NYMEX Light Sweet Crude Oil Future October 2015
Trading Metrics calculated at close of trading on 25-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2015 |
25-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
61.78 |
60.71 |
-1.07 |
-1.7% |
60.69 |
High |
62.11 |
60.97 |
-1.14 |
-1.8% |
62.41 |
Low |
60.40 |
59.96 |
-0.44 |
-0.7% |
59.79 |
Close |
60.84 |
60.24 |
-0.60 |
-1.0% |
60.61 |
Range |
1.71 |
1.01 |
-0.70 |
-40.9% |
2.62 |
ATR |
1.61 |
1.56 |
-0.04 |
-2.6% |
0.00 |
Volume |
28,532 |
24,451 |
-4,081 |
-14.3% |
131,977 |
|
Daily Pivots for day following 25-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.42 |
62.84 |
60.80 |
|
R3 |
62.41 |
61.83 |
60.52 |
|
R2 |
61.40 |
61.40 |
60.43 |
|
R1 |
60.82 |
60.82 |
60.33 |
60.61 |
PP |
60.39 |
60.39 |
60.39 |
60.28 |
S1 |
59.81 |
59.81 |
60.15 |
59.60 |
S2 |
59.38 |
59.38 |
60.05 |
|
S3 |
58.37 |
58.80 |
59.96 |
|
S4 |
57.36 |
57.79 |
59.68 |
|
|
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 |
62.11 |
59.93 |
2.18 |
3.6% |
1.48 |
2.5% |
14% |
False |
False |
25,692 |
10 |
62.41 |
59.79 |
2.62 |
4.3% |
1.39 |
2.3% |
17% |
False |
False |
25,581 |
20 |
62.65 |
57.80 |
4.85 |
8.1% |
1.56 |
2.6% |
50% |
False |
False |
27,961 |
40 |
64.74 |
57.32 |
7.42 |
12.3% |
1.58 |
2.6% |
39% |
False |
False |
24,378 |
60 |
64.74 |
52.98 |
11.76 |
19.5% |
1.64 |
2.7% |
62% |
False |
False |
22,206 |
80 |
64.74 |
50.54 |
14.20 |
23.6% |
1.63 |
2.7% |
68% |
False |
False |
19,780 |
100 |
64.74 |
50.54 |
14.20 |
23.6% |
1.71 |
2.8% |
68% |
False |
False |
17,957 |
120 |
64.74 |
50.54 |
14.20 |
23.6% |
1.73 |
2.9% |
68% |
False |
False |
15,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.26 |
2.618 |
63.61 |
1.618 |
62.60 |
1.000 |
61.98 |
0.618 |
61.59 |
HIGH |
60.97 |
0.618 |
60.58 |
0.500 |
60.47 |
0.382 |
60.35 |
LOW |
59.96 |
0.618 |
59.34 |
1.000 |
58.95 |
1.618 |
58.33 |
2.618 |
57.32 |
4.250 |
55.67 |
|
|
Fisher Pivots for day following 25-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
60.47 |
61.04 |
PP |
60.39 |
60.77 |
S1 |
60.32 |
60.51 |
|