NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 26-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2015 |
26-May-2015 |
Change |
Change % |
Previous Week |
Open |
61.40 |
60.75 |
-0.65 |
-1.1% |
61.41 |
High |
61.40 |
60.91 |
-0.49 |
-0.8% |
62.43 |
Low |
60.04 |
58.44 |
-1.60 |
-2.7% |
58.75 |
Close |
60.43 |
58.75 |
-1.68 |
-2.8% |
60.43 |
Range |
1.36 |
2.47 |
1.11 |
81.6% |
3.68 |
ATR |
1.72 |
1.77 |
0.05 |
3.1% |
0.00 |
Volume |
53,983 |
32,761 |
-21,222 |
-39.3% |
182,101 |
|
Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.78 |
65.23 |
60.11 |
|
R3 |
64.31 |
62.76 |
59.43 |
|
R2 |
61.84 |
61.84 |
59.20 |
|
R1 |
60.29 |
60.29 |
58.98 |
59.83 |
PP |
59.37 |
59.37 |
59.37 |
59.14 |
S1 |
57.82 |
57.82 |
58.52 |
57.36 |
S2 |
56.90 |
56.90 |
58.30 |
|
S3 |
54.43 |
55.35 |
58.07 |
|
S4 |
51.96 |
52.88 |
57.39 |
|
|
Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.58 |
69.68 |
62.45 |
|
R3 |
67.90 |
66.00 |
61.44 |
|
R2 |
64.22 |
64.22 |
61.10 |
|
R1 |
62.32 |
62.32 |
60.77 |
61.43 |
PP |
60.54 |
60.54 |
60.54 |
60.09 |
S1 |
58.64 |
58.64 |
60.09 |
57.75 |
S2 |
56.86 |
56.86 |
59.76 |
|
S3 |
53.18 |
54.96 |
59.42 |
|
S4 |
49.50 |
51.28 |
58.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61.54 |
58.44 |
3.10 |
5.3% |
1.83 |
3.1% |
10% |
False |
True |
37,458 |
10 |
63.49 |
58.44 |
5.05 |
8.6% |
1.75 |
3.0% |
6% |
False |
True |
36,115 |
20 |
64.45 |
58.44 |
6.01 |
10.2% |
1.70 |
2.9% |
5% |
False |
True |
38,136 |
40 |
64.45 |
52.13 |
12.32 |
21.0% |
1.76 |
3.0% |
54% |
False |
False |
39,779 |
60 |
64.45 |
49.69 |
14.76 |
25.1% |
1.79 |
3.1% |
61% |
False |
False |
36,631 |
80 |
64.45 |
49.69 |
14.76 |
25.1% |
1.95 |
3.3% |
61% |
False |
False |
35,110 |
100 |
64.45 |
49.69 |
14.76 |
25.1% |
1.94 |
3.3% |
61% |
False |
False |
31,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.41 |
2.618 |
67.38 |
1.618 |
64.91 |
1.000 |
63.38 |
0.618 |
62.44 |
HIGH |
60.91 |
0.618 |
59.97 |
0.500 |
59.68 |
0.382 |
59.38 |
LOW |
58.44 |
0.618 |
56.91 |
1.000 |
55.97 |
1.618 |
54.44 |
2.618 |
51.97 |
4.250 |
47.94 |
|
|
Fisher Pivots for day following 26-May-2015 |
Pivot |
1 day |
3 day |
R1 |
59.68 |
59.99 |
PP |
59.37 |
59.58 |
S1 |
59.06 |
59.16 |
|