NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 28-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2015 |
28-May-2015 |
Change |
Change % |
Previous Week |
Open |
58.32 |
57.63 |
-0.69 |
-1.2% |
60.62 |
High |
58.95 |
58.07 |
-0.88 |
-1.5% |
61.71 |
Low |
57.36 |
56.51 |
-0.85 |
-1.5% |
57.93 |
Close |
57.51 |
57.68 |
0.17 |
0.3% |
59.72 |
Range |
1.59 |
1.56 |
-0.03 |
-1.9% |
3.78 |
ATR |
1.87 |
1.85 |
-0.02 |
-1.2% |
0.00 |
Volume |
314,917 |
340,682 |
25,765 |
8.2% |
1,489,098 |
|
Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.10 |
61.45 |
58.54 |
|
R3 |
60.54 |
59.89 |
58.11 |
|
R2 |
58.98 |
58.98 |
57.97 |
|
R1 |
58.33 |
58.33 |
57.82 |
58.66 |
PP |
57.42 |
57.42 |
57.42 |
57.58 |
S1 |
56.77 |
56.77 |
57.54 |
57.10 |
S2 |
55.86 |
55.86 |
57.39 |
|
S3 |
54.30 |
55.21 |
57.25 |
|
S4 |
52.74 |
53.65 |
56.82 |
|
|
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 |
56.51 |
4.43 |
7.7% |
1.88 |
3.3% |
26% |
False |
True |
309,159 |
10 |
61.80 |
56.51 |
5.29 |
9.2% |
1.76 |
3.1% |
22% |
False |
True |
285,279 |
20 |
63.62 |
56.51 |
7.11 |
12.3% |
1.77 |
3.1% |
16% |
False |
True |
213,157 |
40 |
63.62 |
50.23 |
13.39 |
23.2% |
1.90 |
3.3% |
56% |
False |
False |
148,857 |
60 |
63.62 |
47.46 |
16.16 |
28.0% |
1.93 |
3.3% |
63% |
False |
False |
114,820 |
80 |
63.62 |
47.46 |
16.16 |
28.0% |
2.06 |
3.6% |
63% |
False |
False |
96,838 |
100 |
63.62 |
47.46 |
16.16 |
28.0% |
2.12 |
3.7% |
63% |
False |
False |
81,299 |
120 |
68.94 |
47.46 |
21.48 |
37.2% |
2.16 |
3.7% |
48% |
False |
False |
69,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.70 |
2.618 |
62.15 |
1.618 |
60.59 |
1.000 |
59.63 |
0.618 |
59.03 |
HIGH |
58.07 |
0.618 |
57.47 |
0.500 |
57.29 |
0.382 |
57.11 |
LOW |
56.51 |
0.618 |
55.55 |
1.000 |
54.95 |
1.618 |
53.99 |
2.618 |
52.43 |
4.250 |
49.88 |
|
|
Fisher Pivots for day following 28-May-2015 |
Pivot |
1 day |
3 day |
R1 |
57.55 |
58.38 |
PP |
57.42 |
58.15 |
S1 |
57.29 |
57.91 |
|