NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 14-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2015 |
14-May-2015 |
Change |
Change % |
Previous Week |
Open |
63.30 |
61.80 |
-1.50 |
-2.4% |
61.69 |
High |
63.49 |
62.65 |
-0.84 |
-1.3% |
64.45 |
Low |
61.87 |
61.26 |
-0.61 |
-1.0% |
59.90 |
Close |
62.32 |
61.73 |
-0.59 |
-0.9% |
61.15 |
Range |
1.62 |
1.39 |
-0.23 |
-14.2% |
4.55 |
ATR |
1.77 |
1.74 |
-0.03 |
-1.5% |
0.00 |
Volume |
35,249 |
42,601 |
7,352 |
20.9% |
206,475 |
|
Daily Pivots for day following 14-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.05 |
65.28 |
62.49 |
|
R3 |
64.66 |
63.89 |
62.11 |
|
R2 |
63.27 |
63.27 |
61.98 |
|
R1 |
62.50 |
62.50 |
61.86 |
62.19 |
PP |
61.88 |
61.88 |
61.88 |
61.73 |
S1 |
61.11 |
61.11 |
61.60 |
60.80 |
S2 |
60.49 |
60.49 |
61.48 |
|
S3 |
59.10 |
59.72 |
61.35 |
|
S4 |
57.71 |
58.33 |
60.97 |
|
|
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% |
1.52 |
2.5% |
51% |
False |
False |
38,464 |
10 |
64.45 |
59.90 |
4.55 |
7.4% |
1.67 |
2.7% |
40% |
False |
False |
39,609 |
20 |
64.45 |
58.32 |
6.13 |
9.9% |
1.64 |
2.7% |
56% |
False |
False |
40,740 |
40 |
64.45 |
50.43 |
14.02 |
22.7% |
1.84 |
3.0% |
81% |
False |
False |
39,198 |
60 |
64.45 |
49.69 |
14.76 |
23.9% |
1.80 |
2.9% |
82% |
False |
False |
35,744 |
80 |
64.45 |
49.69 |
14.76 |
23.9% |
1.92 |
3.1% |
82% |
False |
False |
33,978 |
100 |
64.45 |
49.69 |
14.76 |
23.9% |
1.97 |
3.2% |
82% |
False |
False |
29,595 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.56 |
2.618 |
66.29 |
1.618 |
64.90 |
1.000 |
64.04 |
0.618 |
63.51 |
HIGH |
62.65 |
0.618 |
62.12 |
0.500 |
61.96 |
0.382 |
61.79 |
LOW |
61.26 |
0.618 |
60.40 |
1.000 |
59.87 |
1.618 |
59.01 |
2.618 |
57.62 |
4.250 |
55.35 |
|
|
Fisher Pivots for day following 14-May-2015 |
Pivot |
1 day |
3 day |
R1 |
61.96 |
62.25 |
PP |
61.88 |
62.07 |
S1 |
61.81 |
61.90 |
|