NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 25-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2015 |
25-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
61.51 |
60.49 |
-1.02 |
-1.7% |
60.72 |
High |
61.87 |
60.76 |
-1.11 |
-1.8% |
62.20 |
Low |
60.13 |
59.72 |
-0.41 |
-0.7% |
59.57 |
Close |
60.58 |
60.00 |
-0.58 |
-1.0% |
60.29 |
Range |
1.74 |
1.04 |
-0.70 |
-40.2% |
2.63 |
ATR |
1.67 |
1.63 |
-0.05 |
-2.7% |
0.00 |
Volume |
74,695 |
65,556 |
-9,139 |
-12.2% |
338,764 |
|
Daily Pivots for day following 25-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.28 |
62.68 |
60.57 |
|
R3 |
62.24 |
61.64 |
60.29 |
|
R2 |
61.20 |
61.20 |
60.19 |
|
R1 |
60.60 |
60.60 |
60.10 |
60.38 |
PP |
60.16 |
60.16 |
60.16 |
60.05 |
S1 |
59.56 |
59.56 |
59.90 |
59.34 |
S2 |
59.12 |
59.12 |
59.81 |
|
S3 |
58.08 |
58.52 |
59.71 |
|
S4 |
57.04 |
57.48 |
59.43 |
|
|
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% |
1.54 |
2.6% |
18% |
False |
False |
68,114 |
10 |
62.20 |
59.57 |
2.63 |
4.4% |
1.47 |
2.4% |
16% |
False |
False |
69,823 |
20 |
62.51 |
57.54 |
4.97 |
8.3% |
1.62 |
2.7% |
49% |
False |
False |
71,098 |
40 |
64.45 |
57.09 |
7.36 |
12.3% |
1.65 |
2.7% |
40% |
False |
False |
55,453 |
60 |
64.45 |
52.13 |
12.32 |
20.5% |
1.73 |
2.9% |
64% |
False |
False |
51,170 |
80 |
64.45 |
49.69 |
14.76 |
24.6% |
1.76 |
2.9% |
70% |
False |
False |
45,723 |
100 |
64.45 |
49.69 |
14.76 |
24.6% |
1.84 |
3.1% |
70% |
False |
False |
42,870 |
120 |
64.45 |
49.69 |
14.76 |
24.6% |
1.88 |
3.1% |
70% |
False |
False |
38,773 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.18 |
2.618 |
63.48 |
1.618 |
62.44 |
1.000 |
61.80 |
0.618 |
61.40 |
HIGH |
60.76 |
0.618 |
60.36 |
0.500 |
60.24 |
0.382 |
60.12 |
LOW |
59.72 |
0.618 |
59.08 |
1.000 |
58.68 |
1.618 |
58.04 |
2.618 |
57.00 |
4.250 |
55.30 |
|
|
Fisher Pivots for day following 25-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
60.24 |
60.80 |
PP |
60.16 |
60.53 |
S1 |
60.08 |
60.27 |
|