NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 01-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2015 |
01-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
59.28 |
60.08 |
0.80 |
1.3% |
60.66 |
High |
60.65 |
60.08 |
-0.57 |
-0.9% |
62.41 |
Low |
59.08 |
57.88 |
-1.20 |
-2.0% |
59.78 |
Close |
60.44 |
58.12 |
-2.32 |
-3.8% |
60.58 |
Range |
1.57 |
2.20 |
0.63 |
40.1% |
2.63 |
ATR |
1.50 |
1.57 |
0.08 |
5.1% |
0.00 |
Volume |
12,931 |
17,452 |
4,521 |
35.0% |
92,174 |
|
Daily Pivots for day following 01-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.29 |
63.91 |
59.33 |
|
R3 |
63.09 |
61.71 |
58.73 |
|
R2 |
60.89 |
60.89 |
58.52 |
|
R1 |
59.51 |
59.51 |
58.32 |
59.10 |
PP |
58.69 |
58.69 |
58.69 |
58.49 |
S1 |
57.31 |
57.31 |
57.92 |
56.90 |
S2 |
56.49 |
56.49 |
57.72 |
|
S3 |
54.29 |
55.11 |
57.52 |
|
S4 |
52.09 |
52.91 |
56.91 |
|
|
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 |
61.32 |
57.88 |
3.44 |
5.9% |
1.42 |
2.4% |
7% |
False |
True |
13,395 |
10 |
62.41 |
57.88 |
4.53 |
7.8% |
1.47 |
2.5% |
5% |
False |
True |
18,330 |
20 |
62.87 |
57.88 |
4.99 |
8.6% |
1.47 |
2.5% |
5% |
False |
True |
18,433 |
40 |
65.03 |
57.68 |
7.35 |
12.6% |
1.56 |
2.7% |
6% |
False |
False |
17,305 |
60 |
65.03 |
55.25 |
9.78 |
16.8% |
1.51 |
2.6% |
29% |
False |
False |
15,507 |
80 |
65.03 |
51.33 |
13.70 |
23.6% |
1.57 |
2.7% |
50% |
False |
False |
13,687 |
100 |
65.03 |
51.33 |
13.70 |
23.6% |
1.54 |
2.7% |
50% |
False |
False |
12,262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.43 |
2.618 |
65.84 |
1.618 |
63.64 |
1.000 |
62.28 |
0.618 |
61.44 |
HIGH |
60.08 |
0.618 |
59.24 |
0.500 |
58.98 |
0.382 |
58.72 |
LOW |
57.88 |
0.618 |
56.52 |
1.000 |
55.68 |
1.618 |
54.32 |
2.618 |
52.12 |
4.250 |
48.53 |
|
|
Fisher Pivots for day following 01-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
58.98 |
59.27 |
PP |
58.69 |
58.88 |
S1 |
58.41 |
58.50 |
|