NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 12-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2015 |
12-May-2015 |
Change |
Change % |
Previous Week |
Open |
60.25 |
60.27 |
0.02 |
0.0% |
60.47 |
High |
60.77 |
62.27 |
1.50 |
2.5% |
63.62 |
Low |
59.71 |
60.10 |
0.39 |
0.7% |
59.09 |
Close |
60.29 |
61.74 |
1.45 |
2.4% |
60.35 |
Range |
1.06 |
2.17 |
1.11 |
104.7% |
4.53 |
ATR |
1.91 |
1.93 |
0.02 |
1.0% |
0.00 |
Volume |
158,556 |
193,146 |
34,590 |
21.8% |
604,212 |
|
Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.88 |
66.98 |
62.93 |
|
R3 |
65.71 |
64.81 |
62.34 |
|
R2 |
63.54 |
63.54 |
62.14 |
|
R1 |
62.64 |
62.64 |
61.94 |
63.09 |
PP |
61.37 |
61.37 |
61.37 |
61.60 |
S1 |
60.47 |
60.47 |
61.54 |
60.92 |
S2 |
59.20 |
59.20 |
61.34 |
|
S3 |
57.03 |
58.30 |
61.14 |
|
S4 |
54.86 |
56.13 |
60.55 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.61 |
72.01 |
62.84 |
|
R3 |
70.08 |
67.48 |
61.60 |
|
R2 |
65.55 |
65.55 |
61.18 |
|
R1 |
62.95 |
62.95 |
60.77 |
61.99 |
PP |
61.02 |
61.02 |
61.02 |
60.54 |
S1 |
58.42 |
58.42 |
59.93 |
57.46 |
S2 |
56.49 |
56.49 |
59.52 |
|
S3 |
51.96 |
53.89 |
59.10 |
|
S4 |
47.43 |
49.36 |
57.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
63.62 |
59.09 |
4.53 |
7.3% |
1.97 |
3.2% |
58% |
False |
False |
166,119 |
10 |
63.62 |
58.00 |
5.62 |
9.1% |
1.87 |
3.0% |
67% |
False |
False |
126,337 |
20 |
63.62 |
56.00 |
7.62 |
12.3% |
1.87 |
3.0% |
75% |
False |
False |
109,711 |
40 |
63.62 |
47.46 |
16.16 |
26.2% |
2.03 |
3.3% |
88% |
False |
False |
83,707 |
60 |
63.62 |
47.46 |
16.16 |
26.2% |
1.99 |
3.2% |
88% |
False |
False |
71,772 |
80 |
63.62 |
47.46 |
16.16 |
26.2% |
2.13 |
3.4% |
88% |
False |
False |
61,481 |
100 |
63.62 |
47.46 |
16.16 |
26.2% |
2.20 |
3.6% |
88% |
False |
False |
51,384 |
120 |
77.60 |
47.46 |
30.14 |
48.8% |
2.22 |
3.6% |
47% |
False |
False |
43,933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.49 |
2.618 |
67.95 |
1.618 |
65.78 |
1.000 |
64.44 |
0.618 |
63.61 |
HIGH |
62.27 |
0.618 |
61.44 |
0.500 |
61.19 |
0.382 |
60.93 |
LOW |
60.10 |
0.618 |
58.76 |
1.000 |
57.93 |
1.618 |
56.59 |
2.618 |
54.42 |
4.250 |
50.88 |
|
|
Fisher Pivots for day following 12-May-2015 |
Pivot |
1 day |
3 day |
R1 |
61.56 |
61.39 |
PP |
61.37 |
61.03 |
S1 |
61.19 |
60.68 |
|