NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 18-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2015 |
18-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
60.90 |
60.59 |
-0.31 |
-0.5% |
59.59 |
High |
62.20 |
61.70 |
-0.50 |
-0.8% |
62.51 |
Low |
59.76 |
60.07 |
0.31 |
0.5% |
58.70 |
Close |
60.72 |
61.17 |
0.45 |
0.7% |
60.77 |
Range |
2.44 |
1.63 |
-0.81 |
-33.2% |
3.81 |
ATR |
1.67 |
1.67 |
0.00 |
-0.2% |
0.00 |
Volume |
66,111 |
94,078 |
27,967 |
42.3% |
438,971 |
|
Daily Pivots for day following 18-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.87 |
65.15 |
62.07 |
|
R3 |
64.24 |
63.52 |
61.62 |
|
R2 |
62.61 |
62.61 |
61.47 |
|
R1 |
61.89 |
61.89 |
61.32 |
62.25 |
PP |
60.98 |
60.98 |
60.98 |
61.16 |
S1 |
60.26 |
60.26 |
61.02 |
60.62 |
S2 |
59.35 |
59.35 |
60.87 |
|
S3 |
57.72 |
58.63 |
60.72 |
|
S4 |
56.09 |
57.00 |
60.27 |
|
|
Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.09 |
70.24 |
62.87 |
|
R3 |
68.28 |
66.43 |
61.82 |
|
R2 |
64.47 |
64.47 |
61.47 |
|
R1 |
62.62 |
62.62 |
61.12 |
63.55 |
PP |
60.66 |
60.66 |
60.66 |
61.12 |
S1 |
58.81 |
58.81 |
60.42 |
59.74 |
S2 |
56.85 |
56.85 |
60.07 |
|
S3 |
53.04 |
55.00 |
59.72 |
|
S4 |
49.23 |
51.19 |
58.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
62.20 |
59.57 |
2.63 |
4.3% |
1.39 |
2.3% |
61% |
False |
False |
71,533 |
10 |
62.51 |
57.54 |
4.97 |
8.1% |
1.54 |
2.5% |
73% |
False |
False |
78,486 |
20 |
62.51 |
57.09 |
5.42 |
8.9% |
1.69 |
2.8% |
75% |
False |
False |
64,802 |
40 |
64.45 |
57.09 |
7.36 |
12.0% |
1.66 |
2.7% |
55% |
False |
False |
52,538 |
60 |
64.45 |
52.02 |
12.43 |
20.3% |
1.77 |
2.9% |
74% |
False |
False |
48,161 |
80 |
64.45 |
49.69 |
14.76 |
24.1% |
1.77 |
2.9% |
78% |
False |
False |
43,265 |
100 |
64.45 |
49.69 |
14.76 |
24.1% |
1.87 |
3.1% |
78% |
False |
False |
40,367 |
120 |
64.45 |
49.69 |
14.76 |
24.1% |
1.90 |
3.1% |
78% |
False |
False |
36,197 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.63 |
2.618 |
65.97 |
1.618 |
64.34 |
1.000 |
63.33 |
0.618 |
62.71 |
HIGH |
61.70 |
0.618 |
61.08 |
0.500 |
60.89 |
0.382 |
60.69 |
LOW |
60.07 |
0.618 |
59.06 |
1.000 |
58.44 |
1.618 |
57.43 |
2.618 |
55.80 |
4.250 |
53.14 |
|
|
Fisher Pivots for day following 18-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
61.08 |
61.11 |
PP |
60.98 |
61.04 |
S1 |
60.89 |
60.98 |
|