NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 30-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2015 |
30-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
59.86 |
59.28 |
-0.58 |
-1.0% |
60.66 |
High |
60.24 |
60.65 |
0.41 |
0.7% |
62.41 |
Low |
59.03 |
59.08 |
0.05 |
0.1% |
59.78 |
Close |
59.31 |
60.44 |
1.13 |
1.9% |
60.58 |
Range |
1.21 |
1.57 |
0.36 |
29.8% |
2.63 |
ATR |
1.49 |
1.50 |
0.01 |
0.4% |
0.00 |
Volume |
12,358 |
12,931 |
573 |
4.6% |
92,174 |
|
Daily Pivots for day following 30-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.77 |
64.17 |
61.30 |
|
R3 |
63.20 |
62.60 |
60.87 |
|
R2 |
61.63 |
61.63 |
60.73 |
|
R1 |
61.03 |
61.03 |
60.58 |
61.33 |
PP |
60.06 |
60.06 |
60.06 |
60.21 |
S1 |
59.46 |
59.46 |
60.30 |
59.76 |
S2 |
58.49 |
58.49 |
60.15 |
|
S3 |
56.92 |
57.89 |
60.01 |
|
S4 |
55.35 |
56.32 |
59.58 |
|
|
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 |
5.6% |
1.31 |
2.2% |
42% |
False |
False |
14,434 |
10 |
62.68 |
59.03 |
3.65 |
6.0% |
1.47 |
2.4% |
39% |
False |
False |
18,059 |
20 |
62.87 |
58.15 |
4.72 |
7.8% |
1.44 |
2.4% |
49% |
False |
False |
18,868 |
40 |
65.03 |
57.68 |
7.35 |
12.2% |
1.55 |
2.6% |
38% |
False |
False |
17,113 |
60 |
65.03 |
55.25 |
9.78 |
16.2% |
1.50 |
2.5% |
53% |
False |
False |
15,354 |
80 |
65.03 |
51.33 |
13.70 |
22.7% |
1.56 |
2.6% |
66% |
False |
False |
13,568 |
100 |
65.03 |
51.33 |
13.70 |
22.7% |
1.54 |
2.5% |
66% |
False |
False |
12,170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.32 |
2.618 |
64.76 |
1.618 |
63.19 |
1.000 |
62.22 |
0.618 |
61.62 |
HIGH |
60.65 |
0.618 |
60.05 |
0.500 |
59.87 |
0.382 |
59.68 |
LOW |
59.08 |
0.618 |
58.11 |
1.000 |
57.51 |
1.618 |
56.54 |
2.618 |
54.97 |
4.250 |
52.41 |
|
|
Fisher Pivots for day following 30-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
60.25 |
60.27 |
PP |
60.06 |
60.11 |
S1 |
59.87 |
59.94 |
|