NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 24-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2015 |
24-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
61.24 |
62.02 |
0.78 |
1.3% |
60.86 |
High |
62.35 |
62.41 |
0.06 |
0.1% |
62.68 |
Low |
60.66 |
60.75 |
0.09 |
0.1% |
60.03 |
Close |
61.97 |
61.18 |
-0.79 |
-1.3% |
60.99 |
Range |
1.69 |
1.66 |
-0.03 |
-1.8% |
2.65 |
ATR |
1.55 |
1.55 |
0.01 |
0.5% |
0.00 |
Volume |
26,725 |
22,646 |
-4,079 |
-15.3% |
88,093 |
|
Daily Pivots for day following 24-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.43 |
65.46 |
62.09 |
|
R3 |
64.77 |
63.80 |
61.64 |
|
R2 |
63.11 |
63.11 |
61.48 |
|
R1 |
62.14 |
62.14 |
61.33 |
61.80 |
PP |
61.45 |
61.45 |
61.45 |
61.27 |
S1 |
60.48 |
60.48 |
61.03 |
60.14 |
S2 |
59.79 |
59.79 |
60.88 |
|
S3 |
58.13 |
58.82 |
60.72 |
|
S4 |
56.47 |
57.16 |
60.27 |
|
|
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 |
62.41 |
60.28 |
2.13 |
3.5% |
1.52 |
2.5% |
42% |
True |
False |
23,265 |
10 |
62.68 |
60.03 |
2.65 |
4.3% |
1.35 |
2.2% |
43% |
False |
False |
19,730 |
20 |
62.87 |
57.68 |
5.19 |
8.5% |
1.53 |
2.5% |
67% |
False |
False |
21,046 |
40 |
65.03 |
57.68 |
7.35 |
12.0% |
1.56 |
2.5% |
48% |
False |
False |
17,181 |
60 |
65.03 |
53.92 |
11.11 |
18.2% |
1.54 |
2.5% |
65% |
False |
False |
15,024 |
80 |
65.03 |
51.33 |
13.70 |
22.4% |
1.54 |
2.5% |
72% |
False |
False |
13,271 |
100 |
65.03 |
51.33 |
13.70 |
22.4% |
1.62 |
2.6% |
72% |
False |
False |
11,998 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.47 |
2.618 |
66.76 |
1.618 |
65.10 |
1.000 |
64.07 |
0.618 |
63.44 |
HIGH |
62.41 |
0.618 |
61.78 |
0.500 |
61.58 |
0.382 |
61.38 |
LOW |
60.75 |
0.618 |
59.72 |
1.000 |
59.09 |
1.618 |
58.06 |
2.618 |
56.40 |
4.250 |
53.70 |
|
|
Fisher Pivots for day following 24-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
61.58 |
61.35 |
PP |
61.45 |
61.29 |
S1 |
61.31 |
61.24 |
|