NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 04-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2015 |
04-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
62.00 |
60.96 |
-1.04 |
-1.7% |
61.47 |
High |
62.36 |
61.18 |
-1.18 |
-1.9% |
61.85 |
Low |
60.70 |
59.31 |
-1.39 |
-2.3% |
58.00 |
Close |
60.93 |
59.53 |
-1.40 |
-2.3% |
61.51 |
Range |
1.66 |
1.87 |
0.21 |
12.7% |
3.85 |
ATR |
1.69 |
1.70 |
0.01 |
0.8% |
0.00 |
Volume |
63,395 |
54,172 |
-9,223 |
-14.5% |
203,523 |
|
Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.62 |
64.44 |
60.56 |
|
R3 |
63.75 |
62.57 |
60.04 |
|
R2 |
61.88 |
61.88 |
59.87 |
|
R1 |
60.70 |
60.70 |
59.70 |
60.36 |
PP |
60.01 |
60.01 |
60.01 |
59.83 |
S1 |
58.83 |
58.83 |
59.36 |
58.49 |
S2 |
58.14 |
58.14 |
59.19 |
|
S3 |
56.27 |
56.96 |
59.02 |
|
S4 |
54.40 |
55.09 |
58.50 |
|
|
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 |
62.42 |
58.99 |
3.43 |
5.8% |
1.79 |
3.0% |
16% |
False |
False |
59,838 |
10 |
62.42 |
58.00 |
4.42 |
7.4% |
1.77 |
3.0% |
35% |
False |
False |
53,863 |
20 |
64.39 |
58.00 |
6.39 |
10.7% |
1.70 |
2.9% |
24% |
False |
False |
51,031 |
40 |
65.38 |
56.05 |
9.33 |
15.7% |
1.63 |
2.7% |
37% |
False |
False |
53,883 |
60 |
65.38 |
51.95 |
13.43 |
22.6% |
1.78 |
3.0% |
56% |
False |
False |
50,744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.13 |
2.618 |
66.08 |
1.618 |
64.21 |
1.000 |
63.05 |
0.618 |
62.34 |
HIGH |
61.18 |
0.618 |
60.47 |
0.500 |
60.25 |
0.382 |
60.02 |
LOW |
59.31 |
0.618 |
58.15 |
1.000 |
57.44 |
1.618 |
56.28 |
2.618 |
54.41 |
4.250 |
51.36 |
|
|
Fisher Pivots for day following 04-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
60.25 |
60.87 |
PP |
60.01 |
60.42 |
S1 |
59.77 |
59.98 |
|