NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 30-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2015 |
30-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
60.10 |
59.60 |
-0.50 |
-0.8% |
60.95 |
High |
60.60 |
61.00 |
0.40 |
0.7% |
62.80 |
Low |
59.41 |
59.32 |
-0.09 |
-0.2% |
60.05 |
Close |
59.68 |
60.78 |
1.10 |
1.8% |
60.94 |
Range |
1.19 |
1.68 |
0.49 |
41.2% |
2.75 |
ATR |
1.52 |
1.53 |
0.01 |
0.7% |
0.00 |
Volume |
31,595 |
30,918 |
-677 |
-2.1% |
216,667 |
|
Daily Pivots for day following 30-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.41 |
64.77 |
61.70 |
|
R3 |
63.73 |
63.09 |
61.24 |
|
R2 |
62.05 |
62.05 |
61.09 |
|
R1 |
61.41 |
61.41 |
60.93 |
61.73 |
PP |
60.37 |
60.37 |
60.37 |
60.53 |
S1 |
59.73 |
59.73 |
60.63 |
60.05 |
S2 |
58.69 |
58.69 |
60.47 |
|
S3 |
57.01 |
58.05 |
60.32 |
|
S4 |
55.33 |
56.37 |
59.86 |
|
|
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 |
59.32 |
3.48 |
5.7% |
1.37 |
2.3% |
42% |
False |
True |
40,720 |
10 |
62.98 |
59.32 |
3.66 |
6.0% |
1.52 |
2.5% |
40% |
False |
True |
43,709 |
20 |
63.12 |
58.55 |
4.57 |
7.5% |
1.47 |
2.4% |
49% |
False |
False |
46,721 |
40 |
65.38 |
58.00 |
7.38 |
12.1% |
1.59 |
2.6% |
38% |
False |
False |
48,526 |
60 |
65.38 |
55.75 |
9.63 |
15.8% |
1.58 |
2.6% |
52% |
False |
False |
51,787 |
80 |
65.38 |
51.95 |
13.43 |
22.1% |
1.69 |
2.8% |
66% |
False |
False |
49,213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.14 |
2.618 |
65.40 |
1.618 |
63.72 |
1.000 |
62.68 |
0.618 |
62.04 |
HIGH |
61.00 |
0.618 |
60.36 |
0.500 |
60.16 |
0.382 |
59.96 |
LOW |
59.32 |
0.618 |
58.28 |
1.000 |
57.64 |
1.618 |
56.60 |
2.618 |
54.92 |
4.250 |
52.18 |
|
|
Fisher Pivots for day following 30-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
60.57 |
60.61 |
PP |
60.37 |
60.43 |
S1 |
60.16 |
60.26 |
|