NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 10-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
59.69 |
61.59 |
1.90 |
3.2% |
60.78 |
High |
61.80 |
62.87 |
1.07 |
1.7% |
62.21 |
Low |
59.58 |
61.59 |
2.01 |
3.4% |
58.15 |
Close |
61.49 |
62.59 |
1.10 |
1.8% |
60.48 |
Range |
2.22 |
1.28 |
-0.94 |
-42.3% |
4.06 |
ATR |
1.71 |
1.69 |
-0.02 |
-1.4% |
0.00 |
Volume |
13,998 |
19,189 |
5,191 |
37.1% |
118,324 |
|
Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.19 |
65.67 |
63.29 |
|
R3 |
64.91 |
64.39 |
62.94 |
|
R2 |
63.63 |
63.63 |
62.82 |
|
R1 |
63.11 |
63.11 |
62.71 |
63.37 |
PP |
62.35 |
62.35 |
62.35 |
62.48 |
S1 |
61.83 |
61.83 |
62.47 |
62.09 |
S2 |
61.07 |
61.07 |
62.36 |
|
S3 |
59.79 |
60.55 |
62.24 |
|
S4 |
58.51 |
59.27 |
61.89 |
|
|
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 |
62.87 |
58.15 |
4.72 |
7.5% |
1.77 |
2.8% |
94% |
True |
False |
20,875 |
10 |
62.87 |
57.68 |
5.19 |
8.3% |
1.70 |
2.7% |
95% |
True |
False |
22,361 |
20 |
64.04 |
57.68 |
6.36 |
10.2% |
1.65 |
2.6% |
77% |
False |
False |
17,444 |
40 |
65.03 |
57.68 |
7.35 |
11.7% |
1.59 |
2.5% |
67% |
False |
False |
15,191 |
60 |
65.03 |
51.33 |
13.70 |
21.9% |
1.62 |
2.6% |
82% |
False |
False |
13,106 |
80 |
65.03 |
51.33 |
13.70 |
21.9% |
1.57 |
2.5% |
82% |
False |
False |
11,635 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.31 |
2.618 |
66.22 |
1.618 |
64.94 |
1.000 |
64.15 |
0.618 |
63.66 |
HIGH |
62.87 |
0.618 |
62.38 |
0.500 |
62.23 |
0.382 |
62.08 |
LOW |
61.59 |
0.618 |
60.80 |
1.000 |
60.31 |
1.618 |
59.52 |
2.618 |
58.24 |
4.250 |
56.15 |
|
|
Fisher Pivots for day following 10-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
62.47 |
62.08 |
PP |
62.35 |
61.58 |
S1 |
62.23 |
61.07 |
|