NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 12-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
62.22 |
61.78 |
-0.44 |
-0.7% |
60.12 |
High |
62.60 |
61.78 |
-0.82 |
-1.3% |
62.87 |
Low |
61.53 |
61.11 |
-0.42 |
-0.7% |
59.27 |
Close |
62.07 |
61.20 |
-0.87 |
-1.4% |
61.20 |
Range |
1.07 |
0.67 |
-0.40 |
-37.4% |
3.60 |
ATR |
1.64 |
1.59 |
-0.05 |
-3.0% |
0.00 |
Volume |
25,836 |
15,441 |
-10,395 |
-40.2% |
105,957 |
|
Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.37 |
62.96 |
61.57 |
|
R3 |
62.70 |
62.29 |
61.38 |
|
R2 |
62.03 |
62.03 |
61.32 |
|
R1 |
61.62 |
61.62 |
61.26 |
61.49 |
PP |
61.36 |
61.36 |
61.36 |
61.30 |
S1 |
60.95 |
60.95 |
61.14 |
60.82 |
S2 |
60.69 |
60.69 |
61.08 |
|
S3 |
60.02 |
60.28 |
61.02 |
|
S4 |
59.35 |
59.61 |
60.83 |
|
|
Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.91 |
70.16 |
63.18 |
|
R3 |
68.31 |
66.56 |
62.19 |
|
R2 |
64.71 |
64.71 |
61.86 |
|
R1 |
62.96 |
62.96 |
61.53 |
63.84 |
PP |
61.11 |
61.11 |
61.11 |
61.55 |
S1 |
59.36 |
59.36 |
60.87 |
60.24 |
S2 |
57.51 |
57.51 |
60.54 |
|
S3 |
53.91 |
55.76 |
60.21 |
|
S4 |
50.31 |
52.16 |
59.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
62.87 |
59.27 |
3.60 |
5.9% |
1.27 |
2.1% |
54% |
False |
False |
21,191 |
10 |
62.87 |
58.15 |
4.72 |
7.7% |
1.47 |
2.4% |
65% |
False |
False |
22,428 |
20 |
63.00 |
57.68 |
5.32 |
8.7% |
1.60 |
2.6% |
66% |
False |
False |
18,214 |
40 |
65.03 |
57.68 |
7.35 |
12.0% |
1.52 |
2.5% |
48% |
False |
False |
15,471 |
60 |
65.03 |
52.10 |
12.93 |
21.1% |
1.58 |
2.6% |
70% |
False |
False |
13,617 |
80 |
65.03 |
51.33 |
13.70 |
22.4% |
1.54 |
2.5% |
72% |
False |
False |
12,003 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.63 |
2.618 |
63.53 |
1.618 |
62.86 |
1.000 |
62.45 |
0.618 |
62.19 |
HIGH |
61.78 |
0.618 |
61.52 |
0.500 |
61.45 |
0.382 |
61.37 |
LOW |
61.11 |
0.618 |
60.70 |
1.000 |
60.44 |
1.618 |
60.03 |
2.618 |
59.36 |
4.250 |
58.26 |
|
|
Fisher Pivots for day following 12-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
61.45 |
61.99 |
PP |
61.36 |
61.73 |
S1 |
61.28 |
61.46 |
|