NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 15-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
61.78 |
60.86 |
-0.92 |
-1.5% |
60.12 |
High |
61.78 |
61.08 |
-0.70 |
-1.1% |
62.87 |
Low |
61.11 |
60.03 |
-1.08 |
-1.8% |
59.27 |
Close |
61.20 |
60.88 |
-0.32 |
-0.5% |
61.20 |
Range |
0.67 |
1.05 |
0.38 |
56.7% |
3.60 |
ATR |
1.59 |
1.56 |
-0.03 |
-1.9% |
0.00 |
Volume |
15,441 |
12,010 |
-3,431 |
-22.2% |
105,957 |
|
Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.81 |
63.40 |
61.46 |
|
R3 |
62.76 |
62.35 |
61.17 |
|
R2 |
61.71 |
61.71 |
61.07 |
|
R1 |
61.30 |
61.30 |
60.98 |
61.51 |
PP |
60.66 |
60.66 |
60.66 |
60.77 |
S1 |
60.25 |
60.25 |
60.78 |
60.46 |
S2 |
59.61 |
59.61 |
60.69 |
|
S3 |
58.56 |
59.20 |
60.59 |
|
S4 |
57.51 |
58.15 |
60.30 |
|
|
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 |
59.58 |
3.29 |
5.4% |
1.26 |
2.1% |
40% |
False |
False |
17,294 |
10 |
62.87 |
58.15 |
4.72 |
7.8% |
1.46 |
2.4% |
58% |
False |
False |
21,499 |
20 |
63.00 |
57.68 |
5.32 |
8.7% |
1.58 |
2.6% |
60% |
False |
False |
18,384 |
40 |
65.03 |
57.68 |
7.35 |
12.1% |
1.52 |
2.5% |
44% |
False |
False |
15,481 |
60 |
65.03 |
52.10 |
12.93 |
21.2% |
1.56 |
2.6% |
68% |
False |
False |
13,587 |
80 |
65.03 |
51.33 |
13.70 |
22.5% |
1.53 |
2.5% |
70% |
False |
False |
12,074 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.54 |
2.618 |
63.83 |
1.618 |
62.78 |
1.000 |
62.13 |
0.618 |
61.73 |
HIGH |
61.08 |
0.618 |
60.68 |
0.500 |
60.56 |
0.382 |
60.43 |
LOW |
60.03 |
0.618 |
59.38 |
1.000 |
58.98 |
1.618 |
58.33 |
2.618 |
57.28 |
4.250 |
55.57 |
|
|
Fisher Pivots for day following 15-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
60.77 |
61.32 |
PP |
60.66 |
61.17 |
S1 |
60.56 |
61.03 |
|