NYMEX Light Sweet Crude Oil Future October 2015
Trading Metrics calculated at close of trading on 26-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2015 |
26-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
60.71 |
60.23 |
-0.48 |
-0.8% |
60.35 |
High |
60.97 |
60.52 |
-0.45 |
-0.7% |
62.11 |
Low |
59.96 |
59.38 |
-0.58 |
-1.0% |
59.38 |
Close |
60.24 |
60.24 |
0.00 |
0.0% |
60.24 |
Range |
1.01 |
1.14 |
0.13 |
12.9% |
2.73 |
ATR |
1.56 |
1.53 |
-0.03 |
-1.9% |
0.00 |
Volume |
24,451 |
16,532 |
-7,919 |
-32.4% |
120,592 |
|
Daily Pivots for day following 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.47 |
62.99 |
60.87 |
|
R3 |
62.33 |
61.85 |
60.55 |
|
R2 |
61.19 |
61.19 |
60.45 |
|
R1 |
60.71 |
60.71 |
60.34 |
60.95 |
PP |
60.05 |
60.05 |
60.05 |
60.17 |
S1 |
59.57 |
59.57 |
60.14 |
59.81 |
S2 |
58.91 |
58.91 |
60.03 |
|
S3 |
57.77 |
58.43 |
59.93 |
|
S4 |
56.63 |
57.29 |
59.61 |
|
|
Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.77 |
67.23 |
61.74 |
|
R3 |
66.04 |
64.50 |
60.99 |
|
R2 |
63.31 |
63.31 |
60.74 |
|
R1 |
61.77 |
61.77 |
60.49 |
61.18 |
PP |
60.58 |
60.58 |
60.58 |
60.28 |
S1 |
59.04 |
59.04 |
59.99 |
58.45 |
S2 |
57.85 |
57.85 |
59.74 |
|
S3 |
55.12 |
56.31 |
59.49 |
|
S4 |
52.39 |
53.58 |
58.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
62.11 |
59.38 |
2.73 |
4.5% |
1.38 |
2.3% |
32% |
False |
True |
24,118 |
10 |
62.41 |
59.38 |
3.03 |
5.0% |
1.43 |
2.4% |
28% |
False |
True |
25,256 |
20 |
62.65 |
57.80 |
4.85 |
8.1% |
1.48 |
2.5% |
50% |
False |
False |
27,332 |
40 |
64.74 |
57.32 |
7.42 |
12.3% |
1.58 |
2.6% |
39% |
False |
False |
24,138 |
60 |
64.74 |
53.24 |
11.50 |
19.1% |
1.61 |
2.7% |
61% |
False |
False |
22,331 |
80 |
64.74 |
50.54 |
14.20 |
23.6% |
1.63 |
2.7% |
68% |
False |
False |
19,851 |
100 |
64.74 |
50.54 |
14.20 |
23.6% |
1.68 |
2.8% |
68% |
False |
False |
17,982 |
120 |
64.74 |
50.54 |
14.20 |
23.6% |
1.72 |
2.9% |
68% |
False |
False |
16,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.37 |
2.618 |
63.50 |
1.618 |
62.36 |
1.000 |
61.66 |
0.618 |
61.22 |
HIGH |
60.52 |
0.618 |
60.08 |
0.500 |
59.95 |
0.382 |
59.82 |
LOW |
59.38 |
0.618 |
58.68 |
1.000 |
58.24 |
1.618 |
57.54 |
2.618 |
56.40 |
4.250 |
54.54 |
|
|
Fisher Pivots for day following 26-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
60.14 |
60.75 |
PP |
60.05 |
60.58 |
S1 |
59.95 |
60.41 |
|