NYMEX Light Sweet Crude Oil Future October 2015
| Trading Metrics calculated at close of trading on 29-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2015 |
29-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
60.23 |
59.50 |
-0.73 |
-1.2% |
60.35 |
| High |
60.52 |
59.87 |
-0.65 |
-1.1% |
62.11 |
| Low |
59.38 |
58.68 |
-0.70 |
-1.2% |
59.38 |
| Close |
60.24 |
58.96 |
-1.28 |
-2.1% |
60.24 |
| Range |
1.14 |
1.19 |
0.05 |
4.4% |
2.73 |
| ATR |
1.53 |
1.53 |
0.00 |
0.1% |
0.00 |
| Volume |
16,532 |
18,645 |
2,113 |
12.8% |
120,592 |
|
| Daily Pivots for day following 29-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.74 |
62.04 |
59.61 |
|
| R3 |
61.55 |
60.85 |
59.29 |
|
| R2 |
60.36 |
60.36 |
59.18 |
|
| R1 |
59.66 |
59.66 |
59.07 |
59.42 |
| PP |
59.17 |
59.17 |
59.17 |
59.05 |
| S1 |
58.47 |
58.47 |
58.85 |
58.23 |
| S2 |
57.98 |
57.98 |
58.74 |
|
| S3 |
56.79 |
57.28 |
58.63 |
|
| S4 |
55.60 |
56.09 |
58.31 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.77 |
67.23 |
61.74 |
|
| R3 |
66.04 |
64.50 |
60.99 |
|
| R2 |
63.31 |
63.31 |
60.74 |
|
| R1 |
61.77 |
61.77 |
60.49 |
61.18 |
| PP |
60.58 |
60.58 |
60.58 |
60.28 |
| S1 |
59.04 |
59.04 |
59.99 |
58.45 |
| S2 |
57.85 |
57.85 |
59.74 |
|
| S3 |
55.12 |
56.31 |
59.49 |
|
| S4 |
52.39 |
53.58 |
58.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
62.11 |
58.68 |
3.43 |
5.8% |
1.36 |
2.3% |
8% |
False |
True |
23,040 |
| 10 |
62.41 |
58.68 |
3.73 |
6.3% |
1.44 |
2.4% |
8% |
False |
True |
24,911 |
| 20 |
62.65 |
57.80 |
4.85 |
8.2% |
1.48 |
2.5% |
24% |
False |
False |
26,899 |
| 40 |
64.74 |
57.32 |
7.42 |
12.6% |
1.58 |
2.7% |
22% |
False |
False |
24,152 |
| 60 |
64.74 |
54.23 |
10.51 |
17.8% |
1.60 |
2.7% |
45% |
False |
False |
22,352 |
| 80 |
64.74 |
50.54 |
14.20 |
24.1% |
1.63 |
2.8% |
59% |
False |
False |
19,856 |
| 100 |
64.74 |
50.54 |
14.20 |
24.1% |
1.66 |
2.8% |
59% |
False |
False |
18,024 |
| 120 |
64.74 |
50.54 |
14.20 |
24.1% |
1.72 |
2.9% |
59% |
False |
False |
16,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
64.93 |
|
2.618 |
62.99 |
|
1.618 |
61.80 |
|
1.000 |
61.06 |
|
0.618 |
60.61 |
|
HIGH |
59.87 |
|
0.618 |
59.42 |
|
0.500 |
59.28 |
|
0.382 |
59.13 |
|
LOW |
58.68 |
|
0.618 |
57.94 |
|
1.000 |
57.49 |
|
1.618 |
56.75 |
|
2.618 |
55.56 |
|
4.250 |
53.62 |
|
|
| Fisher Pivots for day following 29-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
59.28 |
59.83 |
| PP |
59.17 |
59.54 |
| S1 |
59.07 |
59.25 |
|