NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 01-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2015 |
01-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
59.16 |
61.29 |
2.13 |
3.6% |
61.47 |
High |
61.73 |
61.64 |
-0.09 |
-0.1% |
61.85 |
Low |
58.99 |
60.40 |
1.41 |
2.4% |
58.00 |
Close |
61.51 |
61.18 |
-0.33 |
-0.5% |
61.51 |
Range |
2.74 |
1.24 |
-1.50 |
-54.7% |
3.85 |
ATR |
1.75 |
1.71 |
-0.04 |
-2.1% |
0.00 |
Volume |
58,785 |
70,447 |
11,662 |
19.8% |
203,523 |
|
Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.79 |
64.23 |
61.86 |
|
R3 |
63.55 |
62.99 |
61.52 |
|
R2 |
62.31 |
62.31 |
61.41 |
|
R1 |
61.75 |
61.75 |
61.29 |
61.41 |
PP |
61.07 |
61.07 |
61.07 |
60.91 |
S1 |
60.51 |
60.51 |
61.07 |
60.17 |
S2 |
59.83 |
59.83 |
60.95 |
|
S3 |
58.59 |
59.27 |
60.84 |
|
S4 |
57.35 |
58.03 |
60.50 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.00 |
70.61 |
63.63 |
|
R3 |
68.15 |
66.76 |
62.57 |
|
R2 |
64.30 |
64.30 |
62.22 |
|
R1 |
62.91 |
62.91 |
61.86 |
63.61 |
PP |
60.45 |
60.45 |
60.45 |
60.80 |
S1 |
59.06 |
59.06 |
61.16 |
59.76 |
S2 |
56.60 |
56.60 |
60.80 |
|
S3 |
52.75 |
55.21 |
60.45 |
|
S4 |
48.90 |
51.36 |
59.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61.85 |
58.00 |
3.85 |
6.3% |
1.91 |
3.1% |
83% |
False |
False |
54,794 |
10 |
63.39 |
58.00 |
5.39 |
8.8% |
1.76 |
2.9% |
59% |
False |
False |
48,272 |
20 |
65.38 |
58.00 |
7.38 |
12.1% |
1.69 |
2.8% |
43% |
False |
False |
49,824 |
40 |
65.38 |
55.49 |
9.89 |
16.2% |
1.66 |
2.7% |
58% |
False |
False |
54,233 |
60 |
65.38 |
51.95 |
13.43 |
22.0% |
1.77 |
2.9% |
69% |
False |
False |
50,021 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.91 |
2.618 |
64.89 |
1.618 |
63.65 |
1.000 |
62.88 |
0.618 |
62.41 |
HIGH |
61.64 |
0.618 |
61.17 |
0.500 |
61.02 |
0.382 |
60.87 |
LOW |
60.40 |
0.618 |
59.63 |
1.000 |
59.16 |
1.618 |
58.39 |
2.618 |
57.15 |
4.250 |
55.13 |
|
|
Fisher Pivots for day following 01-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
61.13 |
60.74 |
PP |
61.07 |
60.30 |
S1 |
61.02 |
59.87 |
|