NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 09-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
60.12 |
59.69 |
-0.43 |
-0.7% |
60.78 |
High |
60.38 |
61.80 |
1.42 |
2.4% |
62.21 |
Low |
59.27 |
59.58 |
0.31 |
0.5% |
58.15 |
Close |
59.55 |
61.49 |
1.94 |
3.3% |
60.48 |
Range |
1.11 |
2.22 |
1.11 |
100.0% |
4.06 |
ATR |
1.67 |
1.71 |
0.04 |
2.5% |
0.00 |
Volume |
31,493 |
13,998 |
-17,495 |
-55.6% |
118,324 |
|
Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.62 |
66.77 |
62.71 |
|
R3 |
65.40 |
64.55 |
62.10 |
|
R2 |
63.18 |
63.18 |
61.90 |
|
R1 |
62.33 |
62.33 |
61.69 |
62.76 |
PP |
60.96 |
60.96 |
60.96 |
61.17 |
S1 |
60.11 |
60.11 |
61.29 |
60.54 |
S2 |
58.74 |
58.74 |
61.08 |
|
S3 |
56.52 |
57.89 |
60.88 |
|
S4 |
54.30 |
55.67 |
60.27 |
|
|
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 |
61.92 |
58.15 |
3.77 |
6.1% |
1.82 |
3.0% |
89% |
False |
False |
22,271 |
10 |
62.21 |
57.68 |
4.53 |
7.4% |
1.74 |
2.8% |
84% |
False |
False |
21,591 |
20 |
64.04 |
57.68 |
6.36 |
10.3% |
1.68 |
2.7% |
60% |
False |
False |
17,050 |
40 |
65.03 |
57.60 |
7.43 |
12.1% |
1.58 |
2.6% |
52% |
False |
False |
14,935 |
60 |
65.03 |
51.33 |
13.70 |
22.3% |
1.63 |
2.7% |
74% |
False |
False |
12,887 |
80 |
65.03 |
51.33 |
13.70 |
22.3% |
1.57 |
2.5% |
74% |
False |
False |
11,514 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.24 |
2.618 |
67.61 |
1.618 |
65.39 |
1.000 |
64.02 |
0.618 |
63.17 |
HIGH |
61.80 |
0.618 |
60.95 |
0.500 |
60.69 |
0.382 |
60.43 |
LOW |
59.58 |
0.618 |
58.21 |
1.000 |
57.36 |
1.618 |
55.99 |
2.618 |
53.77 |
4.250 |
50.15 |
|
|
Fisher Pivots for day following 09-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
61.22 |
60.99 |
PP |
60.96 |
60.48 |
S1 |
60.69 |
59.98 |
|