NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 12-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2015 |
12-May-2015 |
Change |
Change % |
Previous Week |
Open |
61.05 |
61.09 |
0.04 |
0.1% |
61.69 |
High |
61.45 |
63.05 |
1.60 |
2.6% |
64.45 |
Low |
60.55 |
61.00 |
0.45 |
0.7% |
59.90 |
Close |
61.20 |
62.58 |
1.38 |
2.3% |
61.15 |
Range |
0.90 |
2.05 |
1.15 |
127.8% |
4.55 |
ATR |
1.76 |
1.78 |
0.02 |
1.2% |
0.00 |
Volume |
35,725 |
32,741 |
-2,984 |
-8.4% |
206,475 |
|
Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.36 |
67.52 |
63.71 |
|
R3 |
66.31 |
65.47 |
63.14 |
|
R2 |
64.26 |
64.26 |
62.96 |
|
R1 |
63.42 |
63.42 |
62.77 |
63.84 |
PP |
62.21 |
62.21 |
62.21 |
62.42 |
S1 |
61.37 |
61.37 |
62.39 |
61.79 |
S2 |
60.16 |
60.16 |
62.20 |
|
S3 |
58.11 |
59.32 |
62.02 |
|
S4 |
56.06 |
57.27 |
61.45 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.48 |
72.87 |
63.65 |
|
R3 |
70.93 |
68.32 |
62.40 |
|
R2 |
66.38 |
66.38 |
61.98 |
|
R1 |
63.77 |
63.77 |
61.57 |
62.80 |
PP |
61.83 |
61.83 |
61.83 |
61.35 |
S1 |
59.22 |
59.22 |
60.73 |
58.25 |
S2 |
57.28 |
57.28 |
60.32 |
|
S3 |
52.73 |
54.67 |
59.90 |
|
S4 |
48.18 |
50.12 |
58.65 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
64.45 |
59.90 |
4.55 |
7.3% |
1.88 |
3.0% |
59% |
False |
False |
44,244 |
10 |
64.45 |
59.50 |
4.95 |
7.9% |
1.73 |
2.8% |
62% |
False |
False |
40,406 |
20 |
64.45 |
57.11 |
7.34 |
11.7% |
1.74 |
2.8% |
75% |
False |
False |
42,776 |
40 |
64.45 |
49.69 |
14.76 |
23.6% |
1.90 |
3.0% |
87% |
False |
False |
38,352 |
60 |
64.45 |
49.69 |
14.76 |
23.6% |
1.83 |
2.9% |
87% |
False |
False |
35,888 |
80 |
64.45 |
49.69 |
14.76 |
23.6% |
1.94 |
3.1% |
87% |
False |
False |
33,475 |
100 |
64.45 |
49.69 |
14.76 |
23.6% |
2.02 |
3.2% |
87% |
False |
False |
29,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.76 |
2.618 |
68.42 |
1.618 |
66.37 |
1.000 |
65.10 |
0.618 |
64.32 |
HIGH |
63.05 |
0.618 |
62.27 |
0.500 |
62.03 |
0.382 |
61.78 |
LOW |
61.00 |
0.618 |
59.73 |
1.000 |
58.95 |
1.618 |
57.68 |
2.618 |
55.63 |
4.250 |
52.29 |
|
|
Fisher Pivots for day following 12-May-2015 |
Pivot |
1 day |
3 day |
R1 |
62.40 |
62.21 |
PP |
62.21 |
61.84 |
S1 |
62.03 |
61.48 |
|