NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 10-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
59.11 |
61.30 |
2.19 |
3.7% |
60.52 |
High |
61.38 |
62.51 |
1.13 |
1.8% |
61.95 |
Low |
59.03 |
61.17 |
2.14 |
3.6% |
57.54 |
Close |
60.98 |
62.17 |
1.19 |
2.0% |
59.89 |
Range |
2.35 |
1.34 |
-1.01 |
-43.0% |
4.41 |
ATR |
1.83 |
1.80 |
-0.02 |
-1.2% |
0.00 |
Volume |
73,008 |
84,094 |
11,086 |
15.2% |
314,390 |
|
Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.97 |
65.41 |
62.91 |
|
R3 |
64.63 |
64.07 |
62.54 |
|
R2 |
63.29 |
63.29 |
62.42 |
|
R1 |
62.73 |
62.73 |
62.29 |
63.01 |
PP |
61.95 |
61.95 |
61.95 |
62.09 |
S1 |
61.39 |
61.39 |
62.05 |
61.67 |
S2 |
60.61 |
60.61 |
61.92 |
|
S3 |
59.27 |
60.05 |
61.80 |
|
S4 |
57.93 |
58.71 |
61.43 |
|
|
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 |
62.51 |
57.54 |
4.97 |
8.0% |
1.83 |
2.9% |
93% |
True |
False |
77,381 |
10 |
62.51 |
57.09 |
5.42 |
8.7% |
1.81 |
2.9% |
94% |
True |
False |
67,733 |
20 |
63.49 |
57.09 |
6.40 |
10.3% |
1.76 |
2.8% |
79% |
False |
False |
51,972 |
40 |
64.45 |
57.09 |
7.36 |
11.8% |
1.75 |
2.8% |
69% |
False |
False |
47,374 |
60 |
64.45 |
49.69 |
14.76 |
23.7% |
1.85 |
3.0% |
85% |
False |
False |
42,892 |
80 |
64.45 |
49.69 |
14.76 |
23.7% |
1.82 |
2.9% |
85% |
False |
False |
39,909 |
100 |
64.45 |
49.69 |
14.76 |
23.7% |
1.90 |
3.1% |
85% |
False |
False |
37,174 |
120 |
64.45 |
49.69 |
14.76 |
23.7% |
1.97 |
3.2% |
85% |
False |
False |
32,858 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.21 |
2.618 |
66.02 |
1.618 |
64.68 |
1.000 |
63.85 |
0.618 |
63.34 |
HIGH |
62.51 |
0.618 |
62.00 |
0.500 |
61.84 |
0.382 |
61.68 |
LOW |
61.17 |
0.618 |
60.34 |
1.000 |
59.83 |
1.618 |
59.00 |
2.618 |
57.66 |
4.250 |
55.48 |
|
|
Fisher Pivots for day following 10-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
62.06 |
61.65 |
PP |
61.95 |
61.13 |
S1 |
61.84 |
60.61 |
|