NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 11-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2015 |
11-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
61.87 |
62.40 |
0.53 |
0.9% |
61.29 |
High |
63.12 |
62.85 |
-0.27 |
-0.4% |
62.42 |
Low |
61.83 |
61.80 |
-0.03 |
0.0% |
58.55 |
Close |
62.83 |
62.33 |
-0.50 |
-0.8% |
60.86 |
Range |
1.29 |
1.05 |
-0.24 |
-18.6% |
3.87 |
ATR |
1.71 |
1.67 |
-0.05 |
-2.8% |
0.00 |
Volume |
49,053 |
62,806 |
13,753 |
28.0% |
294,444 |
|
Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.48 |
64.95 |
62.91 |
|
R3 |
64.43 |
63.90 |
62.62 |
|
R2 |
63.38 |
63.38 |
62.52 |
|
R1 |
62.85 |
62.85 |
62.43 |
62.59 |
PP |
62.33 |
62.33 |
62.33 |
62.20 |
S1 |
61.80 |
61.80 |
62.23 |
61.54 |
S2 |
61.28 |
61.28 |
62.14 |
|
S3 |
60.23 |
60.75 |
62.04 |
|
S4 |
59.18 |
59.70 |
61.75 |
|
|
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% |
1.58 |
2.5% |
83% |
False |
False |
54,284 |
10 |
63.12 |
58.55 |
4.57 |
7.3% |
1.68 |
2.7% |
83% |
False |
False |
57,061 |
20 |
63.65 |
58.00 |
5.65 |
9.1% |
1.65 |
2.7% |
77% |
False |
False |
51,303 |
40 |
65.38 |
58.00 |
7.38 |
11.8% |
1.63 |
2.6% |
59% |
False |
False |
54,176 |
60 |
65.38 |
51.95 |
13.43 |
21.5% |
1.76 |
2.8% |
77% |
False |
False |
51,713 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.31 |
2.618 |
65.60 |
1.618 |
64.55 |
1.000 |
63.90 |
0.618 |
63.50 |
HIGH |
62.85 |
0.618 |
62.45 |
0.500 |
62.33 |
0.382 |
62.20 |
LOW |
61.80 |
0.618 |
61.15 |
1.000 |
60.75 |
1.618 |
60.10 |
2.618 |
59.05 |
4.250 |
57.34 |
|
|
Fisher Pivots for day following 11-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
62.33 |
62.07 |
PP |
62.33 |
61.81 |
S1 |
62.33 |
61.55 |
|