NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 19-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2015 |
19-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
60.59 |
61.20 |
0.61 |
1.0% |
60.72 |
High |
61.70 |
61.28 |
-0.42 |
-0.7% |
62.20 |
Low |
60.07 |
59.58 |
-0.49 |
-0.8% |
59.57 |
Close |
61.17 |
60.29 |
-0.88 |
-1.4% |
60.29 |
Range |
1.63 |
1.70 |
0.07 |
4.3% |
2.63 |
ATR |
1.67 |
1.67 |
0.00 |
0.1% |
0.00 |
Volume |
94,078 |
65,724 |
-28,354 |
-30.1% |
338,764 |
|
Daily Pivots for day following 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.48 |
64.59 |
61.23 |
|
R3 |
63.78 |
62.89 |
60.76 |
|
R2 |
62.08 |
62.08 |
60.60 |
|
R1 |
61.19 |
61.19 |
60.45 |
60.79 |
PP |
60.38 |
60.38 |
60.38 |
60.18 |
S1 |
59.49 |
59.49 |
60.13 |
59.09 |
S2 |
58.68 |
58.68 |
59.98 |
|
S3 |
56.98 |
57.79 |
59.82 |
|
S4 |
55.28 |
56.09 |
59.36 |
|
|
Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.58 |
67.06 |
61.74 |
|
R3 |
65.95 |
64.43 |
61.01 |
|
R2 |
63.32 |
63.32 |
60.77 |
|
R1 |
61.80 |
61.80 |
60.53 |
61.25 |
PP |
60.69 |
60.69 |
60.69 |
60.41 |
S1 |
59.17 |
59.17 |
60.05 |
58.62 |
S2 |
58.06 |
58.06 |
59.81 |
|
S3 |
55.43 |
56.54 |
59.57 |
|
S4 |
52.80 |
53.91 |
58.84 |
|
|
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 |
4.4% |
1.57 |
2.6% |
27% |
False |
False |
67,752 |
10 |
62.51 |
58.70 |
3.81 |
6.3% |
1.46 |
2.4% |
42% |
False |
False |
77,773 |
20 |
62.51 |
57.09 |
5.42 |
9.0% |
1.67 |
2.8% |
59% |
False |
False |
66,480 |
40 |
64.45 |
57.09 |
7.36 |
12.2% |
1.64 |
2.7% |
43% |
False |
False |
53,221 |
60 |
64.45 |
52.13 |
12.32 |
20.4% |
1.77 |
2.9% |
66% |
False |
False |
48,737 |
80 |
64.45 |
49.69 |
14.76 |
24.5% |
1.76 |
2.9% |
72% |
False |
False |
43,883 |
100 |
64.45 |
49.69 |
14.76 |
24.5% |
1.88 |
3.1% |
72% |
False |
False |
40,857 |
120 |
64.45 |
49.69 |
14.76 |
24.5% |
1.90 |
3.1% |
72% |
False |
False |
36,679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.51 |
2.618 |
65.73 |
1.618 |
64.03 |
1.000 |
62.98 |
0.618 |
62.33 |
HIGH |
61.28 |
0.618 |
60.63 |
0.500 |
60.43 |
0.382 |
60.23 |
LOW |
59.58 |
0.618 |
58.53 |
1.000 |
57.88 |
1.618 |
56.83 |
2.618 |
55.13 |
4.250 |
52.36 |
|
|
Fisher Pivots for day following 19-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
60.43 |
60.89 |
PP |
60.38 |
60.69 |
S1 |
60.34 |
60.49 |
|