NYMEX Light Sweet Crude Oil Future October 2015
Trading Metrics calculated at close of trading on 13-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2015 |
13-May-2015 |
Change |
Change % |
Previous Week |
Open |
61.39 |
63.31 |
1.92 |
3.1% |
62.09 |
High |
63.35 |
63.75 |
0.40 |
0.6% |
64.74 |
Low |
61.39 |
62.20 |
0.81 |
1.3% |
60.30 |
Close |
62.91 |
62.63 |
-0.28 |
-0.4% |
61.50 |
Range |
1.96 |
1.55 |
-0.41 |
-20.9% |
4.44 |
ATR |
1.68 |
1.67 |
-0.01 |
-0.6% |
0.00 |
Volume |
16,737 |
17,996 |
1,259 |
7.5% |
103,221 |
|
Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.51 |
66.62 |
63.48 |
|
R3 |
65.96 |
65.07 |
63.06 |
|
R2 |
64.41 |
64.41 |
62.91 |
|
R1 |
63.52 |
63.52 |
62.77 |
63.19 |
PP |
62.86 |
62.86 |
62.86 |
62.70 |
S1 |
61.97 |
61.97 |
62.49 |
61.64 |
S2 |
61.31 |
61.31 |
62.35 |
|
S3 |
59.76 |
60.42 |
62.20 |
|
S4 |
58.21 |
58.87 |
61.78 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.50 |
72.94 |
63.94 |
|
R3 |
71.06 |
68.50 |
62.72 |
|
R2 |
66.62 |
66.62 |
62.31 |
|
R1 |
64.06 |
64.06 |
61.91 |
63.12 |
PP |
62.18 |
62.18 |
62.18 |
61.71 |
S1 |
59.62 |
59.62 |
61.09 |
58.68 |
S2 |
57.74 |
57.74 |
60.69 |
|
S3 |
53.30 |
55.18 |
60.28 |
|
S4 |
48.86 |
50.74 |
59.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
63.75 |
60.30 |
3.45 |
5.5% |
1.73 |
2.8% |
68% |
True |
False |
20,997 |
10 |
64.74 |
60.30 |
4.44 |
7.1% |
1.59 |
2.5% |
52% |
False |
False |
20,585 |
20 |
64.74 |
58.74 |
6.00 |
9.6% |
1.59 |
2.5% |
65% |
False |
False |
20,329 |
40 |
64.74 |
50.54 |
14.20 |
22.7% |
1.71 |
2.7% |
85% |
False |
False |
17,224 |
60 |
64.74 |
50.54 |
14.20 |
22.7% |
1.65 |
2.6% |
85% |
False |
False |
15,338 |
80 |
64.74 |
50.54 |
14.20 |
22.7% |
1.75 |
2.8% |
85% |
False |
False |
13,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.34 |
2.618 |
67.81 |
1.618 |
66.26 |
1.000 |
65.30 |
0.618 |
64.71 |
HIGH |
63.75 |
0.618 |
63.16 |
0.500 |
62.98 |
0.382 |
62.79 |
LOW |
62.20 |
0.618 |
61.24 |
1.000 |
60.65 |
1.618 |
59.69 |
2.618 |
58.14 |
4.250 |
55.61 |
|
|
Fisher Pivots for day following 13-May-2015 |
Pivot |
1 day |
3 day |
R1 |
62.98 |
62.53 |
PP |
62.86 |
62.43 |
S1 |
62.75 |
62.33 |
|