NYMEX Light Sweet Crude Oil Future December 2015
| Trading Metrics calculated at close of trading on 02-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2015 |
02-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
61.29 |
61.07 |
-0.22 |
-0.4% |
61.47 |
| High |
61.64 |
62.42 |
0.78 |
1.3% |
61.85 |
| Low |
60.40 |
60.99 |
0.59 |
1.0% |
58.00 |
| Close |
61.18 |
62.25 |
1.07 |
1.7% |
61.51 |
| Range |
1.24 |
1.43 |
0.19 |
15.3% |
3.85 |
| ATR |
1.71 |
1.69 |
-0.02 |
-1.2% |
0.00 |
| Volume |
70,447 |
52,395 |
-18,052 |
-25.6% |
203,523 |
|
| Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.18 |
65.64 |
63.04 |
|
| R3 |
64.75 |
64.21 |
62.64 |
|
| R2 |
63.32 |
63.32 |
62.51 |
|
| R1 |
62.78 |
62.78 |
62.38 |
63.05 |
| PP |
61.89 |
61.89 |
61.89 |
62.02 |
| S1 |
61.35 |
61.35 |
62.12 |
61.62 |
| S2 |
60.46 |
60.46 |
61.99 |
|
| S3 |
59.03 |
59.92 |
61.86 |
|
| S4 |
57.60 |
58.49 |
61.46 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.00 |
70.61 |
63.63 |
|
| R3 |
68.15 |
66.76 |
62.57 |
|
| R2 |
64.30 |
64.30 |
62.22 |
|
| R1 |
62.91 |
62.91 |
61.86 |
63.61 |
| PP |
60.45 |
60.45 |
60.45 |
60.80 |
| S1 |
59.06 |
59.06 |
61.16 |
59.76 |
| S2 |
56.60 |
56.60 |
60.80 |
|
| S3 |
52.75 |
55.21 |
60.45 |
|
| S4 |
48.90 |
51.36 |
59.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
62.42 |
58.00 |
4.42 |
7.1% |
1.71 |
2.8% |
96% |
True |
False |
57,795 |
| 10 |
62.42 |
58.00 |
4.42 |
7.1% |
1.72 |
2.8% |
96% |
True |
False |
49,748 |
| 20 |
65.38 |
58.00 |
7.38 |
11.9% |
1.71 |
2.8% |
58% |
False |
False |
50,330 |
| 40 |
65.38 |
55.75 |
9.63 |
15.5% |
1.64 |
2.6% |
67% |
False |
False |
54,320 |
| 60 |
65.38 |
51.95 |
13.43 |
21.6% |
1.77 |
2.8% |
77% |
False |
False |
50,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
68.50 |
|
2.618 |
66.16 |
|
1.618 |
64.73 |
|
1.000 |
63.85 |
|
0.618 |
63.30 |
|
HIGH |
62.42 |
|
0.618 |
61.87 |
|
0.500 |
61.71 |
|
0.382 |
61.54 |
|
LOW |
60.99 |
|
0.618 |
60.11 |
|
1.000 |
59.56 |
|
1.618 |
58.68 |
|
2.618 |
57.25 |
|
4.250 |
54.91 |
|
|
| Fisher Pivots for day following 02-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
62.07 |
61.74 |
| PP |
61.89 |
61.22 |
| S1 |
61.71 |
60.71 |
|