NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 18-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2015 |
18-May-2015 |
Change |
Change % |
Previous Week |
Open |
61.65 |
61.41 |
-0.24 |
-0.4% |
61.05 |
High |
61.66 |
62.43 |
0.77 |
1.2% |
63.49 |
Low |
60.24 |
60.60 |
0.36 |
0.6% |
60.24 |
Close |
61.36 |
60.91 |
-0.45 |
-0.7% |
61.36 |
Range |
1.42 |
1.83 |
0.41 |
28.9% |
3.25 |
ATR |
1.72 |
1.73 |
0.01 |
0.4% |
0.00 |
Volume |
35,702 |
27,568 |
-8,134 |
-22.8% |
182,018 |
|
Daily Pivots for day following 18-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.80 |
65.69 |
61.92 |
|
R3 |
64.97 |
63.86 |
61.41 |
|
R2 |
63.14 |
63.14 |
61.25 |
|
R1 |
62.03 |
62.03 |
61.08 |
61.67 |
PP |
61.31 |
61.31 |
61.31 |
61.14 |
S1 |
60.20 |
60.20 |
60.74 |
59.84 |
S2 |
59.48 |
59.48 |
60.57 |
|
S3 |
57.65 |
58.37 |
60.41 |
|
S4 |
55.82 |
56.54 |
59.90 |
|
|
Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.45 |
69.65 |
63.15 |
|
R3 |
68.20 |
66.40 |
62.25 |
|
R2 |
64.95 |
64.95 |
61.96 |
|
R1 |
63.15 |
63.15 |
61.66 |
64.05 |
PP |
61.70 |
61.70 |
61.70 |
62.15 |
S1 |
59.90 |
59.90 |
61.06 |
60.80 |
S2 |
58.45 |
58.45 |
60.76 |
|
S3 |
55.20 |
56.65 |
60.47 |
|
S4 |
51.95 |
53.40 |
59.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
63.49 |
60.24 |
3.25 |
5.3% |
1.66 |
2.7% |
21% |
False |
False |
34,772 |
10 |
64.45 |
59.90 |
4.55 |
7.5% |
1.78 |
2.9% |
22% |
False |
False |
38,558 |
20 |
64.45 |
58.32 |
6.13 |
10.1% |
1.63 |
2.7% |
42% |
False |
False |
39,892 |
40 |
64.45 |
51.12 |
13.33 |
21.9% |
1.82 |
3.0% |
73% |
False |
False |
39,210 |
60 |
64.45 |
49.69 |
14.76 |
24.2% |
1.80 |
3.0% |
76% |
False |
False |
35,911 |
80 |
64.45 |
49.69 |
14.76 |
24.2% |
1.92 |
3.1% |
76% |
False |
False |
34,133 |
100 |
64.45 |
49.69 |
14.76 |
24.2% |
1.94 |
3.2% |
76% |
False |
False |
30,003 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.21 |
2.618 |
67.22 |
1.618 |
65.39 |
1.000 |
64.26 |
0.618 |
63.56 |
HIGH |
62.43 |
0.618 |
61.73 |
0.500 |
61.52 |
0.382 |
61.30 |
LOW |
60.60 |
0.618 |
59.47 |
1.000 |
58.77 |
1.618 |
57.64 |
2.618 |
55.81 |
4.250 |
52.82 |
|
|
Fisher Pivots for day following 18-May-2015 |
Pivot |
1 day |
3 day |
R1 |
61.52 |
61.45 |
PP |
61.31 |
61.27 |
S1 |
61.11 |
61.09 |
|