NYMEX Light Sweet Crude Oil Future October 2015
Trading Metrics calculated at close of trading on 29-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2015 |
29-May-2015 |
Change |
Change % |
Previous Week |
Open |
58.58 |
58.75 |
0.17 |
0.3% |
60.85 |
High |
58.74 |
61.20 |
2.46 |
4.2% |
61.20 |
Low |
57.32 |
58.39 |
1.07 |
1.9% |
57.32 |
Close |
58.37 |
60.96 |
2.59 |
4.4% |
60.96 |
Range |
1.42 |
2.81 |
1.39 |
97.9% |
3.88 |
ATR |
1.67 |
1.75 |
0.08 |
5.0% |
0.00 |
Volume |
32,768 |
29,115 |
-3,653 |
-11.1% |
100,089 |
|
Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.61 |
67.60 |
62.51 |
|
R3 |
65.80 |
64.79 |
61.73 |
|
R2 |
62.99 |
62.99 |
61.48 |
|
R1 |
61.98 |
61.98 |
61.22 |
62.49 |
PP |
60.18 |
60.18 |
60.18 |
60.44 |
S1 |
59.17 |
59.17 |
60.70 |
59.68 |
S2 |
57.37 |
57.37 |
60.44 |
|
S3 |
54.56 |
56.36 |
60.19 |
|
S4 |
51.75 |
53.55 |
59.41 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.47 |
70.09 |
63.09 |
|
R3 |
67.59 |
66.21 |
62.03 |
|
R2 |
63.71 |
63.71 |
61.67 |
|
R1 |
62.33 |
62.33 |
61.32 |
63.02 |
PP |
59.83 |
59.83 |
59.83 |
60.17 |
S1 |
58.45 |
58.45 |
60.60 |
59.14 |
S2 |
55.95 |
55.95 |
60.25 |
|
S3 |
52.07 |
54.57 |
59.89 |
|
S4 |
48.19 |
50.69 |
58.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61.57 |
57.32 |
4.25 |
7.0% |
1.93 |
3.2% |
86% |
False |
False |
26,285 |
10 |
62.73 |
57.32 |
5.41 |
8.9% |
1.77 |
2.9% |
67% |
False |
False |
21,711 |
20 |
64.74 |
57.32 |
7.42 |
12.2% |
1.68 |
2.8% |
49% |
False |
False |
20,944 |
40 |
64.74 |
53.24 |
11.50 |
18.9% |
1.68 |
2.8% |
67% |
False |
False |
19,831 |
60 |
64.74 |
50.54 |
14.20 |
23.3% |
1.68 |
2.8% |
73% |
False |
False |
17,358 |
80 |
64.74 |
50.54 |
14.20 |
23.3% |
1.73 |
2.8% |
73% |
False |
False |
15,645 |
100 |
64.74 |
50.54 |
14.20 |
23.3% |
1.77 |
2.9% |
73% |
False |
False |
13,765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.14 |
2.618 |
68.56 |
1.618 |
65.75 |
1.000 |
64.01 |
0.618 |
62.94 |
HIGH |
61.20 |
0.618 |
60.13 |
0.500 |
59.80 |
0.382 |
59.46 |
LOW |
58.39 |
0.618 |
56.65 |
1.000 |
55.58 |
1.618 |
53.84 |
2.618 |
51.03 |
4.250 |
46.45 |
|
|
Fisher Pivots for day following 29-May-2015 |
Pivot |
1 day |
3 day |
R1 |
60.57 |
60.39 |
PP |
60.18 |
59.83 |
S1 |
59.80 |
59.26 |
|