NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 30-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2015 |
30-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
59.00 |
58.63 |
-0.37 |
-0.6% |
60.05 |
High |
59.63 |
60.05 |
0.42 |
0.7% |
61.87 |
Low |
58.39 |
58.32 |
-0.07 |
-0.1% |
59.09 |
Close |
58.68 |
59.83 |
1.15 |
2.0% |
59.97 |
Range |
1.24 |
1.73 |
0.49 |
39.5% |
2.78 |
ATR |
1.59 |
1.60 |
0.01 |
0.6% |
0.00 |
Volume |
46,367 |
59,219 |
12,852 |
27.7% |
315,193 |
|
Daily Pivots for day following 30-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.59 |
63.94 |
60.78 |
|
R3 |
62.86 |
62.21 |
60.31 |
|
R2 |
61.13 |
61.13 |
60.15 |
|
R1 |
60.48 |
60.48 |
59.99 |
60.81 |
PP |
59.40 |
59.40 |
59.40 |
59.56 |
S1 |
58.75 |
58.75 |
59.67 |
59.08 |
S2 |
57.67 |
57.67 |
59.51 |
|
S3 |
55.94 |
57.02 |
59.35 |
|
S4 |
54.21 |
55.29 |
58.88 |
|
|
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 |
58.32 |
3.55 |
5.9% |
1.39 |
2.3% |
43% |
False |
True |
57,236 |
10 |
62.20 |
58.32 |
3.88 |
6.5% |
1.59 |
2.7% |
39% |
False |
True |
64,669 |
20 |
62.51 |
57.54 |
4.97 |
8.3% |
1.55 |
2.6% |
46% |
False |
False |
69,864 |
40 |
64.45 |
57.09 |
7.36 |
12.3% |
1.67 |
2.8% |
37% |
False |
False |
55,913 |
60 |
64.45 |
54.17 |
10.28 |
17.2% |
1.67 |
2.8% |
55% |
False |
False |
51,881 |
80 |
64.45 |
49.69 |
14.76 |
24.7% |
1.76 |
2.9% |
69% |
False |
False |
46,144 |
100 |
64.45 |
49.69 |
14.76 |
24.7% |
1.77 |
3.0% |
69% |
False |
False |
43,325 |
120 |
64.45 |
49.69 |
14.76 |
24.7% |
1.87 |
3.1% |
69% |
False |
False |
39,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.40 |
2.618 |
64.58 |
1.618 |
62.85 |
1.000 |
61.78 |
0.618 |
61.12 |
HIGH |
60.05 |
0.618 |
59.39 |
0.500 |
59.19 |
0.382 |
58.98 |
LOW |
58.32 |
0.618 |
57.25 |
1.000 |
56.59 |
1.618 |
55.52 |
2.618 |
53.79 |
4.250 |
50.97 |
|
|
Fisher Pivots for day following 30-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
59.62 |
59.65 |
PP |
59.40 |
59.48 |
S1 |
59.19 |
59.30 |
|