NYMEX Light Sweet Crude Oil Future October 2015
Trading Metrics calculated at close of trading on 08-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2015 |
08-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
58.77 |
59.62 |
0.85 |
1.4% |
60.77 |
High |
60.21 |
60.03 |
-0.18 |
-0.3% |
62.04 |
Low |
57.80 |
58.92 |
1.12 |
1.9% |
57.80 |
Close |
60.13 |
59.20 |
-0.93 |
-1.5% |
60.13 |
Range |
2.41 |
1.11 |
-1.30 |
-53.9% |
4.24 |
ATR |
1.76 |
1.72 |
-0.04 |
-2.2% |
0.00 |
Volume |
31,924 |
38,814 |
6,890 |
21.6% |
155,694 |
|
Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.71 |
62.07 |
59.81 |
|
R3 |
61.60 |
60.96 |
59.51 |
|
R2 |
60.49 |
60.49 |
59.40 |
|
R1 |
59.85 |
59.85 |
59.30 |
59.62 |
PP |
59.38 |
59.38 |
59.38 |
59.27 |
S1 |
58.74 |
58.74 |
59.10 |
58.51 |
S2 |
58.27 |
58.27 |
59.00 |
|
S3 |
57.16 |
57.63 |
58.89 |
|
S4 |
56.05 |
56.52 |
58.59 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.71 |
70.66 |
62.46 |
|
R3 |
68.47 |
66.42 |
61.30 |
|
R2 |
64.23 |
64.23 |
60.91 |
|
R1 |
62.18 |
62.18 |
60.52 |
61.09 |
PP |
59.99 |
59.99 |
59.99 |
59.44 |
S1 |
57.94 |
57.94 |
59.74 |
56.85 |
S2 |
55.75 |
55.75 |
59.35 |
|
S3 |
51.51 |
53.70 |
58.96 |
|
S4 |
47.27 |
49.46 |
57.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
62.04 |
57.80 |
4.24 |
7.2% |
1.73 |
2.9% |
33% |
False |
False |
33,439 |
10 |
62.04 |
57.32 |
4.72 |
8.0% |
1.82 |
3.1% |
40% |
False |
False |
29,459 |
20 |
63.75 |
57.32 |
6.43 |
10.9% |
1.66 |
2.8% |
29% |
False |
False |
24,603 |
40 |
64.74 |
56.29 |
8.45 |
14.3% |
1.64 |
2.8% |
34% |
False |
False |
22,068 |
60 |
64.74 |
50.54 |
14.20 |
24.0% |
1.71 |
2.9% |
61% |
False |
False |
19,229 |
80 |
64.74 |
50.54 |
14.20 |
24.0% |
1.67 |
2.8% |
61% |
False |
False |
17,333 |
100 |
64.74 |
50.54 |
14.20 |
24.0% |
1.77 |
3.0% |
61% |
False |
False |
15,473 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.75 |
2.618 |
62.94 |
1.618 |
61.83 |
1.000 |
61.14 |
0.618 |
60.72 |
HIGH |
60.03 |
0.618 |
59.61 |
0.500 |
59.48 |
0.382 |
59.34 |
LOW |
58.92 |
0.618 |
58.23 |
1.000 |
57.81 |
1.618 |
57.12 |
2.618 |
56.01 |
4.250 |
54.20 |
|
|
Fisher Pivots for day following 08-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
59.48 |
59.19 |
PP |
59.38 |
59.17 |
S1 |
59.29 |
59.16 |
|