NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 29-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2015 |
29-May-2015 |
Change |
Change % |
Previous Week |
Open |
57.63 |
57.97 |
0.34 |
0.6% |
60.05 |
High |
58.07 |
60.70 |
2.63 |
4.5% |
60.70 |
Low |
56.51 |
57.72 |
1.21 |
2.1% |
56.51 |
Close |
57.68 |
60.30 |
2.62 |
4.5% |
60.30 |
Range |
1.56 |
2.98 |
1.42 |
91.0% |
4.19 |
ATR |
1.85 |
1.93 |
0.08 |
4.5% |
0.00 |
Volume |
340,682 |
452,222 |
111,540 |
32.7% |
1,437,949 |
|
Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.51 |
67.39 |
61.94 |
|
R3 |
65.53 |
64.41 |
61.12 |
|
R2 |
62.55 |
62.55 |
60.85 |
|
R1 |
61.43 |
61.43 |
60.57 |
61.99 |
PP |
59.57 |
59.57 |
59.57 |
59.86 |
S1 |
58.45 |
58.45 |
60.03 |
59.01 |
S2 |
56.59 |
56.59 |
59.75 |
|
S3 |
53.61 |
55.47 |
59.48 |
|
S4 |
50.63 |
52.49 |
58.66 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.74 |
70.21 |
62.60 |
|
R3 |
67.55 |
66.02 |
61.45 |
|
R2 |
63.36 |
63.36 |
61.07 |
|
R1 |
61.83 |
61.83 |
60.68 |
62.60 |
PP |
59.17 |
59.17 |
59.17 |
59.55 |
S1 |
57.64 |
57.64 |
59.92 |
58.41 |
S2 |
54.98 |
54.98 |
59.53 |
|
S3 |
50.79 |
53.45 |
59.15 |
|
S4 |
46.60 |
49.26 |
58.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
60.80 |
56.51 |
4.29 |
7.1% |
2.02 |
3.4% |
88% |
False |
False |
333,651 |
10 |
61.71 |
56.51 |
5.20 |
8.6% |
1.92 |
3.2% |
73% |
False |
False |
311,778 |
20 |
63.62 |
56.51 |
7.11 |
11.8% |
1.85 |
3.1% |
53% |
False |
False |
229,953 |
40 |
63.62 |
50.86 |
12.76 |
21.2% |
1.90 |
3.1% |
74% |
False |
False |
159,043 |
60 |
63.62 |
47.46 |
16.16 |
26.8% |
1.95 |
3.2% |
79% |
False |
False |
121,659 |
80 |
63.62 |
47.46 |
16.16 |
26.8% |
2.04 |
3.4% |
79% |
False |
False |
102,004 |
100 |
63.62 |
47.46 |
16.16 |
26.8% |
2.13 |
3.5% |
79% |
False |
False |
85,758 |
120 |
67.70 |
47.46 |
20.24 |
33.6% |
2.17 |
3.6% |
63% |
False |
False |
72,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.37 |
2.618 |
68.50 |
1.618 |
65.52 |
1.000 |
63.68 |
0.618 |
62.54 |
HIGH |
60.70 |
0.618 |
59.56 |
0.500 |
59.21 |
0.382 |
58.86 |
LOW |
57.72 |
0.618 |
55.88 |
1.000 |
54.74 |
1.618 |
52.90 |
2.618 |
49.92 |
4.250 |
45.06 |
|
|
Fisher Pivots for day following 29-May-2015 |
Pivot |
1 day |
3 day |
R1 |
59.94 |
59.74 |
PP |
59.57 |
59.17 |
S1 |
59.21 |
58.61 |
|