NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 13-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2015 |
13-May-2015 |
Change |
Change % |
Previous Week |
Open |
61.09 |
63.30 |
2.21 |
3.6% |
61.69 |
High |
63.05 |
63.49 |
0.44 |
0.7% |
64.45 |
Low |
61.00 |
61.87 |
0.87 |
1.4% |
59.90 |
Close |
62.58 |
62.32 |
-0.26 |
-0.4% |
61.15 |
Range |
2.05 |
1.62 |
-0.43 |
-21.0% |
4.55 |
ATR |
1.78 |
1.77 |
-0.01 |
-0.6% |
0.00 |
Volume |
32,741 |
35,249 |
2,508 |
7.7% |
206,475 |
|
Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.42 |
66.49 |
63.21 |
|
R3 |
65.80 |
64.87 |
62.77 |
|
R2 |
64.18 |
64.18 |
62.62 |
|
R1 |
63.25 |
63.25 |
62.47 |
62.91 |
PP |
62.56 |
62.56 |
62.56 |
62.39 |
S1 |
61.63 |
61.63 |
62.17 |
61.29 |
S2 |
60.94 |
60.94 |
62.02 |
|
S3 |
59.32 |
60.01 |
61.87 |
|
S4 |
57.70 |
58.39 |
61.43 |
|
|
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 |
63.49 |
59.90 |
3.59 |
5.8% |
1.81 |
2.9% |
67% |
True |
False |
41,688 |
10 |
64.45 |
59.90 |
4.55 |
7.3% |
1.66 |
2.7% |
53% |
False |
False |
40,726 |
20 |
64.45 |
58.32 |
6.13 |
9.8% |
1.68 |
2.7% |
65% |
False |
False |
42,368 |
40 |
64.45 |
49.69 |
14.76 |
23.7% |
1.89 |
3.0% |
86% |
False |
False |
38,656 |
60 |
64.45 |
49.69 |
14.76 |
23.7% |
1.82 |
2.9% |
86% |
False |
False |
35,973 |
80 |
64.45 |
49.69 |
14.76 |
23.7% |
1.93 |
3.1% |
86% |
False |
False |
33,610 |
100 |
64.45 |
49.69 |
14.76 |
23.7% |
2.00 |
3.2% |
86% |
False |
False |
29,273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.38 |
2.618 |
67.73 |
1.618 |
66.11 |
1.000 |
65.11 |
0.618 |
64.49 |
HIGH |
63.49 |
0.618 |
62.87 |
0.500 |
62.68 |
0.382 |
62.49 |
LOW |
61.87 |
0.618 |
60.87 |
1.000 |
60.25 |
1.618 |
59.25 |
2.618 |
57.63 |
4.250 |
54.99 |
|
|
Fisher Pivots for day following 13-May-2015 |
Pivot |
1 day |
3 day |
R1 |
62.68 |
62.22 |
PP |
62.56 |
62.12 |
S1 |
62.44 |
62.02 |
|