NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 24-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2015 |
24-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
60.58 |
61.51 |
0.93 |
1.5% |
60.72 |
High |
61.78 |
61.87 |
0.09 |
0.1% |
62.20 |
Low |
59.91 |
60.13 |
0.22 |
0.4% |
59.57 |
Close |
61.33 |
60.58 |
-0.75 |
-1.2% |
60.29 |
Range |
1.87 |
1.74 |
-0.13 |
-7.0% |
2.63 |
ATR |
1.67 |
1.67 |
0.01 |
0.3% |
0.00 |
Volume |
66,332 |
74,695 |
8,363 |
12.6% |
338,764 |
|
Daily Pivots for day following 24-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.08 |
65.07 |
61.54 |
|
R3 |
64.34 |
63.33 |
61.06 |
|
R2 |
62.60 |
62.60 |
60.90 |
|
R1 |
61.59 |
61.59 |
60.74 |
61.23 |
PP |
60.86 |
60.86 |
60.86 |
60.68 |
S1 |
59.85 |
59.85 |
60.42 |
59.49 |
S2 |
59.12 |
59.12 |
60.26 |
|
S3 |
57.38 |
58.11 |
60.10 |
|
S4 |
55.64 |
56.37 |
59.62 |
|
|
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 |
61.87 |
59.58 |
2.29 |
3.8% |
1.66 |
2.7% |
44% |
True |
False |
73,818 |
10 |
62.20 |
59.57 |
2.63 |
4.3% |
1.48 |
2.4% |
38% |
False |
False |
74,112 |
20 |
62.51 |
57.09 |
5.42 |
8.9% |
1.64 |
2.7% |
64% |
False |
False |
70,922 |
40 |
64.45 |
57.09 |
7.36 |
12.1% |
1.68 |
2.8% |
47% |
False |
False |
54,616 |
60 |
64.45 |
52.13 |
12.32 |
20.3% |
1.73 |
2.9% |
69% |
False |
False |
50,363 |
80 |
64.45 |
49.69 |
14.76 |
24.4% |
1.76 |
2.9% |
74% |
False |
False |
45,332 |
100 |
64.45 |
49.69 |
14.76 |
24.4% |
1.86 |
3.1% |
74% |
False |
False |
42,417 |
120 |
64.45 |
49.69 |
14.76 |
24.4% |
1.89 |
3.1% |
74% |
False |
False |
38,275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.27 |
2.618 |
66.43 |
1.618 |
64.69 |
1.000 |
63.61 |
0.618 |
62.95 |
HIGH |
61.87 |
0.618 |
61.21 |
0.500 |
61.00 |
0.382 |
60.79 |
LOW |
60.13 |
0.618 |
59.05 |
1.000 |
58.39 |
1.618 |
57.31 |
2.618 |
55.57 |
4.250 |
52.74 |
|
|
Fisher Pivots for day following 24-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
61.00 |
60.74 |
PP |
60.86 |
60.69 |
S1 |
60.72 |
60.63 |
|