NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 12-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2015 |
12-May-2015 |
Change |
Change % |
Previous Week |
Open |
61.71 |
61.82 |
0.11 |
0.2% |
62.29 |
High |
62.10 |
63.66 |
1.56 |
2.5% |
65.03 |
Low |
61.28 |
61.74 |
0.46 |
0.8% |
60.64 |
Close |
61.93 |
63.26 |
1.33 |
2.1% |
61.88 |
Range |
0.82 |
1.92 |
1.10 |
134.1% |
4.39 |
ATR |
1.57 |
1.60 |
0.02 |
1.6% |
0.00 |
Volume |
18,884 |
11,315 |
-7,569 |
-40.1% |
72,609 |
|
Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.65 |
67.87 |
64.32 |
|
R3 |
66.73 |
65.95 |
63.79 |
|
R2 |
64.81 |
64.81 |
63.61 |
|
R1 |
64.03 |
64.03 |
63.44 |
64.42 |
PP |
62.89 |
62.89 |
62.89 |
63.08 |
S1 |
62.11 |
62.11 |
63.08 |
62.50 |
S2 |
60.97 |
60.97 |
62.91 |
|
S3 |
59.05 |
60.19 |
62.73 |
|
S4 |
57.13 |
58.27 |
62.20 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.69 |
73.17 |
64.29 |
|
R3 |
71.30 |
68.78 |
63.09 |
|
R2 |
66.91 |
66.91 |
62.68 |
|
R1 |
64.39 |
64.39 |
62.28 |
63.46 |
PP |
62.52 |
62.52 |
62.52 |
62.05 |
S1 |
60.00 |
60.00 |
61.48 |
59.07 |
S2 |
58.13 |
58.13 |
61.08 |
|
S3 |
53.74 |
55.61 |
60.67 |
|
S4 |
49.35 |
51.22 |
59.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
65.03 |
60.64 |
4.39 |
6.9% |
1.75 |
2.8% |
60% |
False |
False |
15,808 |
10 |
65.03 |
60.64 |
4.39 |
6.9% |
1.58 |
2.5% |
60% |
False |
False |
14,108 |
20 |
65.03 |
58.13 |
6.90 |
10.9% |
1.53 |
2.4% |
74% |
False |
False |
12,939 |
40 |
65.03 |
51.33 |
13.70 |
21.7% |
1.61 |
2.5% |
87% |
False |
False |
10,938 |
60 |
65.03 |
51.33 |
13.70 |
21.7% |
1.54 |
2.4% |
87% |
False |
False |
9,699 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.82 |
2.618 |
68.69 |
1.618 |
66.77 |
1.000 |
65.58 |
0.618 |
64.85 |
HIGH |
63.66 |
0.618 |
62.93 |
0.500 |
62.70 |
0.382 |
62.47 |
LOW |
61.74 |
0.618 |
60.55 |
1.000 |
59.82 |
1.618 |
58.63 |
2.618 |
56.71 |
4.250 |
53.58 |
|
|
Fisher Pivots for day following 12-May-2015 |
Pivot |
1 day |
3 day |
R1 |
63.07 |
62.89 |
PP |
62.89 |
62.52 |
S1 |
62.70 |
62.15 |
|