NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 04-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2015 |
04-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
61.66 |
60.62 |
-1.04 |
-1.7% |
61.07 |
High |
61.92 |
60.79 |
-1.13 |
-1.8% |
61.40 |
Low |
60.39 |
58.98 |
-1.41 |
-2.3% |
57.68 |
Close |
60.59 |
59.17 |
-1.42 |
-2.3% |
61.23 |
Range |
1.53 |
1.81 |
0.28 |
18.3% |
3.72 |
ATR |
1.64 |
1.65 |
0.01 |
0.8% |
0.00 |
Volume |
26,169 |
21,024 |
-5,145 |
-19.7% |
63,345 |
|
Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.08 |
63.93 |
60.17 |
|
R3 |
63.27 |
62.12 |
59.67 |
|
R2 |
61.46 |
61.46 |
59.50 |
|
R1 |
60.31 |
60.31 |
59.34 |
59.98 |
PP |
59.65 |
59.65 |
59.65 |
59.48 |
S1 |
58.50 |
58.50 |
59.00 |
58.17 |
S2 |
57.84 |
57.84 |
58.84 |
|
S3 |
56.03 |
56.69 |
58.67 |
|
S4 |
54.22 |
54.88 |
58.17 |
|
|
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 |
58.70 |
3.51 |
5.9% |
1.72 |
2.9% |
13% |
False |
False |
23,766 |
10 |
62.21 |
57.68 |
4.53 |
7.7% |
1.72 |
2.9% |
33% |
False |
False |
19,845 |
20 |
64.04 |
57.68 |
6.36 |
10.7% |
1.64 |
2.8% |
23% |
False |
False |
16,462 |
40 |
65.03 |
55.46 |
9.57 |
16.2% |
1.53 |
2.6% |
39% |
False |
False |
14,184 |
60 |
65.03 |
51.33 |
13.70 |
23.2% |
1.61 |
2.7% |
57% |
False |
False |
12,320 |
80 |
65.03 |
51.33 |
13.70 |
23.2% |
1.56 |
2.6% |
57% |
False |
False |
10,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.48 |
2.618 |
65.53 |
1.618 |
63.72 |
1.000 |
62.60 |
0.618 |
61.91 |
HIGH |
60.79 |
0.618 |
60.10 |
0.500 |
59.89 |
0.382 |
59.67 |
LOW |
58.98 |
0.618 |
57.86 |
1.000 |
57.17 |
1.618 |
56.05 |
2.618 |
54.24 |
4.250 |
51.29 |
|
|
Fisher Pivots for day following 04-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
59.89 |
60.60 |
PP |
59.65 |
60.12 |
S1 |
59.41 |
59.65 |
|