NYMEX Light Sweet Crude Oil Future October 2015
Trading Metrics calculated at close of trading on 18-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2015 |
18-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
61.11 |
60.93 |
-0.18 |
-0.3% |
59.62 |
High |
62.41 |
61.92 |
-0.49 |
-0.8% |
62.65 |
Low |
60.08 |
60.45 |
0.37 |
0.6% |
58.92 |
Close |
61.03 |
61.48 |
0.45 |
0.7% |
60.96 |
Range |
2.33 |
1.47 |
-0.86 |
-36.9% |
3.73 |
ATR |
1.62 |
1.61 |
-0.01 |
-0.7% |
0.00 |
Volume |
22,664 |
45,062 |
22,398 |
98.8% |
138,391 |
|
Daily Pivots for day following 18-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.69 |
65.06 |
62.29 |
|
R3 |
64.22 |
63.59 |
61.88 |
|
R2 |
62.75 |
62.75 |
61.75 |
|
R1 |
62.12 |
62.12 |
61.61 |
62.44 |
PP |
61.28 |
61.28 |
61.28 |
61.44 |
S1 |
60.65 |
60.65 |
61.35 |
60.97 |
S2 |
59.81 |
59.81 |
61.21 |
|
S3 |
58.34 |
59.18 |
61.08 |
|
S4 |
56.87 |
57.71 |
60.67 |
|
|
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% |
1.30 |
2.1% |
65% |
False |
False |
25,470 |
10 |
62.65 |
57.80 |
4.85 |
7.9% |
1.47 |
2.4% |
76% |
False |
False |
27,788 |
20 |
62.65 |
57.32 |
5.33 |
8.7% |
1.63 |
2.6% |
78% |
False |
False |
27,756 |
40 |
64.74 |
57.32 |
7.42 |
12.1% |
1.59 |
2.6% |
56% |
False |
False |
23,913 |
60 |
64.74 |
52.93 |
11.81 |
19.2% |
1.65 |
2.7% |
72% |
False |
False |
21,193 |
80 |
64.74 |
50.54 |
14.20 |
23.1% |
1.64 |
2.7% |
77% |
False |
False |
18,783 |
100 |
64.74 |
50.54 |
14.20 |
23.1% |
1.73 |
2.8% |
77% |
False |
False |
16,986 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.17 |
2.618 |
65.77 |
1.618 |
64.30 |
1.000 |
63.39 |
0.618 |
62.83 |
HIGH |
61.92 |
0.618 |
61.36 |
0.500 |
61.19 |
0.382 |
61.01 |
LOW |
60.45 |
0.618 |
59.54 |
1.000 |
58.98 |
1.618 |
58.07 |
2.618 |
56.60 |
4.250 |
54.20 |
|
|
Fisher Pivots for day following 18-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
61.38 |
61.40 |
PP |
61.28 |
61.32 |
S1 |
61.19 |
61.25 |
|