NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 26-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2015 |
26-May-2015 |
Change |
Change % |
Previous Week |
Open |
60.66 |
60.05 |
-0.61 |
-1.0% |
60.62 |
High |
60.80 |
60.25 |
-0.55 |
-0.9% |
61.71 |
Low |
59.35 |
57.71 |
-1.64 |
-2.8% |
57.93 |
Close |
59.72 |
58.03 |
-1.69 |
-2.8% |
59.72 |
Range |
1.45 |
2.54 |
1.09 |
75.2% |
3.78 |
ATR |
1.84 |
1.89 |
0.05 |
2.7% |
0.00 |
Volume |
230,307 |
330,128 |
99,821 |
43.3% |
1,489,098 |
|
Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.28 |
64.70 |
59.43 |
|
R3 |
63.74 |
62.16 |
58.73 |
|
R2 |
61.20 |
61.20 |
58.50 |
|
R1 |
59.62 |
59.62 |
58.26 |
59.14 |
PP |
58.66 |
58.66 |
58.66 |
58.43 |
S1 |
57.08 |
57.08 |
57.80 |
56.60 |
S2 |
56.12 |
56.12 |
57.56 |
|
S3 |
53.58 |
54.54 |
57.33 |
|
S4 |
51.04 |
52.00 |
56.63 |
|
|
Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.13 |
69.20 |
61.80 |
|
R3 |
67.35 |
65.42 |
60.76 |
|
R2 |
63.57 |
63.57 |
60.41 |
|
R1 |
61.64 |
61.64 |
60.07 |
60.72 |
PP |
59.79 |
59.79 |
59.79 |
59.32 |
S1 |
57.86 |
57.86 |
59.37 |
56.94 |
S2 |
56.01 |
56.01 |
59.03 |
|
S3 |
52.23 |
54.08 |
58.68 |
|
S4 |
48.45 |
50.30 |
57.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
60.94 |
57.71 |
3.23 |
5.6% |
1.93 |
3.3% |
10% |
False |
True |
302,821 |
10 |
62.75 |
57.71 |
5.04 |
8.7% |
1.84 |
3.2% |
6% |
False |
True |
261,118 |
20 |
63.62 |
57.67 |
5.95 |
10.3% |
1.82 |
3.1% |
6% |
False |
False |
186,846 |
40 |
63.62 |
50.23 |
13.39 |
23.1% |
1.89 |
3.3% |
58% |
False |
False |
134,321 |
60 |
63.62 |
47.46 |
16.16 |
27.8% |
1.92 |
3.3% |
65% |
False |
False |
105,555 |
80 |
63.62 |
47.46 |
16.16 |
27.8% |
2.12 |
3.6% |
65% |
False |
False |
89,160 |
100 |
63.62 |
47.46 |
16.16 |
27.8% |
2.13 |
3.7% |
65% |
False |
False |
74,874 |
120 |
69.85 |
47.46 |
22.39 |
38.6% |
2.16 |
3.7% |
47% |
False |
False |
63,679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.05 |
2.618 |
66.90 |
1.618 |
64.36 |
1.000 |
62.79 |
0.618 |
61.82 |
HIGH |
60.25 |
0.618 |
59.28 |
0.500 |
58.98 |
0.382 |
58.68 |
LOW |
57.71 |
0.618 |
56.14 |
1.000 |
55.17 |
1.618 |
53.60 |
2.618 |
51.06 |
4.250 |
46.92 |
|
|
Fisher Pivots for day following 26-May-2015 |
Pivot |
1 day |
3 day |
R1 |
58.98 |
59.33 |
PP |
58.66 |
58.89 |
S1 |
58.35 |
58.46 |
|