NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 12-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
62.40 |
62.04 |
-0.36 |
-0.6% |
60.55 |
High |
62.85 |
62.06 |
-0.79 |
-1.3% |
63.12 |
Low |
61.80 |
61.32 |
-0.48 |
-0.8% |
59.64 |
Close |
62.33 |
61.44 |
-0.89 |
-1.4% |
61.44 |
Range |
1.05 |
0.74 |
-0.31 |
-29.5% |
3.48 |
ATR |
1.67 |
1.62 |
-0.05 |
-2.8% |
0.00 |
Volume |
62,806 |
38,562 |
-24,244 |
-38.6% |
255,950 |
|
Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.83 |
63.37 |
61.85 |
|
R3 |
63.09 |
62.63 |
61.64 |
|
R2 |
62.35 |
62.35 |
61.58 |
|
R1 |
61.89 |
61.89 |
61.51 |
61.75 |
PP |
61.61 |
61.61 |
61.61 |
61.54 |
S1 |
61.15 |
61.15 |
61.37 |
61.01 |
S2 |
60.87 |
60.87 |
61.30 |
|
S3 |
60.13 |
60.41 |
61.24 |
|
S4 |
59.39 |
59.67 |
61.03 |
|
|
Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.84 |
70.12 |
63.35 |
|
R3 |
68.36 |
66.64 |
62.40 |
|
R2 |
64.88 |
64.88 |
62.08 |
|
R1 |
63.16 |
63.16 |
61.76 |
64.02 |
PP |
61.40 |
61.40 |
61.40 |
61.83 |
S1 |
59.68 |
59.68 |
61.12 |
60.54 |
S2 |
57.92 |
57.92 |
60.80 |
|
S3 |
54.44 |
56.20 |
60.48 |
|
S4 |
50.96 |
52.72 |
59.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
63.12 |
59.64 |
3.48 |
5.7% |
1.25 |
2.0% |
52% |
False |
False |
51,190 |
10 |
63.12 |
58.55 |
4.57 |
7.4% |
1.48 |
2.4% |
63% |
False |
False |
55,039 |
20 |
63.39 |
58.00 |
5.39 |
8.8% |
1.63 |
2.6% |
64% |
False |
False |
50,238 |
40 |
65.38 |
58.00 |
7.38 |
12.0% |
1.59 |
2.6% |
47% |
False |
False |
52,521 |
60 |
65.38 |
52.59 |
12.79 |
20.8% |
1.71 |
2.8% |
69% |
False |
False |
51,747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.21 |
2.618 |
64.00 |
1.618 |
63.26 |
1.000 |
62.80 |
0.618 |
62.52 |
HIGH |
62.06 |
0.618 |
61.78 |
0.500 |
61.69 |
0.382 |
61.60 |
LOW |
61.32 |
0.618 |
60.86 |
1.000 |
60.58 |
1.618 |
60.12 |
2.618 |
59.38 |
4.250 |
58.18 |
|
|
Fisher Pivots for day following 12-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
61.69 |
62.22 |
PP |
61.61 |
61.96 |
S1 |
61.52 |
61.70 |
|