NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 20-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2015 |
20-May-2015 |
Change |
Change % |
Previous Week |
Open |
60.99 |
59.09 |
-1.90 |
-3.1% |
61.05 |
High |
61.08 |
59.80 |
-1.28 |
-2.1% |
63.49 |
Low |
58.75 |
58.90 |
0.15 |
0.3% |
60.24 |
Close |
58.80 |
59.75 |
0.95 |
1.6% |
61.36 |
Range |
2.33 |
0.90 |
-1.43 |
-61.4% |
3.25 |
ATR |
1.78 |
1.72 |
-0.06 |
-3.1% |
0.00 |
Volume |
33,166 |
35,220 |
2,054 |
6.2% |
182,018 |
|
Daily Pivots for day following 20-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.18 |
61.87 |
60.25 |
|
R3 |
61.28 |
60.97 |
60.00 |
|
R2 |
60.38 |
60.38 |
59.92 |
|
R1 |
60.07 |
60.07 |
59.83 |
60.23 |
PP |
59.48 |
59.48 |
59.48 |
59.56 |
S1 |
59.17 |
59.17 |
59.67 |
59.33 |
S2 |
58.58 |
58.58 |
59.59 |
|
S3 |
57.68 |
58.27 |
59.50 |
|
S4 |
56.78 |
57.37 |
59.26 |
|
|
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 |
62.65 |
58.75 |
3.90 |
6.5% |
1.57 |
2.6% |
26% |
False |
False |
34,851 |
10 |
63.49 |
58.75 |
4.74 |
7.9% |
1.69 |
2.8% |
21% |
False |
False |
38,269 |
20 |
64.45 |
58.70 |
5.75 |
9.6% |
1.64 |
2.7% |
18% |
False |
False |
40,275 |
40 |
64.45 |
52.02 |
12.43 |
20.8% |
1.82 |
3.0% |
62% |
False |
False |
39,840 |
60 |
64.45 |
49.69 |
14.76 |
24.7% |
1.80 |
3.0% |
68% |
False |
False |
36,086 |
80 |
64.45 |
49.69 |
14.76 |
24.7% |
1.92 |
3.2% |
68% |
False |
False |
34,258 |
100 |
64.45 |
49.69 |
14.76 |
24.7% |
1.94 |
3.2% |
68% |
False |
False |
30,476 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.63 |
2.618 |
62.16 |
1.618 |
61.26 |
1.000 |
60.70 |
0.618 |
60.36 |
HIGH |
59.80 |
0.618 |
59.46 |
0.500 |
59.35 |
0.382 |
59.24 |
LOW |
58.90 |
0.618 |
58.34 |
1.000 |
58.00 |
1.618 |
57.44 |
2.618 |
56.54 |
4.250 |
55.08 |
|
|
Fisher Pivots for day following 20-May-2015 |
Pivot |
1 day |
3 day |
R1 |
59.62 |
60.59 |
PP |
59.48 |
60.31 |
S1 |
59.35 |
60.03 |
|