NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 10-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
60.03 |
61.87 |
1.84 |
3.1% |
61.29 |
High |
62.07 |
63.12 |
1.05 |
1.7% |
62.42 |
Low |
59.97 |
61.83 |
1.86 |
3.1% |
58.55 |
Close |
61.79 |
62.83 |
1.04 |
1.7% |
60.86 |
Range |
2.10 |
1.29 |
-0.81 |
-38.6% |
3.87 |
ATR |
1.74 |
1.71 |
-0.03 |
-1.7% |
0.00 |
Volume |
31,415 |
49,053 |
17,638 |
56.1% |
294,444 |
|
Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.46 |
65.94 |
63.54 |
|
R3 |
65.17 |
64.65 |
63.18 |
|
R2 |
63.88 |
63.88 |
63.07 |
|
R1 |
63.36 |
63.36 |
62.95 |
63.62 |
PP |
62.59 |
62.59 |
62.59 |
62.73 |
S1 |
62.07 |
62.07 |
62.71 |
62.33 |
S2 |
61.30 |
61.30 |
62.59 |
|
S3 |
60.01 |
60.78 |
62.48 |
|
S4 |
58.72 |
59.49 |
62.12 |
|
|
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 |
63.12 |
58.55 |
4.57 |
7.3% |
1.74 |
2.8% |
94% |
True |
False |
52,557 |
10 |
63.12 |
58.00 |
5.12 |
8.1% |
1.72 |
2.7% |
94% |
True |
False |
57,163 |
20 |
64.39 |
58.00 |
6.39 |
10.2% |
1.68 |
2.7% |
76% |
False |
False |
50,444 |
40 |
65.38 |
58.00 |
7.38 |
11.7% |
1.67 |
2.7% |
65% |
False |
False |
53,935 |
60 |
65.38 |
51.95 |
13.43 |
21.4% |
1.77 |
2.8% |
81% |
False |
False |
51,309 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.60 |
2.618 |
66.50 |
1.618 |
65.21 |
1.000 |
64.41 |
0.618 |
63.92 |
HIGH |
63.12 |
0.618 |
62.63 |
0.500 |
62.48 |
0.382 |
62.32 |
LOW |
61.83 |
0.618 |
61.03 |
1.000 |
60.54 |
1.618 |
59.74 |
2.618 |
58.45 |
4.250 |
56.35 |
|
|
Fisher Pivots for day following 10-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
62.71 |
62.35 |
PP |
62.59 |
61.86 |
S1 |
62.48 |
61.38 |
|