NYMEX Light Sweet Crude Oil Future October 2015
| Trading Metrics calculated at close of trading on 23-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2015 |
23-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
60.35 |
60.85 |
0.50 |
0.8% |
60.69 |
| High |
61.25 |
62.01 |
0.76 |
1.2% |
62.41 |
| Low |
59.96 |
60.25 |
0.29 |
0.5% |
59.79 |
| Close |
61.07 |
61.62 |
0.55 |
0.9% |
60.61 |
| Range |
1.29 |
1.76 |
0.47 |
36.4% |
2.62 |
| ATR |
1.58 |
1.60 |
0.01 |
0.8% |
0.00 |
| Volume |
24,036 |
27,041 |
3,005 |
12.5% |
131,977 |
|
| Daily Pivots for day following 23-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.57 |
65.86 |
62.59 |
|
| R3 |
64.81 |
64.10 |
62.10 |
|
| R2 |
63.05 |
63.05 |
61.94 |
|
| R1 |
62.34 |
62.34 |
61.78 |
62.70 |
| PP |
61.29 |
61.29 |
61.29 |
61.47 |
| S1 |
60.58 |
60.58 |
61.46 |
60.94 |
| S2 |
59.53 |
59.53 |
61.30 |
|
| S3 |
57.77 |
58.82 |
61.14 |
|
| S4 |
56.01 |
57.06 |
60.65 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.80 |
67.32 |
62.05 |
|
| R3 |
66.18 |
64.70 |
61.33 |
|
| R2 |
63.56 |
63.56 |
61.09 |
|
| R1 |
62.08 |
62.08 |
60.85 |
61.51 |
| PP |
60.94 |
60.94 |
60.94 |
60.65 |
| S1 |
59.46 |
59.46 |
60.37 |
58.89 |
| S2 |
58.32 |
58.32 |
60.13 |
|
| S3 |
55.70 |
56.84 |
59.89 |
|
| S4 |
53.08 |
54.22 |
59.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
62.41 |
59.93 |
2.48 |
4.0% |
1.69 |
2.7% |
68% |
False |
False |
28,641 |
| 10 |
62.65 |
59.79 |
2.86 |
4.6% |
1.36 |
2.2% |
64% |
False |
False |
25,966 |
| 20 |
62.65 |
57.32 |
5.33 |
8.6% |
1.58 |
2.6% |
81% |
False |
False |
27,926 |
| 40 |
64.74 |
57.32 |
7.42 |
12.0% |
1.60 |
2.6% |
58% |
False |
False |
23,873 |
| 60 |
64.74 |
52.98 |
11.76 |
19.1% |
1.63 |
2.6% |
73% |
False |
False |
21,599 |
| 80 |
64.74 |
50.54 |
14.20 |
23.0% |
1.62 |
2.6% |
78% |
False |
False |
19,387 |
| 100 |
64.74 |
50.54 |
14.20 |
23.0% |
1.75 |
2.8% |
78% |
False |
False |
17,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
69.49 |
|
2.618 |
66.62 |
|
1.618 |
64.86 |
|
1.000 |
63.77 |
|
0.618 |
63.10 |
|
HIGH |
62.01 |
|
0.618 |
61.34 |
|
0.500 |
61.13 |
|
0.382 |
60.92 |
|
LOW |
60.25 |
|
0.618 |
59.16 |
|
1.000 |
58.49 |
|
1.618 |
57.40 |
|
2.618 |
55.64 |
|
4.250 |
52.77 |
|
|
| Fisher Pivots for day following 23-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
61.46 |
61.40 |
| PP |
61.29 |
61.19 |
| S1 |
61.13 |
60.97 |
|