NYMEX Light Sweet Crude Oil Future October 2015
Trading Metrics calculated at close of trading on 16-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2015 |
16-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
60.69 |
60.66 |
-0.03 |
0.0% |
59.62 |
High |
60.90 |
61.40 |
0.50 |
0.8% |
62.65 |
Low |
59.79 |
60.50 |
0.71 |
1.2% |
58.92 |
Close |
60.61 |
61.09 |
0.48 |
0.8% |
60.96 |
Range |
1.11 |
0.90 |
-0.21 |
-18.9% |
3.73 |
ATR |
1.61 |
1.56 |
-0.05 |
-3.2% |
0.00 |
Volume |
22,102 |
17,745 |
-4,357 |
-19.7% |
138,391 |
|
Daily Pivots for day following 16-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.70 |
63.29 |
61.59 |
|
R3 |
62.80 |
62.39 |
61.34 |
|
R2 |
61.90 |
61.90 |
61.26 |
|
R1 |
61.49 |
61.49 |
61.17 |
61.70 |
PP |
61.00 |
61.00 |
61.00 |
61.10 |
S1 |
60.59 |
60.59 |
61.01 |
60.80 |
S2 |
60.10 |
60.10 |
60.93 |
|
S3 |
59.20 |
59.69 |
60.84 |
|
S4 |
58.30 |
58.79 |
60.60 |
|
|
Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.03 |
70.23 |
63.01 |
|
R3 |
68.30 |
66.50 |
61.99 |
|
R2 |
64.57 |
64.57 |
61.64 |
|
R1 |
62.77 |
62.77 |
61.30 |
63.67 |
PP |
60.84 |
60.84 |
60.84 |
61.30 |
S1 |
59.04 |
59.04 |
60.62 |
59.94 |
S2 |
57.11 |
57.11 |
60.28 |
|
S3 |
53.38 |
55.31 |
59.93 |
|
S4 |
49.65 |
51.58 |
58.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
62.65 |
59.79 |
2.86 |
4.7% |
1.03 |
1.7% |
45% |
False |
False |
23,290 |
10 |
62.65 |
57.80 |
4.85 |
7.9% |
1.45 |
2.4% |
68% |
False |
False |
27,409 |
20 |
62.65 |
57.32 |
5.33 |
8.7% |
1.59 |
2.6% |
71% |
False |
False |
25,998 |
40 |
64.74 |
57.32 |
7.42 |
12.1% |
1.57 |
2.6% |
51% |
False |
False |
22,919 |
60 |
64.74 |
51.89 |
12.85 |
21.0% |
1.63 |
2.7% |
72% |
False |
False |
20,386 |
80 |
64.74 |
50.54 |
14.20 |
23.2% |
1.63 |
2.7% |
74% |
False |
False |
18,224 |
100 |
64.74 |
50.54 |
14.20 |
23.2% |
1.72 |
2.8% |
74% |
False |
False |
16,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.23 |
2.618 |
63.76 |
1.618 |
62.86 |
1.000 |
62.30 |
0.618 |
61.96 |
HIGH |
61.40 |
0.618 |
61.06 |
0.500 |
60.95 |
0.382 |
60.84 |
LOW |
60.50 |
0.618 |
59.94 |
1.000 |
59.60 |
1.618 |
59.04 |
2.618 |
58.14 |
4.250 |
56.68 |
|
|
Fisher Pivots for day following 16-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
61.04 |
60.94 |
PP |
61.00 |
60.80 |
S1 |
60.95 |
60.65 |
|