NYMEX Light Sweet Crude Oil Future November 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 |
61.82 |
63.62 |
1.80 |
2.9% |
62.29 |
High |
63.66 |
64.04 |
0.38 |
0.6% |
65.03 |
Low |
61.74 |
62.56 |
0.82 |
1.3% |
60.64 |
Close |
63.26 |
62.98 |
-0.28 |
-0.4% |
61.88 |
Range |
1.92 |
1.48 |
-0.44 |
-22.9% |
4.39 |
ATR |
1.60 |
1.59 |
-0.01 |
-0.5% |
0.00 |
Volume |
11,315 |
12,982 |
1,667 |
14.7% |
72,609 |
|
Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.63 |
66.79 |
63.79 |
|
R3 |
66.15 |
65.31 |
63.39 |
|
R2 |
64.67 |
64.67 |
63.25 |
|
R1 |
63.83 |
63.83 |
63.12 |
63.51 |
PP |
63.19 |
63.19 |
63.19 |
63.04 |
S1 |
62.35 |
62.35 |
62.84 |
62.03 |
S2 |
61.71 |
61.71 |
62.71 |
|
S3 |
60.23 |
60.87 |
62.57 |
|
S4 |
58.75 |
59.39 |
62.17 |
|
|
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 |
64.04 |
60.64 |
3.40 |
5.4% |
1.68 |
2.7% |
69% |
True |
False |
15,339 |
10 |
65.03 |
60.64 |
4.39 |
7.0% |
1.53 |
2.4% |
53% |
False |
False |
14,525 |
20 |
65.03 |
59.33 |
5.70 |
9.1% |
1.49 |
2.4% |
64% |
False |
False |
12,939 |
40 |
65.03 |
51.33 |
13.70 |
21.8% |
1.62 |
2.6% |
85% |
False |
False |
11,115 |
60 |
65.03 |
51.33 |
13.70 |
21.8% |
1.53 |
2.4% |
85% |
False |
False |
9,846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.33 |
2.618 |
67.91 |
1.618 |
66.43 |
1.000 |
65.52 |
0.618 |
64.95 |
HIGH |
64.04 |
0.618 |
63.47 |
0.500 |
63.30 |
0.382 |
63.13 |
LOW |
62.56 |
0.618 |
61.65 |
1.000 |
61.08 |
1.618 |
60.17 |
2.618 |
58.69 |
4.250 |
56.27 |
|
|
Fisher Pivots for day following 13-May-2015 |
Pivot |
1 day |
3 day |
R1 |
63.30 |
62.87 |
PP |
63.19 |
62.77 |
S1 |
63.09 |
62.66 |
|