NYMEX Light Sweet Crude Oil Future October 2015
Trading Metrics calculated at close of trading on 30-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2015 |
30-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
59.50 |
58.97 |
-0.53 |
-0.9% |
60.35 |
High |
59.87 |
60.31 |
0.44 |
0.7% |
62.11 |
Low |
58.68 |
58.60 |
-0.08 |
-0.1% |
59.38 |
Close |
58.96 |
60.10 |
1.14 |
1.9% |
60.24 |
Range |
1.19 |
1.71 |
0.52 |
43.7% |
2.73 |
ATR |
1.53 |
1.55 |
0.01 |
0.8% |
0.00 |
Volume |
18,645 |
23,007 |
4,362 |
23.4% |
120,592 |
|
Daily Pivots for day following 30-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.80 |
64.16 |
61.04 |
|
R3 |
63.09 |
62.45 |
60.57 |
|
R2 |
61.38 |
61.38 |
60.41 |
|
R1 |
60.74 |
60.74 |
60.26 |
61.06 |
PP |
59.67 |
59.67 |
59.67 |
59.83 |
S1 |
59.03 |
59.03 |
59.94 |
59.35 |
S2 |
57.96 |
57.96 |
59.79 |
|
S3 |
56.25 |
57.32 |
59.63 |
|
S4 |
54.54 |
55.61 |
59.16 |
|
|
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 |
58.60 |
3.51 |
5.8% |
1.35 |
2.2% |
43% |
False |
True |
22,233 |
10 |
62.41 |
58.60 |
3.81 |
6.3% |
1.52 |
2.5% |
39% |
False |
True |
25,437 |
20 |
62.65 |
57.80 |
4.85 |
8.1% |
1.49 |
2.5% |
47% |
False |
False |
26,423 |
40 |
64.74 |
57.32 |
7.42 |
12.3% |
1.60 |
2.7% |
37% |
False |
False |
24,222 |
60 |
64.74 |
54.72 |
10.02 |
16.7% |
1.59 |
2.6% |
54% |
False |
False |
22,497 |
80 |
64.74 |
50.54 |
14.20 |
23.6% |
1.64 |
2.7% |
67% |
False |
False |
19,960 |
100 |
64.74 |
50.54 |
14.20 |
23.6% |
1.64 |
2.7% |
67% |
False |
False |
18,168 |
120 |
64.74 |
50.54 |
14.20 |
23.6% |
1.72 |
2.9% |
67% |
False |
False |
16,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.58 |
2.618 |
64.79 |
1.618 |
63.08 |
1.000 |
62.02 |
0.618 |
61.37 |
HIGH |
60.31 |
0.618 |
59.66 |
0.500 |
59.46 |
0.382 |
59.25 |
LOW |
58.60 |
0.618 |
57.54 |
1.000 |
56.89 |
1.618 |
55.83 |
2.618 |
54.12 |
4.250 |
51.33 |
|
|
Fisher Pivots for day following 30-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
59.89 |
59.92 |
PP |
59.67 |
59.74 |
S1 |
59.46 |
59.56 |
|