NYMEX Light Sweet Crude Oil Future November 2015
| Trading Metrics calculated at close of trading on 19-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2015 |
19-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
61.14 |
61.79 |
0.65 |
1.1% |
60.86 |
| High |
62.28 |
61.79 |
-0.49 |
-0.8% |
62.68 |
| Low |
60.81 |
60.30 |
-0.51 |
-0.8% |
60.03 |
| Close |
61.82 |
60.99 |
-0.83 |
-1.3% |
60.99 |
| Range |
1.47 |
1.49 |
0.02 |
1.4% |
2.65 |
| ATR |
1.56 |
1.56 |
0.00 |
-0.2% |
0.00 |
| Volume |
32,197 |
16,193 |
-16,004 |
-49.7% |
88,093 |
|
| Daily Pivots for day following 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.50 |
64.73 |
61.81 |
|
| R3 |
64.01 |
63.24 |
61.40 |
|
| R2 |
62.52 |
62.52 |
61.26 |
|
| R1 |
61.75 |
61.75 |
61.13 |
61.39 |
| PP |
61.03 |
61.03 |
61.03 |
60.85 |
| S1 |
60.26 |
60.26 |
60.85 |
59.90 |
| S2 |
59.54 |
59.54 |
60.72 |
|
| S3 |
58.05 |
58.77 |
60.58 |
|
| S4 |
56.56 |
57.28 |
60.17 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.18 |
67.74 |
62.45 |
|
| R3 |
66.53 |
65.09 |
61.72 |
|
| R2 |
63.88 |
63.88 |
61.48 |
|
| R1 |
62.44 |
62.44 |
61.23 |
63.16 |
| PP |
61.23 |
61.23 |
61.23 |
61.60 |
| S1 |
59.79 |
59.79 |
60.75 |
60.51 |
| S2 |
58.58 |
58.58 |
60.50 |
|
| S3 |
55.93 |
57.14 |
60.26 |
|
| S4 |
53.28 |
54.49 |
59.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
62.68 |
60.03 |
2.65 |
4.3% |
1.43 |
2.3% |
36% |
False |
False |
17,618 |
| 10 |
62.87 |
59.27 |
3.60 |
5.9% |
1.35 |
2.2% |
48% |
False |
False |
19,405 |
| 20 |
62.87 |
57.68 |
5.19 |
8.5% |
1.56 |
2.6% |
64% |
False |
False |
19,672 |
| 40 |
65.03 |
57.68 |
7.35 |
12.1% |
1.51 |
2.5% |
45% |
False |
False |
16,496 |
| 60 |
65.03 |
53.92 |
11.11 |
18.2% |
1.58 |
2.6% |
64% |
False |
False |
14,396 |
| 80 |
65.03 |
51.33 |
13.70 |
22.5% |
1.53 |
2.5% |
71% |
False |
False |
12,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
68.12 |
|
2.618 |
65.69 |
|
1.618 |
64.20 |
|
1.000 |
63.28 |
|
0.618 |
62.71 |
|
HIGH |
61.79 |
|
0.618 |
61.22 |
|
0.500 |
61.05 |
|
0.382 |
60.87 |
|
LOW |
60.30 |
|
0.618 |
59.38 |
|
1.000 |
58.81 |
|
1.618 |
57.89 |
|
2.618 |
56.40 |
|
4.250 |
53.97 |
|
|
| Fisher Pivots for day following 19-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
61.05 |
61.49 |
| PP |
61.03 |
61.32 |
| S1 |
61.01 |
61.16 |
|