NYMEX Light Sweet Crude Oil Future August 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 |
60.76 |
60.82 |
0.06 |
0.1% |
61.09 |
High |
61.17 |
62.71 |
1.54 |
2.5% |
64.12 |
Low |
60.20 |
60.63 |
0.43 |
0.7% |
59.57 |
Close |
60.83 |
62.25 |
1.42 |
2.3% |
60.82 |
Range |
0.97 |
2.08 |
1.11 |
114.4% |
4.55 |
ATR |
1.82 |
1.84 |
0.02 |
1.0% |
0.00 |
Volume |
42,444 |
41,829 |
-615 |
-1.4% |
208,405 |
|
Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.10 |
67.26 |
63.39 |
|
R3 |
66.02 |
65.18 |
62.82 |
|
R2 |
63.94 |
63.94 |
62.63 |
|
R1 |
63.10 |
63.10 |
62.44 |
63.52 |
PP |
61.86 |
61.86 |
61.86 |
62.08 |
S1 |
61.02 |
61.02 |
62.06 |
61.44 |
S2 |
59.78 |
59.78 |
61.87 |
|
S3 |
57.70 |
58.94 |
61.68 |
|
S4 |
55.62 |
56.86 |
61.11 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.15 |
72.54 |
63.32 |
|
R3 |
70.60 |
67.99 |
62.07 |
|
R2 |
66.05 |
66.05 |
61.65 |
|
R1 |
63.44 |
63.44 |
61.24 |
62.47 |
PP |
61.50 |
61.50 |
61.50 |
61.02 |
S1 |
58.89 |
58.89 |
60.40 |
57.92 |
S2 |
56.95 |
56.95 |
59.99 |
|
S3 |
52.40 |
54.34 |
59.57 |
|
S4 |
47.85 |
49.79 |
58.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
64.12 |
59.57 |
4.55 |
7.3% |
1.92 |
3.1% |
59% |
False |
False |
48,468 |
10 |
64.12 |
58.80 |
5.32 |
8.5% |
1.79 |
2.9% |
65% |
False |
False |
44,246 |
20 |
64.12 |
56.65 |
7.47 |
12.0% |
1.80 |
2.9% |
75% |
False |
False |
43,320 |
40 |
64.12 |
48.71 |
15.41 |
24.8% |
1.94 |
3.1% |
88% |
False |
False |
35,371 |
60 |
64.12 |
48.71 |
15.41 |
24.8% |
1.89 |
3.0% |
88% |
False |
False |
32,663 |
80 |
64.12 |
48.71 |
15.41 |
24.8% |
2.01 |
3.2% |
88% |
False |
False |
28,720 |
100 |
64.12 |
48.71 |
15.41 |
24.8% |
2.08 |
3.3% |
88% |
False |
False |
24,066 |
120 |
76.90 |
48.71 |
28.19 |
45.3% |
2.06 |
3.3% |
48% |
False |
False |
20,697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.55 |
2.618 |
68.16 |
1.618 |
66.08 |
1.000 |
64.79 |
0.618 |
64.00 |
HIGH |
62.71 |
0.618 |
61.92 |
0.500 |
61.67 |
0.382 |
61.42 |
LOW |
60.63 |
0.618 |
59.34 |
1.000 |
58.55 |
1.618 |
57.26 |
2.618 |
55.18 |
4.250 |
51.79 |
|
|
Fisher Pivots for day following 12-May-2015 |
Pivot |
1 day |
3 day |
R1 |
62.06 |
61.88 |
PP |
61.86 |
61.51 |
S1 |
61.67 |
61.14 |
|