NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 17-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2015 |
17-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
60.96 |
61.52 |
0.56 |
0.9% |
60.12 |
High |
61.70 |
62.68 |
0.98 |
1.6% |
62.87 |
Low |
60.78 |
60.48 |
-0.30 |
-0.5% |
59.27 |
Close |
61.39 |
61.38 |
-0.01 |
0.0% |
61.20 |
Range |
0.92 |
2.20 |
1.28 |
139.1% |
3.60 |
ATR |
1.52 |
1.57 |
0.05 |
3.2% |
0.00 |
Volume |
12,950 |
14,743 |
1,793 |
13.8% |
105,957 |
|
Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.11 |
66.95 |
62.59 |
|
R3 |
65.91 |
64.75 |
61.99 |
|
R2 |
63.71 |
63.71 |
61.78 |
|
R1 |
62.55 |
62.55 |
61.58 |
62.03 |
PP |
61.51 |
61.51 |
61.51 |
61.26 |
S1 |
60.35 |
60.35 |
61.18 |
59.83 |
S2 |
59.31 |
59.31 |
60.98 |
|
S3 |
57.11 |
58.15 |
60.78 |
|
S4 |
54.91 |
55.95 |
60.17 |
|
|
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 |
62.68 |
60.03 |
2.65 |
4.3% |
1.18 |
1.9% |
51% |
True |
False |
16,196 |
10 |
62.87 |
58.15 |
4.72 |
7.7% |
1.48 |
2.4% |
68% |
False |
False |
18,535 |
20 |
62.87 |
57.68 |
5.19 |
8.5% |
1.54 |
2.5% |
71% |
False |
False |
18,821 |
40 |
65.03 |
57.68 |
7.35 |
12.0% |
1.52 |
2.5% |
50% |
False |
False |
15,710 |
60 |
65.03 |
53.53 |
11.50 |
18.7% |
1.56 |
2.5% |
68% |
False |
False |
13,819 |
80 |
65.03 |
51.33 |
13.70 |
22.3% |
1.54 |
2.5% |
73% |
False |
False |
12,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.03 |
2.618 |
68.44 |
1.618 |
66.24 |
1.000 |
64.88 |
0.618 |
64.04 |
HIGH |
62.68 |
0.618 |
61.84 |
0.500 |
61.58 |
0.382 |
61.32 |
LOW |
60.48 |
0.618 |
59.12 |
1.000 |
58.28 |
1.618 |
56.92 |
2.618 |
54.72 |
4.250 |
51.13 |
|
|
Fisher Pivots for day following 17-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
61.58 |
61.37 |
PP |
61.51 |
61.36 |
S1 |
61.45 |
61.36 |
|