NYMEX Light Sweet Crude Oil Future October 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 |
60.85 |
61.78 |
0.93 |
1.5% |
60.69 |
| High |
62.01 |
62.11 |
0.10 |
0.2% |
62.41 |
| Low |
60.25 |
60.40 |
0.15 |
0.2% |
59.79 |
| Close |
61.62 |
60.84 |
-0.78 |
-1.3% |
60.61 |
| Range |
1.76 |
1.71 |
-0.05 |
-2.8% |
2.62 |
| ATR |
1.60 |
1.61 |
0.01 |
0.5% |
0.00 |
| Volume |
27,041 |
28,532 |
1,491 |
5.5% |
131,977 |
|
| Daily Pivots for day following 24-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.25 |
65.25 |
61.78 |
|
| R3 |
64.54 |
63.54 |
61.31 |
|
| R2 |
62.83 |
62.83 |
61.15 |
|
| R1 |
61.83 |
61.83 |
61.00 |
61.48 |
| PP |
61.12 |
61.12 |
61.12 |
60.94 |
| S1 |
60.12 |
60.12 |
60.68 |
59.77 |
| S2 |
59.41 |
59.41 |
60.53 |
|
| S3 |
57.70 |
58.41 |
60.37 |
|
| S4 |
55.99 |
56.70 |
59.90 |
|
|
| 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 |
62.11 |
59.93 |
2.18 |
3.6% |
1.57 |
2.6% |
42% |
True |
False |
29,815 |
| 10 |
62.41 |
59.79 |
2.62 |
4.3% |
1.40 |
2.3% |
40% |
False |
False |
26,237 |
| 20 |
62.65 |
57.32 |
5.33 |
8.8% |
1.58 |
2.6% |
66% |
False |
False |
28,377 |
| 40 |
64.74 |
57.32 |
7.42 |
12.2% |
1.61 |
2.6% |
47% |
False |
False |
24,213 |
| 60 |
64.74 |
52.98 |
11.76 |
19.3% |
1.63 |
2.7% |
67% |
False |
False |
21,918 |
| 80 |
64.74 |
50.54 |
14.20 |
23.3% |
1.63 |
2.7% |
73% |
False |
False |
19,601 |
| 100 |
64.74 |
50.54 |
14.20 |
23.3% |
1.73 |
2.8% |
73% |
False |
False |
17,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
69.38 |
|
2.618 |
66.59 |
|
1.618 |
64.88 |
|
1.000 |
63.82 |
|
0.618 |
63.17 |
|
HIGH |
62.11 |
|
0.618 |
61.46 |
|
0.500 |
61.26 |
|
0.382 |
61.05 |
|
LOW |
60.40 |
|
0.618 |
59.34 |
|
1.000 |
58.69 |
|
1.618 |
57.63 |
|
2.618 |
55.92 |
|
4.250 |
53.13 |
|
|
| Fisher Pivots for day following 24-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
61.26 |
61.04 |
| PP |
61.12 |
60.97 |
| S1 |
60.98 |
60.91 |
|