NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 24-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2015 |
24-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
61.64 |
62.41 |
0.77 |
1.2% |
61.30 |
High |
62.70 |
62.80 |
0.10 |
0.2% |
62.98 |
Low |
61.03 |
61.08 |
0.05 |
0.1% |
60.27 |
Close |
62.31 |
61.54 |
-0.77 |
-1.2% |
61.34 |
Range |
1.67 |
1.72 |
0.05 |
3.0% |
2.71 |
ATR |
1.58 |
1.59 |
0.01 |
0.7% |
0.00 |
Volume |
42,067 |
59,349 |
17,282 |
41.1% |
227,697 |
|
Daily Pivots for day following 24-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.97 |
65.97 |
62.49 |
|
R3 |
65.25 |
64.25 |
62.01 |
|
R2 |
63.53 |
63.53 |
61.86 |
|
R1 |
62.53 |
62.53 |
61.70 |
62.17 |
PP |
61.81 |
61.81 |
61.81 |
61.63 |
S1 |
60.81 |
60.81 |
61.38 |
60.45 |
S2 |
60.09 |
60.09 |
61.22 |
|
S3 |
58.37 |
59.09 |
61.07 |
|
S4 |
56.65 |
57.37 |
60.59 |
|
|
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 |
62.80 |
60.62 |
2.18 |
3.5% |
1.58 |
2.6% |
42% |
True |
False |
49,726 |
10 |
62.98 |
60.27 |
2.71 |
4.4% |
1.39 |
2.3% |
47% |
False |
False |
46,399 |
20 |
63.12 |
58.00 |
5.12 |
8.3% |
1.56 |
2.5% |
69% |
False |
False |
51,781 |
40 |
65.38 |
58.00 |
7.38 |
12.0% |
1.60 |
2.6% |
48% |
False |
False |
50,768 |
60 |
65.38 |
54.32 |
11.06 |
18.0% |
1.64 |
2.7% |
65% |
False |
False |
52,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.11 |
2.618 |
67.30 |
1.618 |
65.58 |
1.000 |
64.52 |
0.618 |
63.86 |
HIGH |
62.80 |
0.618 |
62.14 |
0.500 |
61.94 |
0.382 |
61.74 |
LOW |
61.08 |
0.618 |
60.02 |
1.000 |
59.36 |
1.618 |
58.30 |
2.618 |
56.58 |
4.250 |
53.77 |
|
|
Fisher Pivots for day following 24-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
61.94 |
61.71 |
PP |
61.81 |
61.65 |
S1 |
61.67 |
61.60 |
|