NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 11-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2015 |
11-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
61.59 |
62.22 |
0.63 |
1.0% |
60.78 |
High |
62.87 |
62.60 |
-0.27 |
-0.4% |
62.21 |
Low |
61.59 |
61.53 |
-0.06 |
-0.1% |
58.15 |
Close |
62.59 |
62.07 |
-0.52 |
-0.8% |
60.48 |
Range |
1.28 |
1.07 |
-0.21 |
-16.4% |
4.06 |
ATR |
1.69 |
1.64 |
-0.04 |
-2.6% |
0.00 |
Volume |
19,189 |
25,836 |
6,647 |
34.6% |
118,324 |
|
Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.28 |
64.74 |
62.66 |
|
R3 |
64.21 |
63.67 |
62.36 |
|
R2 |
63.14 |
63.14 |
62.27 |
|
R1 |
62.60 |
62.60 |
62.17 |
62.34 |
PP |
62.07 |
62.07 |
62.07 |
61.93 |
S1 |
61.53 |
61.53 |
61.97 |
61.27 |
S2 |
61.00 |
61.00 |
61.87 |
|
S3 |
59.93 |
60.46 |
61.78 |
|
S4 |
58.86 |
59.39 |
61.48 |
|
|
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 |
7.6% |
1.62 |
2.6% |
83% |
False |
False |
21,837 |
10 |
62.87 |
58.15 |
4.72 |
7.6% |
1.67 |
2.7% |
83% |
False |
False |
22,801 |
20 |
63.30 |
57.68 |
5.62 |
9.1% |
1.63 |
2.6% |
78% |
False |
False |
18,086 |
40 |
65.03 |
57.68 |
7.35 |
11.8% |
1.56 |
2.5% |
60% |
False |
False |
15,512 |
60 |
65.03 |
51.33 |
13.70 |
22.1% |
1.62 |
2.6% |
78% |
False |
False |
13,439 |
80 |
65.03 |
51.33 |
13.70 |
22.1% |
1.55 |
2.5% |
78% |
False |
False |
11,906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.15 |
2.618 |
65.40 |
1.618 |
64.33 |
1.000 |
63.67 |
0.618 |
63.26 |
HIGH |
62.60 |
0.618 |
62.19 |
0.500 |
62.07 |
0.382 |
61.94 |
LOW |
61.53 |
0.618 |
60.87 |
1.000 |
60.46 |
1.618 |
59.80 |
2.618 |
58.73 |
4.250 |
56.98 |
|
|
Fisher Pivots for day following 11-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
62.07 |
61.79 |
PP |
62.07 |
61.51 |
S1 |
62.07 |
61.23 |
|