NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 29-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2015 |
29-May-2015 |
Change |
Change % |
Previous Week |
Open |
57.98 |
58.19 |
0.21 |
0.4% |
60.34 |
High |
58.37 |
60.97 |
2.60 |
4.5% |
60.97 |
Low |
56.88 |
58.04 |
1.16 |
2.0% |
56.88 |
Close |
58.02 |
60.60 |
2.58 |
4.4% |
60.60 |
Range |
1.49 |
2.93 |
1.44 |
96.6% |
4.09 |
ATR |
1.78 |
1.87 |
0.08 |
4.7% |
0.00 |
Volume |
89,209 |
84,014 |
-5,195 |
-5.8% |
278,587 |
|
Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.66 |
67.56 |
62.21 |
|
R3 |
65.73 |
64.63 |
61.41 |
|
R2 |
62.80 |
62.80 |
61.14 |
|
R1 |
61.70 |
61.70 |
60.87 |
62.25 |
PP |
59.87 |
59.87 |
59.87 |
60.15 |
S1 |
58.77 |
58.77 |
60.33 |
59.32 |
S2 |
56.94 |
56.94 |
60.06 |
|
S3 |
54.01 |
55.84 |
59.79 |
|
S4 |
51.08 |
52.91 |
58.99 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.75 |
70.27 |
62.85 |
|
R3 |
67.66 |
66.18 |
61.72 |
|
R2 |
63.57 |
63.57 |
61.35 |
|
R1 |
62.09 |
62.09 |
60.97 |
62.83 |
PP |
59.48 |
59.48 |
59.48 |
59.86 |
S1 |
58.00 |
58.00 |
60.23 |
58.74 |
S2 |
55.39 |
55.39 |
59.85 |
|
S3 |
51.30 |
53.91 |
59.48 |
|
S4 |
47.21 |
49.82 |
58.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61.21 |
56.88 |
4.33 |
7.1% |
1.99 |
3.3% |
86% |
False |
False |
73,398 |
10 |
62.11 |
56.88 |
5.23 |
8.6% |
1.87 |
3.1% |
71% |
False |
False |
59,599 |
20 |
64.12 |
56.88 |
7.24 |
11.9% |
1.80 |
3.0% |
51% |
False |
False |
51,538 |
40 |
64.12 |
51.79 |
12.33 |
20.3% |
1.82 |
3.0% |
71% |
False |
False |
45,445 |
60 |
64.12 |
48.71 |
15.41 |
25.4% |
1.87 |
3.1% |
77% |
False |
False |
38,808 |
80 |
64.12 |
48.71 |
15.41 |
25.4% |
1.95 |
3.2% |
77% |
False |
False |
35,247 |
100 |
64.12 |
48.71 |
15.41 |
25.4% |
2.00 |
3.3% |
77% |
False |
False |
30,417 |
120 |
67.65 |
48.71 |
18.94 |
31.3% |
2.05 |
3.4% |
63% |
False |
False |
26,052 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.42 |
2.618 |
68.64 |
1.618 |
65.71 |
1.000 |
63.90 |
0.618 |
62.78 |
HIGH |
60.97 |
0.618 |
59.85 |
0.500 |
59.51 |
0.382 |
59.16 |
LOW |
58.04 |
0.618 |
56.23 |
1.000 |
55.11 |
1.618 |
53.30 |
2.618 |
50.37 |
4.250 |
45.59 |
|
|
Fisher Pivots for day following 29-May-2015 |
Pivot |
1 day |
3 day |
R1 |
60.24 |
60.04 |
PP |
59.87 |
59.48 |
S1 |
59.51 |
58.93 |
|