NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 23-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2015 |
23-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
60.66 |
61.24 |
0.58 |
1.0% |
60.86 |
High |
61.55 |
62.35 |
0.80 |
1.3% |
62.68 |
Low |
60.28 |
60.66 |
0.38 |
0.6% |
60.03 |
Close |
61.47 |
61.97 |
0.50 |
0.8% |
60.99 |
Range |
1.27 |
1.69 |
0.42 |
33.1% |
2.65 |
ATR |
1.54 |
1.55 |
0.01 |
0.7% |
0.00 |
Volume |
18,565 |
26,725 |
8,160 |
44.0% |
88,093 |
|
Daily Pivots for day following 23-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.73 |
66.04 |
62.90 |
|
R3 |
65.04 |
64.35 |
62.43 |
|
R2 |
63.35 |
63.35 |
62.28 |
|
R1 |
62.66 |
62.66 |
62.12 |
63.01 |
PP |
61.66 |
61.66 |
61.66 |
61.83 |
S1 |
60.97 |
60.97 |
61.82 |
61.32 |
S2 |
59.97 |
59.97 |
61.66 |
|
S3 |
58.28 |
59.28 |
61.51 |
|
S4 |
56.59 |
57.59 |
61.04 |
|
|
Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.18 |
67.74 |
62.45 |
|
R3 |
66.53 |
65.09 |
61.72 |
|
R2 |
63.88 |
63.88 |
61.48 |
|
R1 |
62.44 |
62.44 |
61.23 |
63.16 |
PP |
61.23 |
61.23 |
61.23 |
61.60 |
S1 |
59.79 |
59.79 |
60.75 |
60.51 |
S2 |
58.58 |
58.58 |
60.50 |
|
S3 |
55.93 |
57.14 |
60.26 |
|
S4 |
53.28 |
54.49 |
59.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
62.68 |
60.28 |
2.40 |
3.9% |
1.62 |
2.6% |
70% |
False |
False |
21,684 |
10 |
62.87 |
60.03 |
2.84 |
4.6% |
1.31 |
2.1% |
68% |
False |
False |
19,384 |
20 |
62.87 |
57.68 |
5.19 |
8.4% |
1.53 |
2.5% |
83% |
False |
False |
20,488 |
40 |
65.03 |
57.68 |
7.35 |
11.9% |
1.54 |
2.5% |
58% |
False |
False |
16,869 |
60 |
65.03 |
53.92 |
11.11 |
17.9% |
1.54 |
2.5% |
72% |
False |
False |
14,757 |
80 |
65.03 |
51.33 |
13.70 |
22.1% |
1.53 |
2.5% |
78% |
False |
False |
13,077 |
100 |
65.03 |
51.33 |
13.70 |
22.1% |
1.64 |
2.6% |
78% |
False |
False |
11,823 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.53 |
2.618 |
66.77 |
1.618 |
65.08 |
1.000 |
64.04 |
0.618 |
63.39 |
HIGH |
62.35 |
0.618 |
61.70 |
0.500 |
61.51 |
0.382 |
61.31 |
LOW |
60.66 |
0.618 |
59.62 |
1.000 |
58.97 |
1.618 |
57.93 |
2.618 |
56.24 |
4.250 |
53.48 |
|
|
Fisher Pivots for day following 23-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
61.82 |
61.75 |
PP |
61.66 |
61.53 |
S1 |
61.51 |
61.32 |
|