NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 18-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2015 |
18-May-2015 |
Change |
Change % |
Previous Week |
Open |
59.67 |
59.85 |
0.18 |
0.3% |
59.43 |
High |
59.97 |
60.88 |
0.91 |
1.5% |
61.85 |
Low |
58.42 |
59.06 |
0.64 |
1.1% |
58.42 |
Close |
59.69 |
59.43 |
-0.26 |
-0.4% |
59.69 |
Range |
1.55 |
1.82 |
0.27 |
17.4% |
3.43 |
ATR |
1.94 |
1.93 |
-0.01 |
-0.4% |
0.00 |
Volume |
222,089 |
144,389 |
-77,700 |
-35.0% |
1,740,395 |
|
Daily Pivots for day following 18-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.25 |
64.16 |
60.43 |
|
R3 |
63.43 |
62.34 |
59.93 |
|
R2 |
61.61 |
61.61 |
59.76 |
|
R1 |
60.52 |
60.52 |
59.60 |
60.16 |
PP |
59.79 |
59.79 |
59.79 |
59.61 |
S1 |
58.70 |
58.70 |
59.26 |
58.34 |
S2 |
57.97 |
57.97 |
59.10 |
|
S3 |
56.15 |
56.88 |
58.93 |
|
S4 |
54.33 |
55.06 |
58.43 |
|
|
Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.28 |
68.41 |
61.58 |
|
R3 |
66.85 |
64.98 |
60.63 |
|
R2 |
63.42 |
63.42 |
60.32 |
|
R1 |
61.55 |
61.55 |
60.00 |
62.49 |
PP |
59.99 |
59.99 |
59.99 |
60.45 |
S1 |
58.12 |
58.12 |
59.38 |
59.06 |
S2 |
56.56 |
56.56 |
59.06 |
|
S3 |
53.13 |
54.69 |
58.75 |
|
S4 |
49.70 |
51.26 |
57.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61.85 |
58.42 |
3.43 |
5.8% |
1.78 |
3.0% |
29% |
False |
False |
310,418 |
10 |
62.58 |
58.14 |
4.44 |
7.5% |
1.91 |
3.2% |
29% |
False |
False |
356,970 |
20 |
62.58 |
55.73 |
6.85 |
11.5% |
1.84 |
3.1% |
54% |
False |
False |
337,055 |
40 |
62.58 |
47.19 |
15.39 |
25.9% |
2.05 |
3.4% |
80% |
False |
False |
256,057 |
60 |
62.58 |
45.93 |
16.65 |
28.0% |
2.03 |
3.4% |
81% |
False |
False |
206,567 |
80 |
62.58 |
45.93 |
16.65 |
28.0% |
2.20 |
3.7% |
81% |
False |
False |
178,511 |
100 |
62.58 |
45.93 |
16.65 |
28.0% |
2.25 |
3.8% |
81% |
False |
False |
153,387 |
120 |
77.28 |
45.93 |
31.35 |
52.8% |
2.36 |
4.0% |
43% |
False |
False |
135,284 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.62 |
2.618 |
65.64 |
1.618 |
63.82 |
1.000 |
62.70 |
0.618 |
62.00 |
HIGH |
60.88 |
0.618 |
60.18 |
0.500 |
59.97 |
0.382 |
59.76 |
LOW |
59.06 |
0.618 |
57.94 |
1.000 |
57.24 |
1.618 |
56.12 |
2.618 |
54.30 |
4.250 |
51.33 |
|
|
Fisher Pivots for day following 18-May-2015 |
Pivot |
1 day |
3 day |
R1 |
59.97 |
59.65 |
PP |
59.79 |
59.58 |
S1 |
59.61 |
59.50 |
|