NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 29-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2015 |
29-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
60.93 |
60.10 |
-0.83 |
-1.4% |
60.95 |
High |
61.20 |
60.60 |
-0.60 |
-1.0% |
62.80 |
Low |
60.05 |
59.41 |
-0.64 |
-1.1% |
60.05 |
Close |
60.94 |
59.68 |
-1.26 |
-2.1% |
60.94 |
Range |
1.15 |
1.19 |
0.04 |
3.5% |
2.75 |
ATR |
1.52 |
1.52 |
0.00 |
0.0% |
0.00 |
Volume |
30,474 |
31,595 |
1,121 |
3.7% |
216,667 |
|
Daily Pivots for day following 29-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.47 |
62.76 |
60.33 |
|
R3 |
62.28 |
61.57 |
60.01 |
|
R2 |
61.09 |
61.09 |
59.90 |
|
R1 |
60.38 |
60.38 |
59.79 |
60.14 |
PP |
59.90 |
59.90 |
59.90 |
59.78 |
S1 |
59.19 |
59.19 |
59.57 |
58.95 |
S2 |
58.71 |
58.71 |
59.46 |
|
S3 |
57.52 |
58.00 |
59.35 |
|
S4 |
56.33 |
56.81 |
59.03 |
|
|
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 |
59.41 |
3.39 |
5.7% |
1.37 |
2.3% |
8% |
False |
True |
42,950 |
10 |
62.98 |
59.41 |
3.57 |
6.0% |
1.45 |
2.4% |
8% |
False |
True |
44,022 |
20 |
63.12 |
58.55 |
4.57 |
7.7% |
1.46 |
2.4% |
25% |
False |
False |
47,795 |
40 |
65.38 |
58.00 |
7.38 |
12.4% |
1.57 |
2.6% |
23% |
False |
False |
48,809 |
60 |
65.38 |
55.49 |
9.89 |
16.6% |
1.60 |
2.7% |
42% |
False |
False |
52,087 |
80 |
65.38 |
51.95 |
13.43 |
22.5% |
1.69 |
2.8% |
58% |
False |
False |
49,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.66 |
2.618 |
63.72 |
1.618 |
62.53 |
1.000 |
61.79 |
0.618 |
61.34 |
HIGH |
60.60 |
0.618 |
60.15 |
0.500 |
60.01 |
0.382 |
59.86 |
LOW |
59.41 |
0.618 |
58.67 |
1.000 |
58.22 |
1.618 |
57.48 |
2.618 |
56.29 |
4.250 |
54.35 |
|
|
Fisher Pivots for day following 29-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
60.01 |
60.56 |
PP |
59.90 |
60.26 |
S1 |
59.79 |
59.97 |
|