NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 13-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2015 |
13-May-2015 |
Change |
Change % |
Previous Week |
Open |
60.27 |
62.12 |
1.85 |
3.1% |
60.47 |
High |
62.27 |
62.75 |
0.48 |
0.8% |
63.62 |
Low |
60.10 |
61.00 |
0.90 |
1.5% |
59.09 |
Close |
61.74 |
61.49 |
-0.25 |
-0.4% |
60.35 |
Range |
2.17 |
1.75 |
-0.42 |
-19.4% |
4.53 |
ATR |
1.93 |
1.91 |
-0.01 |
-0.7% |
0.00 |
Volume |
193,146 |
220,834 |
27,688 |
14.3% |
604,212 |
|
Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.00 |
65.99 |
62.45 |
|
R3 |
65.25 |
64.24 |
61.97 |
|
R2 |
63.50 |
63.50 |
61.81 |
|
R1 |
62.49 |
62.49 |
61.65 |
62.12 |
PP |
61.75 |
61.75 |
61.75 |
61.56 |
S1 |
60.74 |
60.74 |
61.33 |
60.37 |
S2 |
60.00 |
60.00 |
61.17 |
|
S3 |
58.25 |
58.99 |
61.01 |
|
S4 |
56.50 |
57.24 |
60.53 |
|
|
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 |
62.75 |
59.09 |
3.66 |
6.0% |
1.92 |
3.1% |
66% |
True |
False |
180,481 |
10 |
63.62 |
59.09 |
4.53 |
7.4% |
1.78 |
2.9% |
53% |
False |
False |
141,034 |
20 |
63.62 |
56.99 |
6.63 |
10.8% |
1.81 |
2.9% |
68% |
False |
False |
115,707 |
40 |
63.62 |
47.46 |
16.16 |
26.3% |
2.03 |
3.3% |
87% |
False |
False |
88,262 |
60 |
63.62 |
47.46 |
16.16 |
26.3% |
1.97 |
3.2% |
87% |
False |
False |
74,939 |
80 |
63.62 |
47.46 |
16.16 |
26.3% |
2.11 |
3.4% |
87% |
False |
False |
63,965 |
100 |
63.62 |
47.46 |
16.16 |
26.3% |
2.18 |
3.5% |
87% |
False |
False |
53,467 |
120 |
77.60 |
47.46 |
30.14 |
49.0% |
2.21 |
3.6% |
47% |
False |
False |
45,740 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.19 |
2.618 |
67.33 |
1.618 |
65.58 |
1.000 |
64.50 |
0.618 |
63.83 |
HIGH |
62.75 |
0.618 |
62.08 |
0.500 |
61.88 |
0.382 |
61.67 |
LOW |
61.00 |
0.618 |
59.92 |
1.000 |
59.25 |
1.618 |
58.17 |
2.618 |
56.42 |
4.250 |
53.56 |
|
|
Fisher Pivots for day following 13-May-2015 |
Pivot |
1 day |
3 day |
R1 |
61.88 |
61.40 |
PP |
61.75 |
61.32 |
S1 |
61.62 |
61.23 |
|