NYMEX Light Sweet Crude Oil Future December 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 |
60.26 |
58.50 |
-1.76 |
-2.9% |
60.95 |
| High |
60.26 |
59.42 |
-0.84 |
-1.4% |
62.80 |
| Low |
58.30 |
57.98 |
-0.32 |
-0.5% |
60.05 |
| Close |
58.55 |
58.45 |
-0.10 |
-0.2% |
60.94 |
| Range |
1.96 |
1.44 |
-0.52 |
-26.5% |
2.75 |
| ATR |
1.60 |
1.59 |
-0.01 |
-0.7% |
0.00 |
| Volume |
51,333 |
79,910 |
28,577 |
55.7% |
216,667 |
|
| Daily Pivots for day following 02-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.94 |
62.13 |
59.24 |
|
| R3 |
61.50 |
60.69 |
58.85 |
|
| R2 |
60.06 |
60.06 |
58.71 |
|
| R1 |
59.25 |
59.25 |
58.58 |
58.94 |
| PP |
58.62 |
58.62 |
58.62 |
58.46 |
| S1 |
57.81 |
57.81 |
58.32 |
57.50 |
| S2 |
57.18 |
57.18 |
58.19 |
|
| S3 |
55.74 |
56.37 |
58.05 |
|
| S4 |
54.30 |
54.93 |
57.66 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.51 |
67.98 |
62.45 |
|
| R3 |
66.76 |
65.23 |
61.70 |
|
| R2 |
64.01 |
64.01 |
61.44 |
|
| R1 |
62.48 |
62.48 |
61.19 |
61.87 |
| PP |
61.26 |
61.26 |
61.26 |
60.96 |
| S1 |
59.73 |
59.73 |
60.69 |
59.12 |
| S2 |
58.51 |
58.51 |
60.44 |
|
| S3 |
55.76 |
56.98 |
60.18 |
|
| S4 |
53.01 |
54.23 |
59.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
61.20 |
57.98 |
3.22 |
5.5% |
1.48 |
2.5% |
15% |
False |
True |
44,846 |
| 10 |
62.80 |
57.98 |
4.82 |
8.2% |
1.49 |
2.5% |
10% |
False |
True |
44,547 |
| 20 |
63.12 |
57.98 |
5.14 |
8.8% |
1.46 |
2.5% |
9% |
False |
True |
47,405 |
| 40 |
64.39 |
57.98 |
6.41 |
11.0% |
1.58 |
2.7% |
7% |
False |
True |
49,218 |
| 60 |
65.38 |
56.05 |
9.33 |
16.0% |
1.58 |
2.7% |
26% |
False |
False |
51,724 |
| 80 |
65.38 |
51.95 |
13.43 |
23.0% |
1.70 |
2.9% |
48% |
False |
False |
49,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.54 |
|
2.618 |
63.19 |
|
1.618 |
61.75 |
|
1.000 |
60.86 |
|
0.618 |
60.31 |
|
HIGH |
59.42 |
|
0.618 |
58.87 |
|
0.500 |
58.70 |
|
0.382 |
58.53 |
|
LOW |
57.98 |
|
0.618 |
57.09 |
|
1.000 |
56.54 |
|
1.618 |
55.65 |
|
2.618 |
54.21 |
|
4.250 |
51.86 |
|
|
| Fisher Pivots for day following 02-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
58.70 |
59.49 |
| PP |
58.62 |
59.14 |
| S1 |
58.53 |
58.80 |
|