NYMEX Light Sweet Crude Oil Future October 2015
Trading Metrics calculated at close of trading on 19-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2015 |
19-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
60.93 |
61.54 |
0.61 |
1.0% |
60.69 |
High |
61.92 |
61.54 |
-0.38 |
-0.6% |
62.41 |
Low |
60.45 |
59.93 |
-0.52 |
-0.9% |
59.79 |
Close |
61.48 |
60.61 |
-0.87 |
-1.4% |
60.61 |
Range |
1.47 |
1.61 |
0.14 |
9.5% |
2.62 |
ATR |
1.61 |
1.61 |
0.00 |
0.0% |
0.00 |
Volume |
45,062 |
24,404 |
-20,658 |
-45.8% |
131,977 |
|
Daily Pivots for day following 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.52 |
64.68 |
61.50 |
|
R3 |
63.91 |
63.07 |
61.05 |
|
R2 |
62.30 |
62.30 |
60.91 |
|
R1 |
61.46 |
61.46 |
60.76 |
61.08 |
PP |
60.69 |
60.69 |
60.69 |
60.50 |
S1 |
59.85 |
59.85 |
60.46 |
59.47 |
S2 |
59.08 |
59.08 |
60.31 |
|
S3 |
57.47 |
58.24 |
60.17 |
|
S4 |
55.86 |
56.63 |
59.72 |
|
|
Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.80 |
67.32 |
62.05 |
|
R3 |
66.18 |
64.70 |
61.33 |
|
R2 |
63.56 |
63.56 |
61.09 |
|
R1 |
62.08 |
62.08 |
60.85 |
61.51 |
PP |
60.94 |
60.94 |
60.94 |
60.65 |
S1 |
59.46 |
59.46 |
60.37 |
58.89 |
S2 |
58.32 |
58.32 |
60.13 |
|
S3 |
55.70 |
56.84 |
59.89 |
|
S4 |
53.08 |
54.22 |
59.17 |
|
|
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% |
1.48 |
2.4% |
31% |
False |
False |
26,395 |
10 |
62.65 |
58.92 |
3.73 |
6.2% |
1.39 |
2.3% |
45% |
False |
False |
27,036 |
20 |
62.65 |
57.32 |
5.33 |
8.8% |
1.61 |
2.7% |
62% |
False |
False |
27,874 |
40 |
64.74 |
57.32 |
7.42 |
12.2% |
1.57 |
2.6% |
44% |
False |
False |
24,111 |
60 |
64.74 |
52.98 |
11.76 |
19.4% |
1.65 |
2.7% |
65% |
False |
False |
21,358 |
80 |
64.74 |
50.54 |
14.20 |
23.4% |
1.63 |
2.7% |
71% |
False |
False |
19,013 |
100 |
64.74 |
50.54 |
14.20 |
23.4% |
1.74 |
2.9% |
71% |
False |
False |
17,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.38 |
2.618 |
65.75 |
1.618 |
64.14 |
1.000 |
63.15 |
0.618 |
62.53 |
HIGH |
61.54 |
0.618 |
60.92 |
0.500 |
60.74 |
0.382 |
60.55 |
LOW |
59.93 |
0.618 |
58.94 |
1.000 |
58.32 |
1.618 |
57.33 |
2.618 |
55.72 |
4.250 |
53.09 |
|
|
Fisher Pivots for day following 19-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
60.74 |
61.17 |
PP |
60.69 |
60.98 |
S1 |
60.65 |
60.80 |
|