NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 08-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2015 |
08-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
59.17 |
60.12 |
0.95 |
1.6% |
60.78 |
High |
60.57 |
60.38 |
-0.19 |
-0.3% |
62.21 |
Low |
58.15 |
59.27 |
1.12 |
1.9% |
58.15 |
Close |
60.48 |
59.55 |
-0.93 |
-1.5% |
60.48 |
Range |
2.42 |
1.11 |
-1.31 |
-54.1% |
4.06 |
ATR |
1.70 |
1.67 |
-0.04 |
-2.1% |
0.00 |
Volume |
18,673 |
31,493 |
12,820 |
68.7% |
118,324 |
|
Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.06 |
62.42 |
60.16 |
|
R3 |
61.95 |
61.31 |
59.86 |
|
R2 |
60.84 |
60.84 |
59.75 |
|
R1 |
60.20 |
60.20 |
59.65 |
59.97 |
PP |
59.73 |
59.73 |
59.73 |
59.62 |
S1 |
59.09 |
59.09 |
59.45 |
58.86 |
S2 |
58.62 |
58.62 |
59.35 |
|
S3 |
57.51 |
57.98 |
59.24 |
|
S4 |
56.40 |
56.87 |
58.94 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.46 |
70.53 |
62.71 |
|
R3 |
68.40 |
66.47 |
61.60 |
|
R2 |
64.34 |
64.34 |
61.22 |
|
R1 |
62.41 |
62.41 |
60.85 |
61.35 |
PP |
60.28 |
60.28 |
60.28 |
59.75 |
S1 |
58.35 |
58.35 |
60.11 |
57.29 |
S2 |
56.22 |
56.22 |
59.74 |
|
S3 |
52.16 |
54.29 |
59.36 |
|
S4 |
48.10 |
50.23 |
58.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
62.21 |
58.15 |
4.06 |
6.8% |
1.66 |
2.8% |
34% |
False |
False |
25,704 |
10 |
62.21 |
57.68 |
4.53 |
7.6% |
1.75 |
2.9% |
41% |
False |
False |
21,316 |
20 |
64.04 |
57.68 |
6.36 |
10.7% |
1.61 |
2.7% |
29% |
False |
False |
17,294 |
40 |
65.03 |
57.00 |
8.03 |
13.5% |
1.55 |
2.6% |
32% |
False |
False |
14,834 |
60 |
65.03 |
51.33 |
13.70 |
23.0% |
1.63 |
2.7% |
60% |
False |
False |
12,822 |
80 |
65.03 |
51.33 |
13.70 |
23.0% |
1.56 |
2.6% |
60% |
False |
False |
11,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.10 |
2.618 |
63.29 |
1.618 |
62.18 |
1.000 |
61.49 |
0.618 |
61.07 |
HIGH |
60.38 |
0.618 |
59.96 |
0.500 |
59.83 |
0.382 |
59.69 |
LOW |
59.27 |
0.618 |
58.58 |
1.000 |
58.16 |
1.618 |
57.47 |
2.618 |
56.36 |
4.250 |
54.55 |
|
|
Fisher Pivots for day following 08-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
59.83 |
59.52 |
PP |
59.73 |
59.50 |
S1 |
59.64 |
59.47 |
|