NYMEX Light Sweet Crude Oil Future October 2015
Trading Metrics calculated at close of trading on 17-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2015 |
17-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
60.66 |
61.11 |
0.45 |
0.7% |
59.62 |
High |
61.40 |
62.41 |
1.01 |
1.6% |
62.65 |
Low |
60.50 |
60.08 |
-0.42 |
-0.7% |
58.92 |
Close |
61.09 |
61.03 |
-0.06 |
-0.1% |
60.96 |
Range |
0.90 |
2.33 |
1.43 |
158.9% |
3.73 |
ATR |
1.56 |
1.62 |
0.05 |
3.5% |
0.00 |
Volume |
17,745 |
22,664 |
4,919 |
27.7% |
138,391 |
|
Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.16 |
66.93 |
62.31 |
|
R3 |
65.83 |
64.60 |
61.67 |
|
R2 |
63.50 |
63.50 |
61.46 |
|
R1 |
62.27 |
62.27 |
61.24 |
61.72 |
PP |
61.17 |
61.17 |
61.17 |
60.90 |
S1 |
59.94 |
59.94 |
60.82 |
59.39 |
S2 |
58.84 |
58.84 |
60.60 |
|
S3 |
56.51 |
57.61 |
60.39 |
|
S4 |
54.18 |
55.28 |
59.75 |
|
|
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 |
62.41 |
59.79 |
2.62 |
4.3% |
1.23 |
2.0% |
47% |
True |
False |
22,659 |
10 |
62.65 |
57.80 |
4.85 |
7.9% |
1.51 |
2.5% |
67% |
False |
False |
26,637 |
20 |
62.65 |
57.32 |
5.33 |
8.7% |
1.59 |
2.6% |
70% |
False |
False |
26,356 |
40 |
64.74 |
57.32 |
7.42 |
12.2% |
1.59 |
2.6% |
50% |
False |
False |
23,101 |
60 |
64.74 |
52.77 |
11.97 |
19.6% |
1.64 |
2.7% |
69% |
False |
False |
20,589 |
80 |
64.74 |
50.54 |
14.20 |
23.3% |
1.63 |
2.7% |
74% |
False |
False |
18,398 |
100 |
64.74 |
50.54 |
14.20 |
23.3% |
1.73 |
2.8% |
74% |
False |
False |
16,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.31 |
2.618 |
68.51 |
1.618 |
66.18 |
1.000 |
64.74 |
0.618 |
63.85 |
HIGH |
62.41 |
0.618 |
61.52 |
0.500 |
61.25 |
0.382 |
60.97 |
LOW |
60.08 |
0.618 |
58.64 |
1.000 |
57.75 |
1.618 |
56.31 |
2.618 |
53.98 |
4.250 |
50.18 |
|
|
Fisher Pivots for day following 17-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
61.25 |
61.10 |
PP |
61.17 |
61.08 |
S1 |
61.10 |
61.05 |
|