NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 02-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2015 |
02-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
60.78 |
60.81 |
0.03 |
0.0% |
61.07 |
High |
61.33 |
62.21 |
0.88 |
1.4% |
61.40 |
Low |
60.19 |
60.76 |
0.57 |
0.9% |
57.68 |
Close |
60.92 |
61.99 |
1.07 |
1.8% |
61.23 |
Range |
1.14 |
1.45 |
0.31 |
27.2% |
3.72 |
ATR |
1.65 |
1.64 |
-0.01 |
-0.9% |
0.00 |
Volume |
21,295 |
31,163 |
9,868 |
46.3% |
63,345 |
|
Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.00 |
65.45 |
62.79 |
|
R3 |
64.55 |
64.00 |
62.39 |
|
R2 |
63.10 |
63.10 |
62.26 |
|
R1 |
62.55 |
62.55 |
62.12 |
62.83 |
PP |
61.65 |
61.65 |
61.65 |
61.79 |
S1 |
61.10 |
61.10 |
61.86 |
61.38 |
S2 |
60.20 |
60.20 |
61.72 |
|
S3 |
58.75 |
59.65 |
61.59 |
|
S4 |
57.30 |
58.20 |
61.19 |
|
|
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 |
62.21 |
57.68 |
4.53 |
7.3% |
1.67 |
2.7% |
95% |
True |
False |
20,911 |
10 |
62.21 |
57.68 |
4.53 |
7.3% |
1.68 |
2.7% |
95% |
True |
False |
17,322 |
20 |
65.03 |
57.68 |
7.35 |
11.9% |
1.66 |
2.7% |
59% |
False |
False |
15,358 |
40 |
65.03 |
55.25 |
9.78 |
15.8% |
1.54 |
2.5% |
69% |
False |
False |
13,596 |
60 |
65.03 |
51.33 |
13.70 |
22.1% |
1.60 |
2.6% |
78% |
False |
False |
11,801 |
80 |
65.03 |
51.33 |
13.70 |
22.1% |
1.56 |
2.5% |
78% |
False |
False |
10,495 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.37 |
2.618 |
66.01 |
1.618 |
64.56 |
1.000 |
63.66 |
0.618 |
63.11 |
HIGH |
62.21 |
0.618 |
61.66 |
0.500 |
61.49 |
0.382 |
61.31 |
LOW |
60.76 |
0.618 |
59.86 |
1.000 |
59.31 |
1.618 |
58.41 |
2.618 |
56.96 |
4.250 |
54.60 |
|
|
Fisher Pivots for day following 02-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
61.82 |
61.48 |
PP |
61.65 |
60.97 |
S1 |
61.49 |
60.46 |
|