NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 29-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2015 |
29-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
60.54 |
59.86 |
-0.68 |
-1.1% |
60.66 |
High |
60.85 |
60.24 |
-0.61 |
-1.0% |
62.41 |
Low |
59.78 |
59.03 |
-0.75 |
-1.3% |
59.78 |
Close |
60.58 |
59.31 |
-1.27 |
-2.1% |
60.58 |
Range |
1.07 |
1.21 |
0.14 |
13.1% |
2.63 |
ATR |
1.49 |
1.49 |
0.00 |
0.3% |
0.00 |
Volume |
9,654 |
12,358 |
2,704 |
28.0% |
92,174 |
|
Daily Pivots for day following 29-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.16 |
62.44 |
59.98 |
|
R3 |
61.95 |
61.23 |
59.64 |
|
R2 |
60.74 |
60.74 |
59.53 |
|
R1 |
60.02 |
60.02 |
59.42 |
59.78 |
PP |
59.53 |
59.53 |
59.53 |
59.40 |
S1 |
58.81 |
58.81 |
59.20 |
58.57 |
S2 |
58.32 |
58.32 |
59.09 |
|
S3 |
57.11 |
57.60 |
58.98 |
|
S4 |
55.90 |
56.39 |
58.64 |
|
|
Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.81 |
67.33 |
62.03 |
|
R3 |
66.18 |
64.70 |
61.30 |
|
R2 |
63.55 |
63.55 |
61.06 |
|
R1 |
62.07 |
62.07 |
60.82 |
61.50 |
PP |
60.92 |
60.92 |
60.92 |
60.64 |
S1 |
59.44 |
59.44 |
60.34 |
58.87 |
S2 |
58.29 |
58.29 |
60.10 |
|
S3 |
55.66 |
56.81 |
59.86 |
|
S4 |
53.03 |
54.18 |
59.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
62.41 |
59.03 |
3.38 |
5.7% |
1.33 |
2.2% |
8% |
False |
True |
17,193 |
10 |
62.68 |
59.03 |
3.65 |
6.2% |
1.40 |
2.4% |
8% |
False |
True |
18,061 |
20 |
62.87 |
58.15 |
4.72 |
8.0% |
1.43 |
2.4% |
25% |
False |
False |
19,780 |
40 |
65.03 |
57.68 |
7.35 |
12.4% |
1.54 |
2.6% |
22% |
False |
False |
17,139 |
60 |
65.03 |
54.97 |
10.06 |
17.0% |
1.52 |
2.6% |
43% |
False |
False |
15,270 |
80 |
65.03 |
51.33 |
13.70 |
23.1% |
1.55 |
2.6% |
58% |
False |
False |
13,493 |
100 |
65.03 |
51.33 |
13.70 |
23.1% |
1.56 |
2.6% |
58% |
False |
False |
12,115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.38 |
2.618 |
63.41 |
1.618 |
62.20 |
1.000 |
61.45 |
0.618 |
60.99 |
HIGH |
60.24 |
0.618 |
59.78 |
0.500 |
59.64 |
0.382 |
59.49 |
LOW |
59.03 |
0.618 |
58.28 |
1.000 |
57.82 |
1.618 |
57.07 |
2.618 |
55.86 |
4.250 |
53.89 |
|
|
Fisher Pivots for day following 29-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
59.64 |
60.18 |
PP |
59.53 |
59.89 |
S1 |
59.42 |
59.60 |
|