NYMEX Light Sweet Crude Oil Future October 2015
Trading Metrics calculated at close of trading on 22-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2015 |
22-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
61.54 |
60.35 |
-1.19 |
-1.9% |
60.69 |
High |
61.54 |
61.25 |
-0.29 |
-0.5% |
62.41 |
Low |
59.93 |
59.96 |
0.03 |
0.1% |
59.79 |
Close |
60.61 |
61.07 |
0.46 |
0.8% |
60.61 |
Range |
1.61 |
1.29 |
-0.32 |
-19.9% |
2.62 |
ATR |
1.61 |
1.58 |
-0.02 |
-1.4% |
0.00 |
Volume |
24,404 |
24,036 |
-368 |
-1.5% |
131,977 |
|
Daily Pivots for day following 22-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.63 |
64.14 |
61.78 |
|
R3 |
63.34 |
62.85 |
61.42 |
|
R2 |
62.05 |
62.05 |
61.31 |
|
R1 |
61.56 |
61.56 |
61.19 |
61.81 |
PP |
60.76 |
60.76 |
60.76 |
60.88 |
S1 |
60.27 |
60.27 |
60.95 |
60.52 |
S2 |
59.47 |
59.47 |
60.83 |
|
S3 |
58.18 |
58.98 |
60.72 |
|
S4 |
56.89 |
57.69 |
60.36 |
|
|
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 |
59.93 |
2.48 |
4.1% |
1.52 |
2.5% |
46% |
False |
False |
26,782 |
10 |
62.65 |
59.26 |
3.39 |
5.6% |
1.41 |
2.3% |
53% |
False |
False |
25,559 |
20 |
62.65 |
57.32 |
5.33 |
8.7% |
1.61 |
2.6% |
70% |
False |
False |
27,509 |
40 |
64.74 |
57.32 |
7.42 |
12.1% |
1.58 |
2.6% |
51% |
False |
False |
23,932 |
60 |
64.74 |
52.98 |
11.76 |
19.3% |
1.64 |
2.7% |
69% |
False |
False |
21,544 |
80 |
64.74 |
50.54 |
14.20 |
23.3% |
1.62 |
2.6% |
74% |
False |
False |
19,176 |
100 |
64.74 |
50.54 |
14.20 |
23.3% |
1.74 |
2.9% |
74% |
False |
False |
17,365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.73 |
2.618 |
64.63 |
1.618 |
63.34 |
1.000 |
62.54 |
0.618 |
62.05 |
HIGH |
61.25 |
0.618 |
60.76 |
0.500 |
60.61 |
0.382 |
60.45 |
LOW |
59.96 |
0.618 |
59.16 |
1.000 |
58.67 |
1.618 |
57.87 |
2.618 |
56.58 |
4.250 |
54.48 |
|
|
Fisher Pivots for day following 22-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
60.92 |
61.02 |
PP |
60.76 |
60.97 |
S1 |
60.61 |
60.93 |
|