NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 26-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2015 |
26-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
61.46 |
60.93 |
-0.53 |
-0.9% |
60.95 |
High |
61.70 |
61.20 |
-0.50 |
-0.8% |
62.80 |
Low |
60.60 |
60.05 |
-0.55 |
-0.9% |
60.05 |
Close |
60.91 |
60.94 |
0.03 |
0.0% |
60.94 |
Range |
1.10 |
1.15 |
0.05 |
4.5% |
2.75 |
ATR |
1.55 |
1.52 |
-0.03 |
-1.9% |
0.00 |
Volume |
51,265 |
30,474 |
-20,791 |
-40.6% |
216,667 |
|
Daily Pivots for day following 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.18 |
63.71 |
61.57 |
|
R3 |
63.03 |
62.56 |
61.26 |
|
R2 |
61.88 |
61.88 |
61.15 |
|
R1 |
61.41 |
61.41 |
61.05 |
61.65 |
PP |
60.73 |
60.73 |
60.73 |
60.85 |
S1 |
60.26 |
60.26 |
60.83 |
60.50 |
S2 |
59.58 |
59.58 |
60.73 |
|
S3 |
58.43 |
59.11 |
60.62 |
|
S4 |
57.28 |
57.96 |
60.31 |
|
|
Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.51 |
67.98 |
62.45 |
|
R3 |
66.76 |
65.23 |
61.70 |
|
R2 |
64.01 |
64.01 |
61.44 |
|
R1 |
62.48 |
62.48 |
61.19 |
61.87 |
PP |
61.26 |
61.26 |
61.26 |
60.96 |
S1 |
59.73 |
59.73 |
60.69 |
59.12 |
S2 |
58.51 |
58.51 |
60.44 |
|
S3 |
55.76 |
56.98 |
60.18 |
|
S4 |
53.01 |
54.23 |
59.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
62.80 |
60.05 |
2.75 |
4.5% |
1.39 |
2.3% |
32% |
False |
True |
43,333 |
10 |
62.98 |
60.05 |
2.93 |
4.8% |
1.44 |
2.4% |
30% |
False |
True |
44,436 |
20 |
63.12 |
58.55 |
4.57 |
7.5% |
1.46 |
2.4% |
52% |
False |
False |
49,737 |
40 |
65.38 |
58.00 |
7.38 |
12.1% |
1.57 |
2.6% |
40% |
False |
False |
49,704 |
60 |
65.38 |
54.54 |
10.84 |
17.8% |
1.61 |
2.6% |
59% |
False |
False |
52,481 |
80 |
65.38 |
51.95 |
13.43 |
22.0% |
1.69 |
2.8% |
67% |
False |
False |
49,925 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.09 |
2.618 |
64.21 |
1.618 |
63.06 |
1.000 |
62.35 |
0.618 |
61.91 |
HIGH |
61.20 |
0.618 |
60.76 |
0.500 |
60.63 |
0.382 |
60.49 |
LOW |
60.05 |
0.618 |
59.34 |
1.000 |
58.90 |
1.618 |
58.19 |
2.618 |
57.04 |
4.250 |
55.16 |
|
|
Fisher Pivots for day following 26-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
60.84 |
61.43 |
PP |
60.73 |
61.26 |
S1 |
60.63 |
61.10 |
|