NYMEX Light Sweet Crude Oil Future August 2015
| Trading Metrics calculated at close of trading on 24-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2015 |
24-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
60.21 |
61.14 |
0.93 |
1.5% |
60.33 |
| High |
61.49 |
61.57 |
0.08 |
0.1% |
61.81 |
| Low |
59.55 |
59.80 |
0.25 |
0.4% |
59.19 |
| Close |
61.01 |
60.27 |
-0.74 |
-1.2% |
59.97 |
| Range |
1.94 |
1.77 |
-0.17 |
-8.8% |
2.62 |
| ATR |
1.71 |
1.71 |
0.00 |
0.3% |
0.00 |
| Volume |
336,224 |
312,985 |
-23,239 |
-6.9% |
961,018 |
|
| Daily Pivots for day following 24-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.86 |
64.83 |
61.24 |
|
| R3 |
64.09 |
63.06 |
60.76 |
|
| R2 |
62.32 |
62.32 |
60.59 |
|
| R1 |
61.29 |
61.29 |
60.43 |
60.92 |
| PP |
60.55 |
60.55 |
60.55 |
60.36 |
| S1 |
59.52 |
59.52 |
60.11 |
59.15 |
| S2 |
58.78 |
58.78 |
59.95 |
|
| S3 |
57.01 |
57.75 |
59.78 |
|
| S4 |
55.24 |
55.98 |
59.30 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.18 |
66.70 |
61.41 |
|
| R3 |
65.56 |
64.08 |
60.69 |
|
| R2 |
62.94 |
62.94 |
60.45 |
|
| R1 |
61.46 |
61.46 |
60.21 |
60.89 |
| PP |
60.32 |
60.32 |
60.32 |
60.04 |
| S1 |
58.84 |
58.84 |
59.73 |
58.27 |
| S2 |
57.70 |
57.70 |
59.49 |
|
| S3 |
55.08 |
56.22 |
59.25 |
|
| S4 |
52.46 |
53.60 |
58.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
61.57 |
59.24 |
2.33 |
3.9% |
1.68 |
2.8% |
44% |
True |
False |
275,177 |
| 10 |
61.91 |
59.19 |
2.72 |
4.5% |
1.52 |
2.5% |
40% |
False |
False |
210,810 |
| 20 |
62.22 |
56.88 |
5.34 |
8.9% |
1.69 |
2.8% |
63% |
False |
False |
163,135 |
| 40 |
64.12 |
56.88 |
7.24 |
12.0% |
1.73 |
2.9% |
47% |
False |
False |
105,384 |
| 60 |
64.12 |
51.30 |
12.82 |
21.3% |
1.77 |
2.9% |
70% |
False |
False |
82,550 |
| 80 |
64.12 |
48.71 |
15.41 |
25.6% |
1.80 |
3.0% |
75% |
False |
False |
68,484 |
| 100 |
64.12 |
48.71 |
15.41 |
25.6% |
1.93 |
3.2% |
75% |
False |
False |
59,455 |
| 120 |
64.12 |
48.71 |
15.41 |
25.6% |
1.95 |
3.2% |
75% |
False |
False |
51,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
69.09 |
|
2.618 |
66.20 |
|
1.618 |
64.43 |
|
1.000 |
63.34 |
|
0.618 |
62.66 |
|
HIGH |
61.57 |
|
0.618 |
60.89 |
|
0.500 |
60.69 |
|
0.382 |
60.48 |
|
LOW |
59.80 |
|
0.618 |
58.71 |
|
1.000 |
58.03 |
|
1.618 |
56.94 |
|
2.618 |
55.17 |
|
4.250 |
52.28 |
|
|
| Fisher Pivots for day following 24-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
60.69 |
60.42 |
| PP |
60.55 |
60.37 |
| S1 |
60.41 |
60.32 |
|