NYMEX Light Sweet Crude Oil Future September 2015
| Trading Metrics calculated at close of trading on 26-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2015 |
26-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
60.49 |
60.00 |
-0.49 |
-0.8% |
60.05 |
| High |
60.76 |
60.28 |
-0.48 |
-0.8% |
61.87 |
| Low |
59.72 |
59.09 |
-0.63 |
-1.1% |
59.09 |
| Close |
60.00 |
59.97 |
-0.03 |
-0.1% |
59.97 |
| Range |
1.04 |
1.19 |
0.15 |
14.4% |
2.78 |
| ATR |
1.63 |
1.59 |
-0.03 |
-1.9% |
0.00 |
| Volume |
65,556 |
40,345 |
-25,211 |
-38.5% |
315,193 |
|
| Daily Pivots for day following 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.35 |
62.85 |
60.62 |
|
| R3 |
62.16 |
61.66 |
60.30 |
|
| R2 |
60.97 |
60.97 |
60.19 |
|
| R1 |
60.47 |
60.47 |
60.08 |
60.13 |
| PP |
59.78 |
59.78 |
59.78 |
59.61 |
| S1 |
59.28 |
59.28 |
59.86 |
58.94 |
| S2 |
58.59 |
58.59 |
59.75 |
|
| S3 |
57.40 |
58.09 |
59.64 |
|
| S4 |
56.21 |
56.90 |
59.32 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.65 |
67.09 |
61.50 |
|
| R3 |
65.87 |
64.31 |
60.73 |
|
| R2 |
63.09 |
63.09 |
60.48 |
|
| R1 |
61.53 |
61.53 |
60.22 |
60.92 |
| PP |
60.31 |
60.31 |
60.31 |
60.01 |
| S1 |
58.75 |
58.75 |
59.72 |
58.14 |
| S2 |
57.53 |
57.53 |
59.46 |
|
| S3 |
54.75 |
55.97 |
59.21 |
|
| S4 |
51.97 |
53.19 |
58.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
61.87 |
59.09 |
2.78 |
4.6% |
1.44 |
2.4% |
32% |
False |
True |
63,038 |
| 10 |
62.20 |
59.09 |
3.11 |
5.2% |
1.50 |
2.5% |
28% |
False |
True |
65,395 |
| 20 |
62.51 |
57.54 |
4.97 |
8.3% |
1.54 |
2.6% |
49% |
False |
False |
70,365 |
| 40 |
64.45 |
57.09 |
7.36 |
12.3% |
1.65 |
2.7% |
39% |
False |
False |
55,118 |
| 60 |
64.45 |
52.56 |
11.89 |
19.8% |
1.70 |
2.8% |
62% |
False |
False |
51,271 |
| 80 |
64.45 |
49.69 |
14.76 |
24.6% |
1.76 |
2.9% |
70% |
False |
False |
45,912 |
| 100 |
64.45 |
49.69 |
14.76 |
24.6% |
1.82 |
3.0% |
70% |
False |
False |
42,934 |
| 120 |
64.45 |
49.69 |
14.76 |
24.6% |
1.88 |
3.1% |
70% |
False |
False |
39,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.34 |
|
2.618 |
63.40 |
|
1.618 |
62.21 |
|
1.000 |
61.47 |
|
0.618 |
61.02 |
|
HIGH |
60.28 |
|
0.618 |
59.83 |
|
0.500 |
59.69 |
|
0.382 |
59.54 |
|
LOW |
59.09 |
|
0.618 |
58.35 |
|
1.000 |
57.90 |
|
1.618 |
57.16 |
|
2.618 |
55.97 |
|
4.250 |
54.03 |
|
|
| Fisher Pivots for day following 26-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
59.88 |
60.48 |
| PP |
59.78 |
60.31 |
| S1 |
59.69 |
60.14 |
|