NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 26-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2015 |
26-May-2015 |
Change |
Change % |
Previous Week |
Open |
61.05 |
60.34 |
-0.71 |
-1.2% |
61.02 |
High |
61.21 |
60.65 |
-0.56 |
-0.9% |
62.11 |
Low |
59.79 |
58.17 |
-1.62 |
-2.7% |
58.40 |
Close |
60.15 |
58.48 |
-1.67 |
-2.8% |
60.15 |
Range |
1.42 |
2.48 |
1.06 |
74.6% |
3.71 |
ATR |
1.77 |
1.82 |
0.05 |
2.9% |
0.00 |
Volume |
88,406 |
43,810 |
-44,596 |
-50.4% |
273,819 |
|
Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.54 |
64.99 |
59.84 |
|
R3 |
64.06 |
62.51 |
59.16 |
|
R2 |
61.58 |
61.58 |
58.93 |
|
R1 |
60.03 |
60.03 |
58.71 |
59.57 |
PP |
59.10 |
59.10 |
59.10 |
58.87 |
S1 |
57.55 |
57.55 |
58.25 |
57.09 |
S2 |
56.62 |
56.62 |
58.03 |
|
S3 |
54.14 |
55.07 |
57.80 |
|
S4 |
51.66 |
52.59 |
57.12 |
|
|
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 |
61.32 |
58.17 |
3.15 |
5.4% |
1.88 |
3.2% |
10% |
False |
True |
54,945 |
10 |
63.16 |
58.17 |
4.99 |
8.5% |
1.78 |
3.0% |
6% |
False |
True |
49,046 |
20 |
64.12 |
58.17 |
5.95 |
10.2% |
1.75 |
3.0% |
5% |
False |
True |
45,827 |
40 |
64.12 |
51.30 |
12.82 |
21.9% |
1.81 |
3.1% |
56% |
False |
False |
41,283 |
60 |
64.12 |
48.71 |
15.41 |
26.4% |
1.84 |
3.1% |
63% |
False |
False |
36,286 |
80 |
64.12 |
48.71 |
15.41 |
26.4% |
2.02 |
3.4% |
63% |
False |
False |
32,925 |
100 |
64.12 |
48.71 |
15.41 |
26.4% |
2.01 |
3.4% |
63% |
False |
False |
28,163 |
120 |
69.35 |
48.71 |
20.64 |
35.3% |
2.03 |
3.5% |
47% |
False |
False |
24,191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.19 |
2.618 |
67.14 |
1.618 |
64.66 |
1.000 |
63.13 |
0.618 |
62.18 |
HIGH |
60.65 |
0.618 |
59.70 |
0.500 |
59.41 |
0.382 |
59.12 |
LOW |
58.17 |
0.618 |
56.64 |
1.000 |
55.69 |
1.618 |
54.16 |
2.618 |
51.68 |
4.250 |
47.63 |
|
|
Fisher Pivots for day following 26-May-2015 |
Pivot |
1 day |
3 day |
R1 |
59.41 |
59.75 |
PP |
59.10 |
59.32 |
S1 |
58.79 |
58.90 |
|