NYMEX Light Sweet Crude Oil Future October 2015
| Trading Metrics calculated at close of trading on 10-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
59.36 |
61.37 |
2.01 |
3.4% |
60.77 |
| High |
61.49 |
62.65 |
1.16 |
1.9% |
62.04 |
| Low |
59.26 |
61.35 |
2.09 |
3.5% |
57.80 |
| Close |
61.20 |
62.35 |
1.15 |
1.9% |
60.13 |
| Range |
2.23 |
1.30 |
-0.93 |
-41.7% |
4.24 |
| ATR |
1.77 |
1.74 |
-0.02 |
-1.3% |
0.00 |
| Volume |
22,971 |
25,819 |
2,848 |
12.4% |
155,694 |
|
| Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.02 |
65.48 |
63.07 |
|
| R3 |
64.72 |
64.18 |
62.71 |
|
| R2 |
63.42 |
63.42 |
62.59 |
|
| R1 |
62.88 |
62.88 |
62.47 |
63.15 |
| PP |
62.12 |
62.12 |
62.12 |
62.25 |
| S1 |
61.58 |
61.58 |
62.23 |
61.85 |
| S2 |
60.82 |
60.82 |
62.11 |
|
| S3 |
59.52 |
60.28 |
61.99 |
|
| S4 |
58.22 |
58.98 |
61.64 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.71 |
70.66 |
62.46 |
|
| R3 |
68.47 |
66.42 |
61.30 |
|
| R2 |
64.23 |
64.23 |
60.91 |
|
| R1 |
62.18 |
62.18 |
60.52 |
61.09 |
| PP |
59.99 |
59.99 |
59.99 |
59.44 |
| S1 |
57.94 |
57.94 |
59.74 |
56.85 |
| S2 |
55.75 |
55.75 |
59.35 |
|
| S3 |
51.51 |
53.70 |
58.96 |
|
| S4 |
47.27 |
49.46 |
57.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
62.65 |
57.80 |
4.85 |
7.8% |
1.78 |
2.9% |
94% |
True |
False |
30,614 |
| 10 |
62.65 |
57.32 |
5.33 |
8.5% |
1.76 |
2.8% |
94% |
True |
False |
30,518 |
| 20 |
63.75 |
57.32 |
6.43 |
10.3% |
1.70 |
2.7% |
78% |
False |
False |
25,022 |
| 40 |
64.74 |
57.32 |
7.42 |
11.9% |
1.67 |
2.7% |
68% |
False |
False |
22,675 |
| 60 |
64.74 |
50.54 |
14.20 |
22.8% |
1.70 |
2.7% |
83% |
False |
False |
19,667 |
| 80 |
64.74 |
50.54 |
14.20 |
22.8% |
1.67 |
2.7% |
83% |
False |
False |
17,632 |
| 100 |
64.74 |
50.54 |
14.20 |
22.8% |
1.74 |
2.8% |
83% |
False |
False |
15,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
68.18 |
|
2.618 |
66.05 |
|
1.618 |
64.75 |
|
1.000 |
63.95 |
|
0.618 |
63.45 |
|
HIGH |
62.65 |
|
0.618 |
62.15 |
|
0.500 |
62.00 |
|
0.382 |
61.85 |
|
LOW |
61.35 |
|
0.618 |
60.55 |
|
1.000 |
60.05 |
|
1.618 |
59.25 |
|
2.618 |
57.95 |
|
4.250 |
55.83 |
|
|
| Fisher Pivots for day following 10-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
62.23 |
61.83 |
| PP |
62.12 |
61.31 |
| S1 |
62.00 |
60.79 |
|