NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 23-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2015 |
23-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
60.95 |
61.64 |
0.69 |
1.1% |
61.30 |
High |
61.95 |
62.70 |
0.75 |
1.2% |
62.98 |
Low |
60.62 |
61.03 |
0.41 |
0.7% |
60.27 |
Close |
61.85 |
62.31 |
0.46 |
0.7% |
61.34 |
Range |
1.33 |
1.67 |
0.34 |
25.6% |
2.71 |
ATR |
1.57 |
1.58 |
0.01 |
0.5% |
0.00 |
Volume |
33,512 |
42,067 |
8,555 |
25.5% |
227,697 |
|
Daily Pivots for day following 23-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.02 |
66.34 |
63.23 |
|
R3 |
65.35 |
64.67 |
62.77 |
|
R2 |
63.68 |
63.68 |
62.62 |
|
R1 |
63.00 |
63.00 |
62.46 |
63.34 |
PP |
62.01 |
62.01 |
62.01 |
62.19 |
S1 |
61.33 |
61.33 |
62.16 |
61.67 |
S2 |
60.34 |
60.34 |
62.00 |
|
S3 |
58.67 |
59.66 |
61.85 |
|
S4 |
57.00 |
57.99 |
61.39 |
|
|
Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.66 |
68.21 |
62.83 |
|
R3 |
66.95 |
65.50 |
62.09 |
|
R2 |
64.24 |
64.24 |
61.84 |
|
R1 |
62.79 |
62.79 |
61.59 |
63.52 |
PP |
61.53 |
61.53 |
61.53 |
61.89 |
S1 |
60.08 |
60.08 |
61.09 |
60.81 |
S2 |
58.82 |
58.82 |
60.84 |
|
S3 |
56.11 |
57.37 |
60.59 |
|
S4 |
53.40 |
54.66 |
59.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
62.98 |
60.62 |
2.36 |
3.8% |
1.67 |
2.7% |
72% |
False |
False |
46,698 |
10 |
63.12 |
60.27 |
2.85 |
4.6% |
1.35 |
2.2% |
72% |
False |
False |
45,369 |
20 |
63.12 |
58.00 |
5.12 |
8.2% |
1.56 |
2.5% |
84% |
False |
False |
50,990 |
40 |
65.38 |
58.00 |
7.38 |
11.8% |
1.59 |
2.5% |
58% |
False |
False |
50,146 |
60 |
65.38 |
54.32 |
11.06 |
17.7% |
1.63 |
2.6% |
72% |
False |
False |
51,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.80 |
2.618 |
67.07 |
1.618 |
65.40 |
1.000 |
64.37 |
0.618 |
63.73 |
HIGH |
62.70 |
0.618 |
62.06 |
0.500 |
61.87 |
0.382 |
61.67 |
LOW |
61.03 |
0.618 |
60.00 |
1.000 |
59.36 |
1.618 |
58.33 |
2.618 |
56.66 |
4.250 |
53.93 |
|
|
Fisher Pivots for day following 23-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
62.16 |
62.09 |
PP |
62.01 |
61.88 |
S1 |
61.87 |
61.66 |
|