NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 01-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2015 |
01-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
59.29 |
60.78 |
1.49 |
2.5% |
61.07 |
High |
61.38 |
61.33 |
-0.05 |
-0.1% |
61.40 |
Low |
58.70 |
60.19 |
1.49 |
2.5% |
57.68 |
Close |
61.23 |
60.92 |
-0.31 |
-0.5% |
61.23 |
Range |
2.68 |
1.14 |
-1.54 |
-57.5% |
3.72 |
ATR |
1.69 |
1.65 |
-0.04 |
-2.3% |
0.00 |
Volume |
19,179 |
21,295 |
2,116 |
11.0% |
63,345 |
|
Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.23 |
63.72 |
61.55 |
|
R3 |
63.09 |
62.58 |
61.23 |
|
R2 |
61.95 |
61.95 |
61.13 |
|
R1 |
61.44 |
61.44 |
61.02 |
61.70 |
PP |
60.81 |
60.81 |
60.81 |
60.94 |
S1 |
60.30 |
60.30 |
60.82 |
60.56 |
S2 |
59.67 |
59.67 |
60.71 |
|
S3 |
58.53 |
59.16 |
60.61 |
|
S4 |
57.39 |
58.02 |
60.29 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.26 |
69.97 |
63.28 |
|
R3 |
67.54 |
66.25 |
62.25 |
|
R2 |
63.82 |
63.82 |
61.91 |
|
R1 |
62.53 |
62.53 |
61.57 |
63.18 |
PP |
60.10 |
60.10 |
60.10 |
60.43 |
S1 |
58.81 |
58.81 |
60.89 |
59.46 |
S2 |
56.38 |
56.38 |
60.55 |
|
S3 |
52.66 |
55.09 |
60.21 |
|
S4 |
48.94 |
51.37 |
59.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61.40 |
57.68 |
3.72 |
6.1% |
1.84 |
3.0% |
87% |
False |
False |
16,928 |
10 |
63.00 |
57.68 |
5.32 |
8.7% |
1.71 |
2.8% |
61% |
False |
False |
15,269 |
20 |
65.03 |
57.68 |
7.35 |
12.1% |
1.64 |
2.7% |
44% |
False |
False |
14,499 |
40 |
65.03 |
54.97 |
10.06 |
16.5% |
1.56 |
2.6% |
59% |
False |
False |
13,015 |
60 |
65.03 |
51.33 |
13.70 |
22.5% |
1.60 |
2.6% |
70% |
False |
False |
11,398 |
80 |
65.03 |
51.33 |
13.70 |
22.5% |
1.59 |
2.6% |
70% |
False |
False |
10,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.18 |
2.618 |
64.31 |
1.618 |
63.17 |
1.000 |
62.47 |
0.618 |
62.03 |
HIGH |
61.33 |
0.618 |
60.89 |
0.500 |
60.76 |
0.382 |
60.63 |
LOW |
60.19 |
0.618 |
59.49 |
1.000 |
59.05 |
1.618 |
58.35 |
2.618 |
57.21 |
4.250 |
55.35 |
|
|
Fisher Pivots for day following 01-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
60.87 |
60.46 |
PP |
60.81 |
59.99 |
S1 |
60.76 |
59.53 |
|