NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 22-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2015 |
22-May-2015 |
Change |
Change % |
Previous Week |
Open |
59.32 |
61.05 |
1.73 |
2.9% |
61.02 |
High |
61.32 |
61.21 |
-0.11 |
-0.2% |
62.11 |
Low |
59.17 |
59.79 |
0.62 |
1.0% |
58.40 |
Close |
61.15 |
60.15 |
-1.00 |
-1.6% |
60.15 |
Range |
2.15 |
1.42 |
-0.73 |
-34.0% |
3.71 |
ATR |
1.80 |
1.77 |
-0.03 |
-1.5% |
0.00 |
Volume |
47,962 |
88,406 |
40,444 |
84.3% |
273,819 |
|
Daily Pivots for day following 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.64 |
63.82 |
60.93 |
|
R3 |
63.22 |
62.40 |
60.54 |
|
R2 |
61.80 |
61.80 |
60.41 |
|
R1 |
60.98 |
60.98 |
60.28 |
60.68 |
PP |
60.38 |
60.38 |
60.38 |
60.24 |
S1 |
59.56 |
59.56 |
60.02 |
59.26 |
S2 |
58.96 |
58.96 |
59.89 |
|
S3 |
57.54 |
58.14 |
59.76 |
|
S4 |
56.12 |
56.72 |
59.37 |
|
|
Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.35 |
69.46 |
62.19 |
|
R3 |
67.64 |
65.75 |
61.17 |
|
R2 |
63.93 |
63.93 |
60.83 |
|
R1 |
62.04 |
62.04 |
60.49 |
61.13 |
PP |
60.22 |
60.22 |
60.22 |
59.77 |
S1 |
58.33 |
58.33 |
59.81 |
57.42 |
S2 |
56.51 |
56.51 |
59.47 |
|
S3 |
52.80 |
54.62 |
59.13 |
|
S4 |
49.09 |
50.91 |
58.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
62.11 |
58.40 |
3.71 |
6.2% |
1.74 |
2.9% |
47% |
False |
False |
54,763 |
10 |
63.16 |
58.40 |
4.76 |
7.9% |
1.63 |
2.7% |
37% |
False |
False |
48,910 |
20 |
64.12 |
58.40 |
5.72 |
9.5% |
1.68 |
2.8% |
31% |
False |
False |
46,206 |
40 |
64.12 |
51.30 |
12.82 |
21.3% |
1.81 |
3.0% |
69% |
False |
False |
41,203 |
60 |
64.12 |
48.71 |
15.41 |
25.6% |
1.82 |
3.0% |
74% |
False |
False |
36,104 |
80 |
64.12 |
48.71 |
15.41 |
25.6% |
2.00 |
3.3% |
74% |
False |
False |
32,556 |
100 |
64.12 |
48.71 |
15.41 |
25.6% |
2.00 |
3.3% |
74% |
False |
False |
27,763 |
120 |
70.13 |
48.71 |
21.42 |
35.6% |
2.05 |
3.4% |
53% |
False |
False |
23,863 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.25 |
2.618 |
64.93 |
1.618 |
63.51 |
1.000 |
62.63 |
0.618 |
62.09 |
HIGH |
61.21 |
0.618 |
60.67 |
0.500 |
60.50 |
0.382 |
60.33 |
LOW |
59.79 |
0.618 |
58.91 |
1.000 |
58.37 |
1.618 |
57.49 |
2.618 |
56.07 |
4.250 |
53.76 |
|
|
Fisher Pivots for day following 22-May-2015 |
Pivot |
1 day |
3 day |
R1 |
60.50 |
60.09 |
PP |
60.38 |
60.02 |
S1 |
60.27 |
59.96 |
|