NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 18-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2015 |
18-May-2015 |
Change |
Change % |
Previous Week |
Open |
61.21 |
61.02 |
-0.19 |
-0.3% |
60.76 |
High |
61.30 |
62.11 |
0.81 |
1.3% |
63.16 |
Low |
59.84 |
60.30 |
0.46 |
0.8% |
59.84 |
Close |
61.01 |
60.64 |
-0.37 |
-0.6% |
61.01 |
Range |
1.46 |
1.81 |
0.35 |
24.0% |
3.32 |
ATR |
1.78 |
1.78 |
0.00 |
0.1% |
0.00 |
Volume |
43,592 |
42,902 |
-690 |
-1.6% |
215,284 |
|
Daily Pivots for day following 18-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.45 |
65.35 |
61.64 |
|
R3 |
64.64 |
63.54 |
61.14 |
|
R2 |
62.83 |
62.83 |
60.97 |
|
R1 |
61.73 |
61.73 |
60.81 |
61.38 |
PP |
61.02 |
61.02 |
61.02 |
60.84 |
S1 |
59.92 |
59.92 |
60.47 |
59.57 |
S2 |
59.21 |
59.21 |
60.31 |
|
S3 |
57.40 |
58.11 |
60.14 |
|
S4 |
55.59 |
56.30 |
59.64 |
|
|
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 |
5.5% |
1.68 |
2.8% |
24% |
False |
False |
43,148 |
10 |
64.12 |
59.57 |
4.55 |
7.5% |
1.81 |
3.0% |
24% |
False |
False |
43,638 |
20 |
64.12 |
57.80 |
6.32 |
10.4% |
1.69 |
2.8% |
45% |
False |
False |
43,276 |
40 |
64.12 |
50.12 |
14.00 |
23.1% |
1.86 |
3.1% |
75% |
False |
False |
37,555 |
60 |
64.12 |
48.71 |
15.41 |
25.4% |
1.85 |
3.0% |
77% |
False |
False |
34,127 |
80 |
64.12 |
48.71 |
15.41 |
25.4% |
1.98 |
3.3% |
77% |
False |
False |
30,300 |
100 |
64.12 |
48.71 |
15.41 |
25.4% |
2.00 |
3.3% |
77% |
False |
False |
25,603 |
120 |
76.65 |
48.71 |
27.94 |
46.1% |
2.08 |
3.4% |
43% |
False |
False |
22,037 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.80 |
2.618 |
66.85 |
1.618 |
65.04 |
1.000 |
63.92 |
0.618 |
63.23 |
HIGH |
62.11 |
0.618 |
61.42 |
0.500 |
61.21 |
0.382 |
60.99 |
LOW |
60.30 |
0.618 |
59.18 |
1.000 |
58.49 |
1.618 |
57.37 |
2.618 |
55.56 |
4.250 |
52.61 |
|
|
Fisher Pivots for day following 18-May-2015 |
Pivot |
1 day |
3 day |
R1 |
61.21 |
61.07 |
PP |
61.02 |
60.93 |
S1 |
60.83 |
60.78 |
|