NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 19-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2015 |
19-May-2015 |
Change |
Change % |
Previous Week |
Open |
61.41 |
60.99 |
-0.42 |
-0.7% |
61.05 |
High |
62.43 |
61.08 |
-1.35 |
-2.2% |
63.49 |
Low |
60.60 |
58.75 |
-1.85 |
-3.1% |
60.24 |
Close |
60.91 |
58.80 |
-2.11 |
-3.5% |
61.36 |
Range |
1.83 |
2.33 |
0.50 |
27.3% |
3.25 |
ATR |
1.73 |
1.78 |
0.04 |
2.5% |
0.00 |
Volume |
27,568 |
33,166 |
5,598 |
20.3% |
182,018 |
|
Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.53 |
65.00 |
60.08 |
|
R3 |
64.20 |
62.67 |
59.44 |
|
R2 |
61.87 |
61.87 |
59.23 |
|
R1 |
60.34 |
60.34 |
59.01 |
59.94 |
PP |
59.54 |
59.54 |
59.54 |
59.35 |
S1 |
58.01 |
58.01 |
58.59 |
57.61 |
S2 |
57.21 |
57.21 |
58.37 |
|
S3 |
54.88 |
55.68 |
58.16 |
|
S4 |
52.55 |
53.35 |
57.52 |
|
|
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 |
58.75 |
4.74 |
8.1% |
1.72 |
2.9% |
1% |
False |
True |
34,857 |
10 |
64.45 |
58.75 |
5.70 |
9.7% |
1.80 |
3.1% |
1% |
False |
True |
39,551 |
20 |
64.45 |
58.32 |
6.13 |
10.4% |
1.67 |
2.8% |
8% |
False |
False |
40,036 |
40 |
64.45 |
52.01 |
12.44 |
21.2% |
1.83 |
3.1% |
55% |
False |
False |
39,418 |
60 |
64.45 |
49.69 |
14.76 |
25.1% |
1.81 |
3.1% |
62% |
False |
False |
36,086 |
80 |
64.45 |
49.69 |
14.76 |
25.1% |
1.93 |
3.3% |
62% |
False |
False |
34,087 |
100 |
64.45 |
49.69 |
14.76 |
25.1% |
1.94 |
3.3% |
62% |
False |
False |
30,205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.98 |
2.618 |
67.18 |
1.618 |
64.85 |
1.000 |
63.41 |
0.618 |
62.52 |
HIGH |
61.08 |
0.618 |
60.19 |
0.500 |
59.92 |
0.382 |
59.64 |
LOW |
58.75 |
0.618 |
57.31 |
1.000 |
56.42 |
1.618 |
54.98 |
2.618 |
52.65 |
4.250 |
48.85 |
|
|
Fisher Pivots for day following 19-May-2015 |
Pivot |
1 day |
3 day |
R1 |
59.92 |
60.59 |
PP |
59.54 |
59.99 |
S1 |
59.17 |
59.40 |
|