NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 23-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2015 |
23-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
60.05 |
60.58 |
0.53 |
0.9% |
60.72 |
High |
60.96 |
61.78 |
0.82 |
1.3% |
62.20 |
Low |
59.61 |
59.91 |
0.30 |
0.5% |
59.57 |
Close |
60.74 |
61.33 |
0.59 |
1.0% |
60.29 |
Range |
1.35 |
1.87 |
0.52 |
38.5% |
2.63 |
ATR |
1.65 |
1.67 |
0.02 |
1.0% |
0.00 |
Volume |
68,265 |
66,332 |
-1,933 |
-2.8% |
338,764 |
|
Daily Pivots for day following 23-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.62 |
65.84 |
62.36 |
|
R3 |
64.75 |
63.97 |
61.84 |
|
R2 |
62.88 |
62.88 |
61.67 |
|
R1 |
62.10 |
62.10 |
61.50 |
62.49 |
PP |
61.01 |
61.01 |
61.01 |
61.20 |
S1 |
60.23 |
60.23 |
61.16 |
60.62 |
S2 |
59.14 |
59.14 |
60.99 |
|
S3 |
57.27 |
58.36 |
60.82 |
|
S4 |
55.40 |
56.49 |
60.30 |
|
|
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 |
59.58 |
2.62 |
4.3% |
1.80 |
2.9% |
67% |
False |
False |
72,102 |
10 |
62.51 |
59.57 |
2.94 |
4.8% |
1.44 |
2.3% |
60% |
False |
False |
75,052 |
20 |
62.51 |
57.09 |
5.42 |
8.8% |
1.64 |
2.7% |
78% |
False |
False |
68,873 |
40 |
64.45 |
57.09 |
7.36 |
12.0% |
1.67 |
2.7% |
58% |
False |
False |
53,504 |
60 |
64.45 |
52.13 |
12.32 |
20.1% |
1.72 |
2.8% |
75% |
False |
False |
49,477 |
80 |
64.45 |
49.69 |
14.76 |
24.1% |
1.76 |
2.9% |
79% |
False |
False |
44,691 |
100 |
64.45 |
49.69 |
14.76 |
24.1% |
1.89 |
3.1% |
79% |
False |
False |
41,862 |
120 |
64.45 |
49.69 |
14.76 |
24.1% |
1.89 |
3.1% |
79% |
False |
False |
37,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.73 |
2.618 |
66.68 |
1.618 |
64.81 |
1.000 |
63.65 |
0.618 |
62.94 |
HIGH |
61.78 |
0.618 |
61.07 |
0.500 |
60.85 |
0.382 |
60.62 |
LOW |
59.91 |
0.618 |
58.75 |
1.000 |
58.04 |
1.618 |
56.88 |
2.618 |
55.01 |
4.250 |
51.96 |
|
|
Fisher Pivots for day following 23-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
61.17 |
61.11 |
PP |
61.01 |
60.90 |
S1 |
60.85 |
60.68 |
|