NYMEX Light Sweet Crude Oil Future October 2015
| Trading Metrics calculated at close of trading on 02-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2015 |
02-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
59.53 |
57.68 |
-1.85 |
-3.1% |
60.35 |
| High |
59.57 |
58.60 |
-0.97 |
-1.6% |
62.11 |
| Low |
57.46 |
57.15 |
-0.31 |
-0.5% |
59.38 |
| Close |
57.70 |
57.61 |
-0.09 |
-0.2% |
60.24 |
| Range |
2.11 |
1.45 |
-0.66 |
-31.3% |
2.73 |
| ATR |
1.63 |
1.61 |
-0.01 |
-0.8% |
0.00 |
| Volume |
37,790 |
45,599 |
7,809 |
20.7% |
120,592 |
|
| Daily Pivots for day following 02-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.14 |
61.32 |
58.41 |
|
| R3 |
60.69 |
59.87 |
58.01 |
|
| R2 |
59.24 |
59.24 |
57.88 |
|
| R1 |
58.42 |
58.42 |
57.74 |
58.11 |
| PP |
57.79 |
57.79 |
57.79 |
57.63 |
| S1 |
56.97 |
56.97 |
57.48 |
56.66 |
| S2 |
56.34 |
56.34 |
57.34 |
|
| S3 |
54.89 |
55.52 |
57.21 |
|
| S4 |
53.44 |
54.07 |
56.81 |
|
|
| 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 |
60.52 |
57.15 |
3.37 |
5.8% |
1.52 |
2.6% |
14% |
False |
True |
28,314 |
| 10 |
62.11 |
57.15 |
4.96 |
8.6% |
1.50 |
2.6% |
9% |
False |
True |
27,003 |
| 20 |
62.65 |
57.15 |
5.50 |
9.5% |
1.48 |
2.6% |
8% |
False |
True |
27,396 |
| 40 |
63.75 |
57.15 |
6.60 |
11.5% |
1.59 |
2.8% |
7% |
False |
True |
25,395 |
| 60 |
64.74 |
54.98 |
9.76 |
16.9% |
1.58 |
2.7% |
27% |
False |
False |
23,218 |
| 80 |
64.74 |
50.54 |
14.20 |
24.6% |
1.65 |
2.9% |
50% |
False |
False |
20,684 |
| 100 |
64.74 |
50.54 |
14.20 |
24.6% |
1.64 |
2.8% |
50% |
False |
False |
18,802 |
| 120 |
64.74 |
50.54 |
14.20 |
24.6% |
1.73 |
3.0% |
50% |
False |
False |
16,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
64.76 |
|
2.618 |
62.40 |
|
1.618 |
60.95 |
|
1.000 |
60.05 |
|
0.618 |
59.50 |
|
HIGH |
58.60 |
|
0.618 |
58.05 |
|
0.500 |
57.88 |
|
0.382 |
57.70 |
|
LOW |
57.15 |
|
0.618 |
56.25 |
|
1.000 |
55.70 |
|
1.618 |
54.80 |
|
2.618 |
53.35 |
|
4.250 |
50.99 |
|
|
| Fisher Pivots for day following 02-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
57.88 |
58.73 |
| PP |
57.79 |
58.36 |
| S1 |
57.70 |
57.98 |
|