NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 19-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2015 |
19-May-2015 |
Change |
Change % |
Previous Week |
Open |
62.05 |
61.68 |
-0.37 |
-0.6% |
61.71 |
High |
63.00 |
61.68 |
-1.32 |
-2.1% |
64.04 |
Low |
61.23 |
59.48 |
-1.75 |
-2.9% |
61.04 |
Close |
61.51 |
59.51 |
-2.00 |
-3.3% |
62.07 |
Range |
1.77 |
2.20 |
0.43 |
24.3% |
3.00 |
ATR |
1.57 |
1.62 |
0.04 |
2.9% |
0.00 |
Volume |
10,630 |
8,313 |
-2,317 |
-21.8% |
64,680 |
|
Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.82 |
65.37 |
60.72 |
|
R3 |
64.62 |
63.17 |
60.12 |
|
R2 |
62.42 |
62.42 |
59.91 |
|
R1 |
60.97 |
60.97 |
59.71 |
60.60 |
PP |
60.22 |
60.22 |
60.22 |
60.04 |
S1 |
58.77 |
58.77 |
59.31 |
58.40 |
S2 |
58.02 |
58.02 |
59.11 |
|
S3 |
55.82 |
56.57 |
58.91 |
|
S4 |
53.62 |
54.37 |
58.30 |
|
|
Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.38 |
69.73 |
63.72 |
|
R3 |
68.38 |
66.73 |
62.90 |
|
R2 |
65.38 |
65.38 |
62.62 |
|
R1 |
63.73 |
63.73 |
62.35 |
64.56 |
PP |
62.38 |
62.38 |
62.38 |
62.80 |
S1 |
60.73 |
60.73 |
61.80 |
61.56 |
S2 |
59.38 |
59.38 |
61.52 |
|
S3 |
56.38 |
57.73 |
61.25 |
|
S4 |
53.38 |
54.73 |
60.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
64.04 |
59.48 |
4.56 |
7.7% |
1.61 |
2.7% |
1% |
False |
True |
10,684 |
10 |
65.03 |
59.48 |
5.55 |
9.3% |
1.68 |
2.8% |
1% |
False |
True |
13,246 |
20 |
65.03 |
59.33 |
5.70 |
9.6% |
1.51 |
2.5% |
3% |
False |
False |
12,598 |
40 |
65.03 |
53.53 |
11.50 |
19.3% |
1.57 |
2.6% |
52% |
False |
False |
11,317 |
60 |
65.03 |
51.33 |
13.70 |
23.0% |
1.54 |
2.6% |
60% |
False |
False |
10,039 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.03 |
2.618 |
67.44 |
1.618 |
65.24 |
1.000 |
63.88 |
0.618 |
63.04 |
HIGH |
61.68 |
0.618 |
60.84 |
0.500 |
60.58 |
0.382 |
60.32 |
LOW |
59.48 |
0.618 |
58.12 |
1.000 |
57.28 |
1.618 |
55.92 |
2.618 |
53.72 |
4.250 |
50.13 |
|
|
Fisher Pivots for day following 19-May-2015 |
Pivot |
1 day |
3 day |
R1 |
60.58 |
61.24 |
PP |
60.22 |
60.66 |
S1 |
59.87 |
60.09 |
|