 09-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
59.59 |
59.11 |
-0.48 |
-0.8% |
60.52 |
High |
59.80 |
61.38 |
1.58 |
2.6% |
61.95 |
Low |
58.70 |
59.03 |
0.33 |
0.6% |
57.54 |
Close |
58.97 |
60.98 |
2.01 |
3.4% |
59.89 |
Range |
1.10 |
2.35 |
1.25 |
113.6% |
4.41 |
ATR |
1.78 |
1.83 |
0.04 |
2.5% |
0.00 |
Volume |
88,800 |
73,008 |
-15,792 |
-17.8% |
314,390 |
|
Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.51 |
66.60 |
62.27 |
|
R3 |
65.16 |
64.25 |
61.63 |
|
R2 |
62.81 |
62.81 |
61.41 |
|
R1 |
61.90 |
61.90 |
61.20 |
62.36 |
PP |
60.46 |
60.46 |
60.46 |
60.69 |
S1 |
59.55 |
59.55 |
60.76 |
60.01 |
S2 |
58.11 |
58.11 |
60.55 |
|
S3 |
55.76 |
57.20 |
60.33 |
|
S4 |
53.41 |
54.85 |
59.69 |
|
|
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 |
61.75 |
57.54 |
4.21 |
6.9% |
1.93 |
3.2% |
82% |
False |
False |
72,118 |
10 |
61.95 |
57.09 |
4.86 |
8.0% |
1.84 |
3.0% |
80% |
False |
False |
62,694 |
20 |
63.49 |
57.09 |
6.40 |
10.5% |
1.79 |
2.9% |
61% |
False |
False |
49,404 |
40 |
64.45 |
56.23 |
8.22 |
13.5% |
1.75 |
2.9% |
58% |
False |
False |
45,946 |
60 |
64.45 |
49.69 |
14.76 |
24.2% |
1.86 |
3.0% |
76% |
False |
False |
41,956 |
80 |
64.45 |
49.69 |
14.76 |
24.2% |
1.82 |
3.0% |
76% |
False |
False |
39,362 |
100 |
64.45 |
49.69 |
14.76 |
24.2% |
1.93 |
3.2% |
76% |
False |
False |
36,536 |
120 |
64.45 |
49.69 |
14.76 |
24.2% |
1.98 |
3.3% |
76% |
False |
False |
32,262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.37 |
2.618 |
67.53 |
1.618 |
65.18 |
1.000 |
63.73 |
0.618 |
62.83 |
HIGH |
61.38 |
0.618 |
60.48 |
0.500 |
60.21 |
0.382 |
59.93 |
LOW |
59.03 |
0.618 |
57.58 |
1.000 |
56.68 |
1.618 |
55.23 |
2.618 |
52.88 |
4.250 |
49.04 |
|
|
Fisher Pivots for day following 09-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
60.72 |
60.47 |
PP |
60.46 |
59.97 |
S1 |
60.21 |
59.46 |
|