NYMEX Light Sweet Crude Oil Future July 2015
| Trading Metrics calculated at close of trading on 15-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
60.55 |
59.90 |
-0.65 |
-1.1% |
58.96 |
| High |
60.63 |
59.98 |
-0.65 |
-1.1% |
61.82 |
| Low |
59.73 |
58.73 |
-1.00 |
-1.7% |
57.86 |
| Close |
59.96 |
59.52 |
-0.44 |
-0.7% |
59.96 |
| Range |
0.90 |
1.25 |
0.35 |
38.9% |
3.96 |
| ATR |
1.81 |
1.77 |
-0.04 |
-2.2% |
0.00 |
| Volume |
246,898 |
275,187 |
28,289 |
11.5% |
1,804,415 |
|
| Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.16 |
62.59 |
60.21 |
|
| R3 |
61.91 |
61.34 |
59.86 |
|
| R2 |
60.66 |
60.66 |
59.75 |
|
| R1 |
60.09 |
60.09 |
59.63 |
59.75 |
| PP |
59.41 |
59.41 |
59.41 |
59.24 |
| S1 |
58.84 |
58.84 |
59.41 |
58.50 |
| S2 |
58.16 |
58.16 |
59.29 |
|
| S3 |
56.91 |
57.59 |
59.18 |
|
| S4 |
55.66 |
56.34 |
58.83 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.76 |
69.82 |
62.14 |
|
| R3 |
67.80 |
65.86 |
61.05 |
|
| R2 |
63.84 |
63.84 |
60.69 |
|
| R1 |
61.90 |
61.90 |
60.32 |
62.87 |
| PP |
59.88 |
59.88 |
59.88 |
60.37 |
| S1 |
57.94 |
57.94 |
59.60 |
58.91 |
| S2 |
55.92 |
55.92 |
59.23 |
|
| S3 |
51.96 |
53.98 |
58.87 |
|
| S4 |
48.00 |
50.02 |
57.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
61.82 |
58.23 |
3.59 |
6.0% |
1.46 |
2.4% |
36% |
False |
False |
347,951 |
| 10 |
61.82 |
56.83 |
4.99 |
8.4% |
1.67 |
2.8% |
54% |
False |
False |
361,976 |
| 20 |
61.82 |
56.51 |
5.31 |
8.9% |
1.78 |
3.0% |
57% |
False |
False |
341,950 |
| 40 |
63.62 |
56.51 |
7.11 |
11.9% |
1.78 |
3.0% |
42% |
False |
False |
232,536 |
| 60 |
63.62 |
48.20 |
15.42 |
25.9% |
1.90 |
3.2% |
73% |
False |
False |
177,447 |
| 80 |
63.62 |
47.46 |
16.16 |
27.2% |
1.89 |
3.2% |
75% |
False |
False |
145,548 |
| 100 |
63.62 |
47.46 |
16.16 |
27.2% |
2.04 |
3.4% |
75% |
False |
False |
122,942 |
| 120 |
63.62 |
47.46 |
16.16 |
27.2% |
2.07 |
3.5% |
75% |
False |
False |
104,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.29 |
|
2.618 |
63.25 |
|
1.618 |
62.00 |
|
1.000 |
61.23 |
|
0.618 |
60.75 |
|
HIGH |
59.98 |
|
0.618 |
59.50 |
|
0.500 |
59.36 |
|
0.382 |
59.21 |
|
LOW |
58.73 |
|
0.618 |
57.96 |
|
1.000 |
57.48 |
|
1.618 |
56.71 |
|
2.618 |
55.46 |
|
4.250 |
53.42 |
|
|
| Fisher Pivots for day following 15-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
59.47 |
60.13 |
| PP |
59.41 |
59.93 |
| S1 |
59.36 |
59.72 |
|