NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 03-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2015 |
03-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
60.81 |
61.66 |
0.85 |
1.4% |
61.07 |
High |
62.21 |
61.92 |
-0.29 |
-0.5% |
61.40 |
Low |
60.76 |
60.39 |
-0.37 |
-0.6% |
57.68 |
Close |
61.99 |
60.59 |
-1.40 |
-2.3% |
61.23 |
Range |
1.45 |
1.53 |
0.08 |
5.5% |
3.72 |
ATR |
1.64 |
1.64 |
0.00 |
-0.2% |
0.00 |
Volume |
31,163 |
26,169 |
-4,994 |
-16.0% |
63,345 |
|
Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.56 |
64.60 |
61.43 |
|
R3 |
64.03 |
63.07 |
61.01 |
|
R2 |
62.50 |
62.50 |
60.87 |
|
R1 |
61.54 |
61.54 |
60.73 |
61.26 |
PP |
60.97 |
60.97 |
60.97 |
60.82 |
S1 |
60.01 |
60.01 |
60.45 |
59.73 |
S2 |
59.44 |
59.44 |
60.31 |
|
S3 |
57.91 |
58.48 |
60.17 |
|
S4 |
56.38 |
56.95 |
59.75 |
|
|
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 |
7.5% |
1.63 |
2.7% |
64% |
False |
False |
23,848 |
10 |
62.21 |
57.68 |
4.53 |
7.5% |
1.61 |
2.7% |
64% |
False |
False |
19,108 |
20 |
65.03 |
57.68 |
7.35 |
12.1% |
1.65 |
2.7% |
40% |
False |
False |
16,177 |
40 |
65.03 |
55.25 |
9.78 |
16.1% |
1.53 |
2.5% |
55% |
False |
False |
14,044 |
60 |
65.03 |
51.33 |
13.70 |
22.6% |
1.61 |
2.6% |
68% |
False |
False |
12,105 |
80 |
65.03 |
51.33 |
13.70 |
22.6% |
1.56 |
2.6% |
68% |
False |
False |
10,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.42 |
2.618 |
65.93 |
1.618 |
64.40 |
1.000 |
63.45 |
0.618 |
62.87 |
HIGH |
61.92 |
0.618 |
61.34 |
0.500 |
61.16 |
0.382 |
60.97 |
LOW |
60.39 |
0.618 |
59.44 |
1.000 |
58.86 |
1.618 |
57.91 |
2.618 |
56.38 |
4.250 |
53.89 |
|
|
Fisher Pivots for day following 03-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
61.16 |
61.20 |
PP |
60.97 |
61.00 |
S1 |
60.78 |
60.79 |
|