NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 14-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2015 |
14-May-2015 |
Change |
Change % |
Previous Week |
Open |
62.75 |
61.59 |
-1.16 |
-1.8% |
61.09 |
High |
63.16 |
62.30 |
-0.86 |
-1.4% |
64.12 |
Low |
61.53 |
60.88 |
-0.65 |
-1.1% |
59.57 |
Close |
61.99 |
61.36 |
-0.63 |
-1.0% |
60.82 |
Range |
1.63 |
1.42 |
-0.21 |
-12.9% |
4.55 |
ATR |
1.83 |
1.80 |
-0.03 |
-1.6% |
0.00 |
Volume |
39,545 |
47,874 |
8,329 |
21.1% |
208,405 |
|
Daily Pivots for day following 14-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.77 |
64.99 |
62.14 |
|
R3 |
64.35 |
63.57 |
61.75 |
|
R2 |
62.93 |
62.93 |
61.62 |
|
R1 |
62.15 |
62.15 |
61.49 |
61.83 |
PP |
61.51 |
61.51 |
61.51 |
61.36 |
S1 |
60.73 |
60.73 |
61.23 |
60.41 |
S2 |
60.09 |
60.09 |
61.10 |
|
S3 |
58.67 |
59.31 |
60.97 |
|
S4 |
57.25 |
57.89 |
60.58 |
|
|
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 |
63.16 |
59.57 |
3.59 |
5.9% |
1.56 |
2.5% |
50% |
False |
False |
44,060 |
10 |
64.12 |
59.57 |
4.55 |
7.4% |
1.72 |
2.8% |
39% |
False |
False |
43,477 |
20 |
64.12 |
57.80 |
6.32 |
10.3% |
1.69 |
2.8% |
56% |
False |
False |
42,825 |
40 |
64.12 |
49.46 |
14.66 |
23.9% |
1.88 |
3.1% |
81% |
False |
False |
36,552 |
60 |
64.12 |
48.71 |
15.41 |
25.1% |
1.85 |
3.0% |
82% |
False |
False |
33,321 |
80 |
64.12 |
48.71 |
15.41 |
25.1% |
1.99 |
3.2% |
82% |
False |
False |
29,613 |
100 |
64.12 |
48.71 |
15.41 |
25.1% |
2.03 |
3.3% |
82% |
False |
False |
24,829 |
120 |
76.90 |
48.71 |
28.19 |
45.9% |
2.07 |
3.4% |
45% |
False |
False |
21,390 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.34 |
2.618 |
66.02 |
1.618 |
64.60 |
1.000 |
63.72 |
0.618 |
63.18 |
HIGH |
62.30 |
0.618 |
61.76 |
0.500 |
61.59 |
0.382 |
61.42 |
LOW |
60.88 |
0.618 |
60.00 |
1.000 |
59.46 |
1.618 |
58.58 |
2.618 |
57.16 |
4.250 |
54.85 |
|
|
Fisher Pivots for day following 14-May-2015 |
Pivot |
1 day |
3 day |
R1 |
61.59 |
61.90 |
PP |
61.51 |
61.72 |
S1 |
61.44 |
61.54 |
|