NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 15-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2015 |
15-May-2015 |
Change |
Change % |
Previous Week |
Open |
61.59 |
61.21 |
-0.38 |
-0.6% |
60.76 |
High |
62.30 |
61.30 |
-1.00 |
-1.6% |
63.16 |
Low |
60.88 |
59.84 |
-1.04 |
-1.7% |
59.84 |
Close |
61.36 |
61.01 |
-0.35 |
-0.6% |
61.01 |
Range |
1.42 |
1.46 |
0.04 |
2.8% |
3.32 |
ATR |
1.80 |
1.78 |
-0.02 |
-1.1% |
0.00 |
Volume |
47,874 |
43,592 |
-4,282 |
-8.9% |
215,284 |
|
Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.10 |
64.51 |
61.81 |
|
R3 |
63.64 |
63.05 |
61.41 |
|
R2 |
62.18 |
62.18 |
61.28 |
|
R1 |
61.59 |
61.59 |
61.14 |
61.16 |
PP |
60.72 |
60.72 |
60.72 |
60.50 |
S1 |
60.13 |
60.13 |
60.88 |
59.70 |
S2 |
59.26 |
59.26 |
60.74 |
|
S3 |
57.80 |
58.67 |
60.61 |
|
S4 |
56.34 |
57.21 |
60.21 |
|
|
Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.30 |
69.47 |
62.84 |
|
R3 |
67.98 |
66.15 |
61.92 |
|
R2 |
64.66 |
64.66 |
61.62 |
|
R1 |
62.83 |
62.83 |
61.31 |
63.75 |
PP |
61.34 |
61.34 |
61.34 |
61.79 |
S1 |
59.51 |
59.51 |
60.71 |
60.43 |
S2 |
58.02 |
58.02 |
60.40 |
|
S3 |
54.70 |
56.19 |
60.10 |
|
S4 |
51.38 |
52.87 |
59.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
63.16 |
59.84 |
3.32 |
5.4% |
1.51 |
2.5% |
35% |
False |
True |
43,056 |
10 |
64.12 |
59.57 |
4.55 |
7.5% |
1.74 |
2.8% |
32% |
False |
False |
42,368 |
20 |
64.12 |
57.80 |
6.32 |
10.4% |
1.70 |
2.8% |
51% |
False |
False |
42,871 |
40 |
64.12 |
49.46 |
14.66 |
24.0% |
1.87 |
3.1% |
79% |
False |
False |
36,927 |
60 |
64.12 |
48.71 |
15.41 |
25.3% |
1.83 |
3.0% |
80% |
False |
False |
33,806 |
80 |
64.12 |
48.71 |
15.41 |
25.3% |
1.99 |
3.3% |
80% |
False |
False |
29,934 |
100 |
64.12 |
48.71 |
15.41 |
25.3% |
2.01 |
3.3% |
80% |
False |
False |
25,206 |
120 |
76.90 |
48.71 |
28.19 |
46.2% |
2.07 |
3.4% |
44% |
False |
False |
21,709 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.51 |
2.618 |
65.12 |
1.618 |
63.66 |
1.000 |
62.76 |
0.618 |
62.20 |
HIGH |
61.30 |
0.618 |
60.74 |
0.500 |
60.57 |
0.382 |
60.40 |
LOW |
59.84 |
0.618 |
58.94 |
1.000 |
58.38 |
1.618 |
57.48 |
2.618 |
56.02 |
4.250 |
53.64 |
|
|
Fisher Pivots for day following 15-May-2015 |
Pivot |
1 day |
3 day |
R1 |
60.86 |
61.50 |
PP |
60.72 |
61.34 |
S1 |
60.57 |
61.17 |
|