NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 14-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2015 |
14-May-2015 |
Change |
Change % |
Previous Week |
Open |
61.23 |
60.10 |
-1.13 |
-1.8% |
59.30 |
High |
61.85 |
60.84 |
-1.01 |
-1.6% |
62.58 |
Low |
60.02 |
59.36 |
-0.66 |
-1.1% |
58.14 |
Close |
60.50 |
59.88 |
-0.62 |
-1.0% |
59.39 |
Range |
1.83 |
1.48 |
-0.35 |
-19.1% |
4.44 |
ATR |
2.00 |
1.97 |
-0.04 |
-1.9% |
0.00 |
Volume |
426,835 |
361,432 |
-65,403 |
-15.3% |
1,899,969 |
|
Daily Pivots for day following 14-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.47 |
63.65 |
60.69 |
|
R3 |
62.99 |
62.17 |
60.29 |
|
R2 |
61.51 |
61.51 |
60.15 |
|
R1 |
60.69 |
60.69 |
60.02 |
60.36 |
PP |
60.03 |
60.03 |
60.03 |
59.86 |
S1 |
59.21 |
59.21 |
59.74 |
58.88 |
S2 |
58.55 |
58.55 |
59.61 |
|
S3 |
57.07 |
57.73 |
59.47 |
|
S4 |
55.59 |
56.25 |
59.07 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.36 |
70.81 |
61.83 |
|
R3 |
68.92 |
66.37 |
60.61 |
|
R2 |
64.48 |
64.48 |
60.20 |
|
R1 |
61.93 |
61.93 |
59.80 |
63.21 |
PP |
60.04 |
60.04 |
60.04 |
60.67 |
S1 |
57.49 |
57.49 |
58.98 |
58.77 |
S2 |
55.60 |
55.60 |
58.58 |
|
S3 |
51.16 |
53.05 |
58.17 |
|
S4 |
46.72 |
48.61 |
56.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61.85 |
58.14 |
3.71 |
6.2% |
1.68 |
2.8% |
47% |
False |
False |
390,576 |
10 |
62.58 |
58.14 |
4.44 |
7.4% |
1.86 |
3.1% |
39% |
False |
False |
366,302 |
20 |
62.58 |
55.73 |
6.85 |
11.4% |
1.86 |
3.1% |
61% |
False |
False |
350,909 |
40 |
62.58 |
46.67 |
15.91 |
26.6% |
2.08 |
3.5% |
83% |
False |
False |
252,237 |
60 |
62.58 |
45.93 |
16.65 |
27.8% |
2.05 |
3.4% |
84% |
False |
False |
203,687 |
80 |
62.58 |
45.93 |
16.65 |
27.8% |
2.21 |
3.7% |
84% |
False |
False |
175,704 |
100 |
62.58 |
45.93 |
16.65 |
27.8% |
2.29 |
3.8% |
84% |
False |
False |
150,721 |
120 |
77.70 |
45.93 |
31.77 |
53.1% |
2.37 |
4.0% |
44% |
False |
False |
132,950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.13 |
2.618 |
64.71 |
1.618 |
63.23 |
1.000 |
62.32 |
0.618 |
61.75 |
HIGH |
60.84 |
0.618 |
60.27 |
0.500 |
60.10 |
0.382 |
59.93 |
LOW |
59.36 |
0.618 |
58.45 |
1.000 |
57.88 |
1.618 |
56.97 |
2.618 |
55.49 |
4.250 |
53.07 |
|
|
Fisher Pivots for day following 14-May-2015 |
Pivot |
1 day |
3 day |
R1 |
60.10 |
60.49 |
PP |
60.03 |
60.28 |
S1 |
59.95 |
60.08 |
|