NYMEX Light Sweet Crude Oil Future October 2015
Trading Metrics calculated at close of trading on 01-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2015 |
01-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
58.75 |
60.77 |
2.02 |
3.4% |
60.85 |
High |
61.20 |
61.15 |
-0.05 |
-0.1% |
61.20 |
Low |
58.39 |
59.95 |
1.56 |
2.7% |
57.32 |
Close |
60.96 |
60.72 |
-0.24 |
-0.4% |
60.96 |
Range |
2.81 |
1.20 |
-1.61 |
-57.3% |
3.88 |
ATR |
1.75 |
1.71 |
-0.04 |
-2.3% |
0.00 |
Volume |
29,115 |
27,311 |
-1,804 |
-6.2% |
100,089 |
|
Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.21 |
63.66 |
61.38 |
|
R3 |
63.01 |
62.46 |
61.05 |
|
R2 |
61.81 |
61.81 |
60.94 |
|
R1 |
61.26 |
61.26 |
60.83 |
60.94 |
PP |
60.61 |
60.61 |
60.61 |
60.44 |
S1 |
60.06 |
60.06 |
60.61 |
59.74 |
S2 |
59.41 |
59.41 |
60.50 |
|
S3 |
58.21 |
58.86 |
60.39 |
|
S4 |
57.01 |
57.66 |
60.06 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.47 |
70.09 |
63.09 |
|
R3 |
67.59 |
66.21 |
62.03 |
|
R2 |
63.71 |
63.71 |
61.67 |
|
R1 |
62.33 |
62.33 |
61.32 |
63.02 |
PP |
59.83 |
59.83 |
59.83 |
60.17 |
S1 |
58.45 |
58.45 |
60.60 |
59.14 |
S2 |
55.95 |
55.95 |
60.25 |
|
S3 |
52.07 |
54.57 |
59.89 |
|
S4 |
48.19 |
50.69 |
58.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61.20 |
57.32 |
3.88 |
6.4% |
1.91 |
3.1% |
88% |
False |
False |
25,480 |
10 |
62.73 |
57.32 |
5.41 |
8.9% |
1.76 |
2.9% |
63% |
False |
False |
22,895 |
20 |
64.74 |
57.32 |
7.42 |
12.2% |
1.69 |
2.8% |
46% |
False |
False |
21,404 |
40 |
64.74 |
54.23 |
10.51 |
17.3% |
1.66 |
2.7% |
62% |
False |
False |
20,079 |
60 |
64.74 |
50.54 |
14.20 |
23.4% |
1.69 |
2.8% |
72% |
False |
False |
17,508 |
80 |
64.74 |
50.54 |
14.20 |
23.4% |
1.70 |
2.8% |
72% |
False |
False |
15,805 |
100 |
64.74 |
50.54 |
14.20 |
23.4% |
1.77 |
2.9% |
72% |
False |
False |
14,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.25 |
2.618 |
64.29 |
1.618 |
63.09 |
1.000 |
62.35 |
0.618 |
61.89 |
HIGH |
61.15 |
0.618 |
60.69 |
0.500 |
60.55 |
0.382 |
60.41 |
LOW |
59.95 |
0.618 |
59.21 |
1.000 |
58.75 |
1.618 |
58.01 |
2.618 |
56.81 |
4.250 |
54.85 |
|
|
Fisher Pivots for day following 01-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
60.66 |
60.23 |
PP |
60.61 |
59.75 |
S1 |
60.55 |
59.26 |
|