NYMEX Light Sweet Crude Oil Future November 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 |
60.08 |
58.08 |
-2.00 |
-3.3% |
60.66 |
| High |
60.08 |
59.00 |
-1.08 |
-1.8% |
62.41 |
| Low |
57.88 |
57.54 |
-0.34 |
-0.6% |
59.78 |
| Close |
58.12 |
58.01 |
-0.11 |
-0.2% |
60.58 |
| Range |
2.20 |
1.46 |
-0.74 |
-33.6% |
2.63 |
| ATR |
1.57 |
1.56 |
-0.01 |
-0.5% |
0.00 |
| Volume |
17,452 |
24,538 |
7,086 |
40.6% |
92,174 |
|
| Daily Pivots for day following 02-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.56 |
61.75 |
58.81 |
|
| R3 |
61.10 |
60.29 |
58.41 |
|
| R2 |
59.64 |
59.64 |
58.28 |
|
| R1 |
58.83 |
58.83 |
58.14 |
58.51 |
| PP |
58.18 |
58.18 |
58.18 |
58.02 |
| S1 |
57.37 |
57.37 |
57.88 |
57.05 |
| S2 |
56.72 |
56.72 |
57.74 |
|
| S3 |
55.26 |
55.91 |
57.61 |
|
| S4 |
53.80 |
54.45 |
57.21 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.81 |
67.33 |
62.03 |
|
| R3 |
66.18 |
64.70 |
61.30 |
|
| R2 |
63.55 |
63.55 |
61.06 |
|
| R1 |
62.07 |
62.07 |
60.82 |
61.50 |
| PP |
60.92 |
60.92 |
60.92 |
60.64 |
| S1 |
59.44 |
59.44 |
60.34 |
58.87 |
| S2 |
58.29 |
58.29 |
60.10 |
|
| S3 |
55.66 |
56.81 |
59.86 |
|
| S4 |
53.03 |
54.18 |
59.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
60.85 |
57.54 |
3.31 |
5.7% |
1.50 |
2.6% |
14% |
False |
True |
15,386 |
| 10 |
62.41 |
57.54 |
4.87 |
8.4% |
1.47 |
2.5% |
10% |
False |
True |
17,564 |
| 20 |
62.87 |
57.54 |
5.33 |
9.2% |
1.45 |
2.5% |
9% |
False |
True |
18,608 |
| 40 |
64.04 |
57.54 |
6.50 |
11.2% |
1.55 |
2.7% |
7% |
False |
True |
17,535 |
| 60 |
65.03 |
55.46 |
9.57 |
16.5% |
1.50 |
2.6% |
27% |
False |
False |
15,659 |
| 80 |
65.03 |
51.33 |
13.70 |
23.6% |
1.57 |
2.7% |
49% |
False |
False |
13,892 |
| 100 |
65.03 |
51.33 |
13.70 |
23.6% |
1.54 |
2.7% |
49% |
False |
False |
12,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.21 |
|
2.618 |
62.82 |
|
1.618 |
61.36 |
|
1.000 |
60.46 |
|
0.618 |
59.90 |
|
HIGH |
59.00 |
|
0.618 |
58.44 |
|
0.500 |
58.27 |
|
0.382 |
58.10 |
|
LOW |
57.54 |
|
0.618 |
56.64 |
|
1.000 |
56.08 |
|
1.618 |
55.18 |
|
2.618 |
53.72 |
|
4.250 |
51.34 |
|
|
| Fisher Pivots for day following 02-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
58.27 |
59.10 |
| PP |
58.18 |
58.73 |
| S1 |
58.10 |
58.37 |
|