NYMEX Light Sweet Crude Oil Future August 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 |
60.92 |
60.33 |
-0.59 |
-1.0% |
59.25 |
| High |
61.06 |
60.42 |
-0.64 |
-1.0% |
62.22 |
| Low |
60.18 |
59.19 |
-0.99 |
-1.6% |
58.32 |
| Close |
60.40 |
60.00 |
-0.40 |
-0.7% |
60.40 |
| Range |
0.88 |
1.23 |
0.35 |
39.8% |
3.90 |
| ATR |
1.76 |
1.72 |
-0.04 |
-2.1% |
0.00 |
| Volume |
91,955 |
128,256 |
36,301 |
39.5% |
717,503 |
|
| Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.56 |
63.01 |
60.68 |
|
| R3 |
62.33 |
61.78 |
60.34 |
|
| R2 |
61.10 |
61.10 |
60.23 |
|
| R1 |
60.55 |
60.55 |
60.11 |
60.21 |
| PP |
59.87 |
59.87 |
59.87 |
59.70 |
| S1 |
59.32 |
59.32 |
59.89 |
58.98 |
| S2 |
58.64 |
58.64 |
59.77 |
|
| S3 |
57.41 |
58.09 |
59.66 |
|
| S4 |
56.18 |
56.86 |
59.32 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.01 |
70.11 |
62.55 |
|
| R3 |
68.11 |
66.21 |
61.47 |
|
| R2 |
64.21 |
64.21 |
61.12 |
|
| R1 |
62.31 |
62.31 |
60.76 |
63.26 |
| PP |
60.31 |
60.31 |
60.31 |
60.79 |
| S1 |
58.41 |
58.41 |
60.04 |
59.36 |
| S2 |
56.41 |
56.41 |
59.69 |
|
| S3 |
52.51 |
54.51 |
59.33 |
|
| S4 |
48.61 |
50.61 |
58.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
62.22 |
58.70 |
3.52 |
5.9% |
1.42 |
2.4% |
37% |
False |
False |
140,469 |
| 10 |
62.22 |
57.21 |
5.01 |
8.4% |
1.63 |
2.7% |
56% |
False |
False |
122,473 |
| 20 |
62.22 |
56.88 |
5.34 |
8.9% |
1.74 |
2.9% |
58% |
False |
False |
95,230 |
| 40 |
64.12 |
56.88 |
7.24 |
12.1% |
1.72 |
2.9% |
43% |
False |
False |
69,051 |
| 60 |
64.12 |
49.46 |
14.66 |
24.4% |
1.82 |
3.0% |
72% |
False |
False |
56,361 |
| 80 |
64.12 |
48.71 |
15.41 |
25.7% |
1.81 |
3.0% |
73% |
False |
False |
49,162 |
| 100 |
64.12 |
48.71 |
15.41 |
25.7% |
1.94 |
3.2% |
73% |
False |
False |
42,994 |
| 120 |
64.12 |
48.71 |
15.41 |
25.7% |
1.97 |
3.3% |
73% |
False |
False |
36,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.65 |
|
2.618 |
63.64 |
|
1.618 |
62.41 |
|
1.000 |
61.65 |
|
0.618 |
61.18 |
|
HIGH |
60.42 |
|
0.618 |
59.95 |
|
0.500 |
59.81 |
|
0.382 |
59.66 |
|
LOW |
59.19 |
|
0.618 |
58.43 |
|
1.000 |
57.96 |
|
1.618 |
57.20 |
|
2.618 |
55.97 |
|
4.250 |
53.96 |
|
|
| Fisher Pivots for day following 15-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
59.94 |
60.55 |
| PP |
59.87 |
60.37 |
| S1 |
59.81 |
60.18 |
|