NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 05-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2015 |
05-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
60.96 |
59.51 |
-1.45 |
-2.4% |
61.29 |
High |
61.18 |
60.93 |
-0.25 |
-0.4% |
62.42 |
Low |
59.31 |
58.55 |
-0.76 |
-1.3% |
58.55 |
Close |
59.53 |
60.86 |
1.33 |
2.2% |
60.86 |
Range |
1.87 |
2.38 |
0.51 |
27.3% |
3.87 |
ATR |
1.70 |
1.75 |
0.05 |
2.8% |
0.00 |
Volume |
54,172 |
54,035 |
-137 |
-0.3% |
294,444 |
|
Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.25 |
66.44 |
62.17 |
|
R3 |
64.87 |
64.06 |
61.51 |
|
R2 |
62.49 |
62.49 |
61.30 |
|
R1 |
61.68 |
61.68 |
61.08 |
62.09 |
PP |
60.11 |
60.11 |
60.11 |
60.32 |
S1 |
59.30 |
59.30 |
60.64 |
59.71 |
S2 |
57.73 |
57.73 |
60.42 |
|
S3 |
55.35 |
56.92 |
60.21 |
|
S4 |
52.97 |
54.54 |
59.55 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.22 |
70.41 |
62.99 |
|
R3 |
68.35 |
66.54 |
61.92 |
|
R2 |
64.48 |
64.48 |
61.57 |
|
R1 |
62.67 |
62.67 |
61.21 |
61.64 |
PP |
60.61 |
60.61 |
60.61 |
60.10 |
S1 |
58.80 |
58.80 |
60.51 |
57.77 |
S2 |
56.74 |
56.74 |
60.15 |
|
S3 |
52.87 |
54.93 |
59.80 |
|
S4 |
49.00 |
51.06 |
58.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
62.42 |
58.55 |
3.87 |
6.4% |
1.72 |
2.8% |
60% |
False |
True |
58,888 |
10 |
62.42 |
58.00 |
4.42 |
7.3% |
1.82 |
3.0% |
65% |
False |
False |
55,585 |
20 |
64.39 |
58.00 |
6.39 |
10.5% |
1.68 |
2.8% |
45% |
False |
False |
49,820 |
40 |
65.38 |
56.05 |
9.33 |
15.3% |
1.66 |
2.7% |
52% |
False |
False |
53,600 |
60 |
65.38 |
51.95 |
13.43 |
22.1% |
1.79 |
2.9% |
66% |
False |
False |
50,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.05 |
2.618 |
67.16 |
1.618 |
64.78 |
1.000 |
63.31 |
0.618 |
62.40 |
HIGH |
60.93 |
0.618 |
60.02 |
0.500 |
59.74 |
0.382 |
59.46 |
LOW |
58.55 |
0.618 |
57.08 |
1.000 |
56.17 |
1.618 |
54.70 |
2.618 |
52.32 |
4.250 |
48.44 |
|
|
Fisher Pivots for day following 05-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
60.49 |
60.73 |
PP |
60.11 |
60.59 |
S1 |
59.74 |
60.46 |
|