NYMEX Light Sweet Crude Oil Future July 2015
| Trading Metrics calculated at close of trading on 16-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2015 |
16-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
59.90 |
59.60 |
-0.30 |
-0.5% |
58.96 |
| High |
59.98 |
60.37 |
0.39 |
0.7% |
61.82 |
| Low |
58.73 |
59.42 |
0.69 |
1.2% |
57.86 |
| Close |
59.52 |
59.97 |
0.45 |
0.8% |
59.96 |
| Range |
1.25 |
0.95 |
-0.30 |
-24.0% |
3.96 |
| ATR |
1.77 |
1.71 |
-0.06 |
-3.3% |
0.00 |
| Volume |
275,187 |
233,935 |
-41,252 |
-15.0% |
1,804,415 |
|
| Daily Pivots for day following 16-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.77 |
62.32 |
60.49 |
|
| R3 |
61.82 |
61.37 |
60.23 |
|
| R2 |
60.87 |
60.87 |
60.14 |
|
| R1 |
60.42 |
60.42 |
60.06 |
60.65 |
| PP |
59.92 |
59.92 |
59.92 |
60.03 |
| S1 |
59.47 |
59.47 |
59.88 |
59.70 |
| S2 |
58.97 |
58.97 |
59.80 |
|
| S3 |
58.02 |
58.52 |
59.71 |
|
| S4 |
57.07 |
57.57 |
59.45 |
|
|
| 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 |
58.73 |
3.09 |
5.2% |
1.16 |
1.9% |
40% |
False |
False |
313,641 |
| 10 |
61.82 |
56.83 |
4.99 |
8.3% |
1.61 |
2.7% |
63% |
False |
False |
350,919 |
| 20 |
61.82 |
56.51 |
5.31 |
8.9% |
1.74 |
2.9% |
65% |
False |
False |
338,391 |
| 40 |
63.62 |
56.51 |
7.11 |
11.9% |
1.75 |
2.9% |
49% |
False |
False |
236,324 |
| 60 |
63.62 |
48.79 |
14.83 |
24.7% |
1.88 |
3.1% |
75% |
False |
False |
180,825 |
| 80 |
63.62 |
47.46 |
16.16 |
26.9% |
1.88 |
3.1% |
77% |
False |
False |
147,961 |
| 100 |
63.62 |
47.46 |
16.16 |
26.9% |
2.02 |
3.4% |
77% |
False |
False |
125,013 |
| 120 |
63.62 |
47.46 |
16.16 |
26.9% |
2.06 |
3.4% |
77% |
False |
False |
106,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
64.41 |
|
2.618 |
62.86 |
|
1.618 |
61.91 |
|
1.000 |
61.32 |
|
0.618 |
60.96 |
|
HIGH |
60.37 |
|
0.618 |
60.01 |
|
0.500 |
59.90 |
|
0.382 |
59.78 |
|
LOW |
59.42 |
|
0.618 |
58.83 |
|
1.000 |
58.47 |
|
1.618 |
57.88 |
|
2.618 |
56.93 |
|
4.250 |
55.38 |
|
|
| Fisher Pivots for day following 16-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
59.95 |
59.87 |
| PP |
59.92 |
59.78 |
| S1 |
59.90 |
59.68 |
|