NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 29-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2015 |
29-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
60.00 |
59.00 |
-1.00 |
-1.7% |
60.05 |
High |
60.28 |
59.63 |
-0.65 |
-1.1% |
61.87 |
Low |
59.09 |
58.39 |
-0.70 |
-1.2% |
59.09 |
Close |
59.97 |
58.68 |
-1.29 |
-2.2% |
59.97 |
Range |
1.19 |
1.24 |
0.05 |
4.2% |
2.78 |
ATR |
1.59 |
1.59 |
0.00 |
-0.1% |
0.00 |
Volume |
40,345 |
46,367 |
6,022 |
14.9% |
315,193 |
|
Daily Pivots for day following 29-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.62 |
61.89 |
59.36 |
|
R3 |
61.38 |
60.65 |
59.02 |
|
R2 |
60.14 |
60.14 |
58.91 |
|
R1 |
59.41 |
59.41 |
58.79 |
59.16 |
PP |
58.90 |
58.90 |
58.90 |
58.77 |
S1 |
58.17 |
58.17 |
58.57 |
57.92 |
S2 |
57.66 |
57.66 |
58.45 |
|
S3 |
56.42 |
56.93 |
58.34 |
|
S4 |
55.18 |
55.69 |
58.00 |
|
|
Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.65 |
67.09 |
61.50 |
|
R3 |
65.87 |
64.31 |
60.73 |
|
R2 |
63.09 |
63.09 |
60.48 |
|
R1 |
61.53 |
61.53 |
60.22 |
60.92 |
PP |
60.31 |
60.31 |
60.31 |
60.01 |
S1 |
58.75 |
58.75 |
59.72 |
58.14 |
S2 |
57.53 |
57.53 |
59.46 |
|
S3 |
54.75 |
55.97 |
59.21 |
|
S4 |
51.97 |
53.19 |
58.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61.87 |
58.39 |
3.48 |
5.9% |
1.42 |
2.4% |
8% |
False |
True |
58,659 |
10 |
62.20 |
58.39 |
3.81 |
6.5% |
1.51 |
2.6% |
8% |
False |
True |
64,154 |
20 |
62.51 |
57.54 |
4.97 |
8.5% |
1.54 |
2.6% |
23% |
False |
False |
69,624 |
40 |
64.45 |
57.09 |
7.36 |
12.5% |
1.65 |
2.8% |
22% |
False |
False |
55,194 |
60 |
64.45 |
53.41 |
11.04 |
18.8% |
1.68 |
2.9% |
48% |
False |
False |
51,501 |
80 |
64.45 |
49.69 |
14.76 |
25.2% |
1.76 |
3.0% |
61% |
False |
False |
45,855 |
100 |
64.45 |
49.69 |
14.76 |
25.2% |
1.79 |
3.1% |
61% |
False |
False |
42,997 |
120 |
64.45 |
49.69 |
14.76 |
25.2% |
1.87 |
3.2% |
61% |
False |
False |
39,402 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.90 |
2.618 |
62.88 |
1.618 |
61.64 |
1.000 |
60.87 |
0.618 |
60.40 |
HIGH |
59.63 |
0.618 |
59.16 |
0.500 |
59.01 |
0.382 |
58.86 |
LOW |
58.39 |
0.618 |
57.62 |
1.000 |
57.15 |
1.618 |
56.38 |
2.618 |
55.14 |
4.250 |
53.12 |
|
|
Fisher Pivots for day following 29-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
59.01 |
59.58 |
PP |
58.90 |
59.28 |
S1 |
58.79 |
58.98 |
|