NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 19-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2015 |
19-May-2015 |
Change |
Change % |
Previous Week |
Open |
61.02 |
60.66 |
-0.36 |
-0.6% |
60.76 |
High |
62.11 |
60.81 |
-1.30 |
-2.1% |
63.16 |
Low |
60.30 |
58.40 |
-1.90 |
-3.2% |
59.84 |
Close |
60.64 |
58.47 |
-2.17 |
-3.6% |
61.01 |
Range |
1.81 |
2.41 |
0.60 |
33.1% |
3.32 |
ATR |
1.78 |
1.82 |
0.05 |
2.5% |
0.00 |
Volume |
42,902 |
42,935 |
33 |
0.1% |
215,284 |
|
Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.46 |
64.87 |
59.80 |
|
R3 |
64.05 |
62.46 |
59.13 |
|
R2 |
61.64 |
61.64 |
58.91 |
|
R1 |
60.05 |
60.05 |
58.69 |
59.64 |
PP |
59.23 |
59.23 |
59.23 |
59.02 |
S1 |
57.64 |
57.64 |
58.25 |
57.23 |
S2 |
56.82 |
56.82 |
58.03 |
|
S3 |
54.41 |
55.23 |
57.81 |
|
S4 |
52.00 |
52.82 |
57.14 |
|
|
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 |
58.40 |
4.76 |
8.1% |
1.75 |
3.0% |
1% |
False |
True |
43,369 |
10 |
64.12 |
58.40 |
5.72 |
9.8% |
1.83 |
3.1% |
1% |
False |
True |
45,919 |
20 |
64.12 |
57.80 |
6.32 |
10.8% |
1.72 |
2.9% |
11% |
False |
False |
44,030 |
40 |
64.12 |
51.13 |
12.99 |
22.2% |
1.87 |
3.2% |
57% |
False |
False |
38,093 |
60 |
64.12 |
48.71 |
15.41 |
26.4% |
1.85 |
3.2% |
63% |
False |
False |
34,469 |
80 |
64.12 |
48.71 |
15.41 |
26.4% |
1.99 |
3.4% |
63% |
False |
False |
30,614 |
100 |
64.12 |
48.71 |
15.41 |
26.4% |
2.00 |
3.4% |
63% |
False |
False |
25,952 |
120 |
76.63 |
48.71 |
27.92 |
47.8% |
2.09 |
3.6% |
35% |
False |
False |
22,368 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.05 |
2.618 |
67.12 |
1.618 |
64.71 |
1.000 |
63.22 |
0.618 |
62.30 |
HIGH |
60.81 |
0.618 |
59.89 |
0.500 |
59.61 |
0.382 |
59.32 |
LOW |
58.40 |
0.618 |
56.91 |
1.000 |
55.99 |
1.618 |
54.50 |
2.618 |
52.09 |
4.250 |
48.16 |
|
|
Fisher Pivots for day following 19-May-2015 |
Pivot |
1 day |
3 day |
R1 |
59.61 |
60.26 |
PP |
59.23 |
59.66 |
S1 |
58.85 |
59.07 |
|