NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 20-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2015 |
20-May-2015 |
Change |
Change % |
Previous Week |
Open |
61.68 |
59.80 |
-1.88 |
-3.0% |
61.71 |
High |
61.68 |
60.44 |
-1.24 |
-2.0% |
64.04 |
Low |
59.48 |
59.69 |
0.21 |
0.4% |
61.04 |
Close |
59.51 |
60.41 |
0.90 |
1.5% |
62.07 |
Range |
2.20 |
0.75 |
-1.45 |
-65.9% |
3.00 |
ATR |
1.62 |
1.57 |
-0.05 |
-3.0% |
0.00 |
Volume |
8,313 |
13,647 |
5,334 |
64.2% |
64,680 |
|
Daily Pivots for day following 20-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.43 |
62.17 |
60.82 |
|
R3 |
61.68 |
61.42 |
60.62 |
|
R2 |
60.93 |
60.93 |
60.55 |
|
R1 |
60.67 |
60.67 |
60.48 |
60.80 |
PP |
60.18 |
60.18 |
60.18 |
60.25 |
S1 |
59.92 |
59.92 |
60.34 |
60.05 |
S2 |
59.43 |
59.43 |
60.27 |
|
S3 |
58.68 |
59.17 |
60.20 |
|
S4 |
57.93 |
58.42 |
60.00 |
|
|
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 |
63.30 |
59.48 |
3.82 |
6.3% |
1.47 |
2.4% |
24% |
False |
False |
10,817 |
10 |
64.04 |
59.48 |
4.56 |
7.5% |
1.57 |
2.6% |
20% |
False |
False |
13,078 |
20 |
65.03 |
59.48 |
5.55 |
9.2% |
1.48 |
2.4% |
17% |
False |
False |
12,918 |
40 |
65.03 |
53.53 |
11.50 |
19.0% |
1.58 |
2.6% |
60% |
False |
False |
11,525 |
60 |
65.03 |
51.33 |
13.70 |
22.7% |
1.54 |
2.5% |
66% |
False |
False |
10,125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.63 |
2.618 |
62.40 |
1.618 |
61.65 |
1.000 |
61.19 |
0.618 |
60.90 |
HIGH |
60.44 |
0.618 |
60.15 |
0.500 |
60.07 |
0.382 |
59.98 |
LOW |
59.69 |
0.618 |
59.23 |
1.000 |
58.94 |
1.618 |
58.48 |
2.618 |
57.73 |
4.250 |
56.50 |
|
|
Fisher Pivots for day following 20-May-2015 |
Pivot |
1 day |
3 day |
R1 |
60.30 |
61.24 |
PP |
60.18 |
60.96 |
S1 |
60.07 |
60.69 |
|