NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 15-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
62.04 |
61.30 |
-0.74 |
-1.2% |
60.55 |
High |
62.06 |
61.36 |
-0.70 |
-1.1% |
63.12 |
Low |
61.32 |
60.27 |
-1.05 |
-1.7% |
59.64 |
Close |
61.44 |
61.15 |
-0.29 |
-0.5% |
61.44 |
Range |
0.74 |
1.09 |
0.35 |
47.3% |
3.48 |
ATR |
1.62 |
1.59 |
-0.03 |
-2.0% |
0.00 |
Volume |
38,562 |
35,737 |
-2,825 |
-7.3% |
255,950 |
|
Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.20 |
63.76 |
61.75 |
|
R3 |
63.11 |
62.67 |
61.45 |
|
R2 |
62.02 |
62.02 |
61.35 |
|
R1 |
61.58 |
61.58 |
61.25 |
61.26 |
PP |
60.93 |
60.93 |
60.93 |
60.76 |
S1 |
60.49 |
60.49 |
61.05 |
60.17 |
S2 |
59.84 |
59.84 |
60.95 |
|
S3 |
58.75 |
59.40 |
60.85 |
|
S4 |
57.66 |
58.31 |
60.55 |
|
|
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 |
59.97 |
3.15 |
5.2% |
1.25 |
2.1% |
37% |
False |
False |
43,514 |
10 |
63.12 |
58.55 |
4.57 |
7.5% |
1.47 |
2.4% |
57% |
False |
False |
51,568 |
20 |
63.39 |
58.00 |
5.39 |
8.8% |
1.61 |
2.6% |
58% |
False |
False |
49,920 |
40 |
65.38 |
58.00 |
7.38 |
12.1% |
1.59 |
2.6% |
43% |
False |
False |
51,805 |
60 |
65.38 |
52.59 |
12.79 |
20.9% |
1.70 |
2.8% |
67% |
False |
False |
51,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.99 |
2.618 |
64.21 |
1.618 |
63.12 |
1.000 |
62.45 |
0.618 |
62.03 |
HIGH |
61.36 |
0.618 |
60.94 |
0.500 |
60.82 |
0.382 |
60.69 |
LOW |
60.27 |
0.618 |
59.60 |
1.000 |
59.18 |
1.618 |
58.51 |
2.618 |
57.42 |
4.250 |
55.64 |
|
|
Fisher Pivots for day following 15-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
61.04 |
61.56 |
PP |
60.93 |
61.42 |
S1 |
60.82 |
61.29 |
|