NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 03-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2015 |
03-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
61.07 |
62.00 |
0.93 |
1.5% |
61.47 |
High |
62.42 |
62.36 |
-0.06 |
-0.1% |
61.85 |
Low |
60.99 |
60.70 |
-0.29 |
-0.5% |
58.00 |
Close |
62.25 |
60.93 |
-1.32 |
-2.1% |
61.51 |
Range |
1.43 |
1.66 |
0.23 |
16.1% |
3.85 |
ATR |
1.69 |
1.69 |
0.00 |
-0.1% |
0.00 |
Volume |
52,395 |
63,395 |
11,000 |
21.0% |
203,523 |
|
Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.31 |
65.28 |
61.84 |
|
R3 |
64.65 |
63.62 |
61.39 |
|
R2 |
62.99 |
62.99 |
61.23 |
|
R1 |
61.96 |
61.96 |
61.08 |
61.65 |
PP |
61.33 |
61.33 |
61.33 |
61.17 |
S1 |
60.30 |
60.30 |
60.78 |
59.99 |
S2 |
59.67 |
59.67 |
60.63 |
|
S3 |
58.01 |
58.64 |
60.47 |
|
S4 |
56.35 |
56.98 |
60.02 |
|
|
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 |
62.42 |
58.00 |
4.42 |
7.3% |
1.69 |
2.8% |
66% |
False |
False |
61,768 |
10 |
62.42 |
58.00 |
4.42 |
7.3% |
1.67 |
2.7% |
66% |
False |
False |
53,198 |
20 |
65.38 |
58.00 |
7.38 |
12.1% |
1.70 |
2.8% |
40% |
False |
False |
51,980 |
40 |
65.38 |
55.75 |
9.63 |
15.8% |
1.64 |
2.7% |
54% |
False |
False |
54,679 |
60 |
65.38 |
51.95 |
13.43 |
22.0% |
1.78 |
2.9% |
67% |
False |
False |
50,427 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.42 |
2.618 |
66.71 |
1.618 |
65.05 |
1.000 |
64.02 |
0.618 |
63.39 |
HIGH |
62.36 |
0.618 |
61.73 |
0.500 |
61.53 |
0.382 |
61.33 |
LOW |
60.70 |
0.618 |
59.67 |
1.000 |
59.04 |
1.618 |
58.01 |
2.618 |
56.35 |
4.250 |
53.65 |
|
|
Fisher Pivots for day following 03-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
61.53 |
61.41 |
PP |
61.33 |
61.25 |
S1 |
61.13 |
61.09 |
|