NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 08-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2015 |
08-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
59.51 |
60.55 |
1.04 |
1.7% |
61.29 |
High |
60.93 |
60.72 |
-0.21 |
-0.3% |
62.42 |
Low |
58.55 |
59.64 |
1.09 |
1.9% |
58.55 |
Close |
60.86 |
59.93 |
-0.93 |
-1.5% |
60.86 |
Range |
2.38 |
1.08 |
-1.30 |
-54.6% |
3.87 |
ATR |
1.75 |
1.71 |
-0.04 |
-2.2% |
0.00 |
Volume |
54,035 |
74,114 |
20,079 |
37.2% |
294,444 |
|
Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.34 |
62.71 |
60.52 |
|
R3 |
62.26 |
61.63 |
60.23 |
|
R2 |
61.18 |
61.18 |
60.13 |
|
R1 |
60.55 |
60.55 |
60.03 |
60.33 |
PP |
60.10 |
60.10 |
60.10 |
59.98 |
S1 |
59.47 |
59.47 |
59.83 |
59.25 |
S2 |
59.02 |
59.02 |
59.73 |
|
S3 |
57.94 |
58.39 |
59.63 |
|
S4 |
56.86 |
57.31 |
59.34 |
|
|
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 |
6.5% |
1.68 |
2.8% |
36% |
False |
False |
59,622 |
10 |
62.42 |
58.00 |
4.42 |
7.4% |
1.80 |
3.0% |
44% |
False |
False |
57,208 |
20 |
64.39 |
58.00 |
6.39 |
10.7% |
1.65 |
2.8% |
30% |
False |
False |
50,871 |
40 |
65.38 |
57.30 |
8.08 |
13.5% |
1.64 |
2.7% |
33% |
False |
False |
54,105 |
60 |
65.38 |
51.95 |
13.43 |
22.4% |
1.78 |
3.0% |
59% |
False |
False |
51,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.31 |
2.618 |
63.55 |
1.618 |
62.47 |
1.000 |
61.80 |
0.618 |
61.39 |
HIGH |
60.72 |
0.618 |
60.31 |
0.500 |
60.18 |
0.382 |
60.05 |
LOW |
59.64 |
0.618 |
58.97 |
1.000 |
58.56 |
1.618 |
57.89 |
2.618 |
56.81 |
4.250 |
55.05 |
|
|
Fisher Pivots for day following 08-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
60.18 |
59.91 |
PP |
60.10 |
59.89 |
S1 |
60.01 |
59.87 |
|