NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 28-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2015 |
28-May-2015 |
Change |
Change % |
Previous Week |
Open |
58.80 |
57.98 |
-0.82 |
-1.4% |
61.02 |
High |
59.37 |
58.37 |
-1.00 |
-1.7% |
62.11 |
Low |
57.74 |
56.88 |
-0.86 |
-1.5% |
58.40 |
Close |
57.86 |
58.02 |
0.16 |
0.3% |
60.15 |
Range |
1.63 |
1.49 |
-0.14 |
-8.6% |
3.71 |
ATR |
1.81 |
1.78 |
-0.02 |
-1.3% |
0.00 |
Volume |
61,554 |
89,209 |
27,655 |
44.9% |
273,819 |
|
Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.23 |
61.61 |
58.84 |
|
R3 |
60.74 |
60.12 |
58.43 |
|
R2 |
59.25 |
59.25 |
58.29 |
|
R1 |
58.63 |
58.63 |
58.16 |
58.94 |
PP |
57.76 |
57.76 |
57.76 |
57.91 |
S1 |
57.14 |
57.14 |
57.88 |
57.45 |
S2 |
56.27 |
56.27 |
57.75 |
|
S3 |
54.78 |
55.65 |
57.61 |
|
S4 |
53.29 |
54.16 |
57.20 |
|
|
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 |
56.88 |
4.44 |
7.7% |
1.83 |
3.2% |
26% |
False |
True |
66,188 |
10 |
62.30 |
56.88 |
5.42 |
9.3% |
1.72 |
3.0% |
21% |
False |
True |
55,985 |
20 |
64.12 |
56.88 |
7.24 |
12.5% |
1.71 |
3.0% |
16% |
False |
True |
50,446 |
40 |
64.12 |
51.30 |
12.82 |
22.1% |
1.82 |
3.1% |
52% |
False |
False |
44,012 |
60 |
64.12 |
48.71 |
15.41 |
26.6% |
1.85 |
3.2% |
60% |
False |
False |
37,883 |
80 |
64.12 |
48.71 |
15.41 |
26.6% |
1.96 |
3.4% |
60% |
False |
False |
34,514 |
100 |
64.12 |
48.71 |
15.41 |
26.6% |
1.99 |
3.4% |
60% |
False |
False |
29,602 |
120 |
69.11 |
48.71 |
20.40 |
35.2% |
2.04 |
3.5% |
46% |
False |
False |
25,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.70 |
2.618 |
62.27 |
1.618 |
60.78 |
1.000 |
59.86 |
0.618 |
59.29 |
HIGH |
58.37 |
0.618 |
57.80 |
0.500 |
57.63 |
0.382 |
57.45 |
LOW |
56.88 |
0.618 |
55.96 |
1.000 |
55.39 |
1.618 |
54.47 |
2.618 |
52.98 |
4.250 |
50.55 |
|
|
Fisher Pivots for day following 28-May-2015 |
Pivot |
1 day |
3 day |
R1 |
57.89 |
58.77 |
PP |
57.76 |
58.52 |
S1 |
57.63 |
58.27 |
|