NYMEX Light Sweet Crude Oil Future October 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 |
61.47 |
60.85 |
-0.62 |
-1.0% |
61.65 |
High |
61.57 |
61.18 |
-0.39 |
-0.6% |
62.73 |
Low |
60.28 |
58.70 |
-1.58 |
-2.6% |
59.07 |
Close |
60.67 |
59.01 |
-1.66 |
-2.7% |
60.67 |
Range |
1.29 |
2.48 |
1.19 |
92.2% |
3.66 |
ATR |
1.63 |
1.69 |
0.06 |
3.7% |
0.00 |
Volume |
31,338 |
18,705 |
-12,633 |
-40.3% |
101,556 |
|
Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.07 |
65.52 |
60.37 |
|
R3 |
64.59 |
63.04 |
59.69 |
|
R2 |
62.11 |
62.11 |
59.46 |
|
R1 |
60.56 |
60.56 |
59.24 |
60.10 |
PP |
59.63 |
59.63 |
59.63 |
59.40 |
S1 |
58.08 |
58.08 |
58.78 |
57.62 |
S2 |
57.15 |
57.15 |
58.56 |
|
S3 |
54.67 |
55.60 |
58.33 |
|
S4 |
52.19 |
53.12 |
57.65 |
|
|
Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.80 |
69.90 |
62.68 |
|
R3 |
68.14 |
66.24 |
61.68 |
|
R2 |
64.48 |
64.48 |
61.34 |
|
R1 |
62.58 |
62.58 |
61.01 |
61.70 |
PP |
60.82 |
60.82 |
60.82 |
60.39 |
S1 |
58.92 |
58.92 |
60.33 |
58.04 |
S2 |
57.16 |
57.16 |
60.00 |
|
S3 |
53.50 |
55.26 |
59.66 |
|
S4 |
49.84 |
51.60 |
58.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61.77 |
58.70 |
3.07 |
5.2% |
1.73 |
2.9% |
10% |
False |
True |
20,930 |
10 |
63.75 |
58.70 |
5.05 |
8.6% |
1.67 |
2.8% |
6% |
False |
True |
19,250 |
20 |
64.74 |
58.70 |
6.04 |
10.2% |
1.63 |
2.8% |
5% |
False |
True |
19,820 |
40 |
64.74 |
52.98 |
11.76 |
19.9% |
1.65 |
2.8% |
51% |
False |
False |
18,436 |
60 |
64.74 |
50.54 |
14.20 |
24.1% |
1.64 |
2.8% |
60% |
False |
False |
16,541 |
80 |
64.74 |
50.54 |
14.20 |
24.1% |
1.79 |
3.0% |
60% |
False |
False |
14,960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.72 |
2.618 |
67.67 |
1.618 |
65.19 |
1.000 |
63.66 |
0.618 |
62.71 |
HIGH |
61.18 |
0.618 |
60.23 |
0.500 |
59.94 |
0.382 |
59.65 |
LOW |
58.70 |
0.618 |
57.17 |
1.000 |
56.22 |
1.618 |
54.69 |
2.618 |
52.21 |
4.250 |
48.16 |
|
|
Fisher Pivots for day following 26-May-2015 |
Pivot |
1 day |
3 day |
R1 |
59.94 |
60.24 |
PP |
59.63 |
59.83 |
S1 |
59.32 |
59.42 |
|