NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 21-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2015 |
21-May-2015 |
Change |
Change % |
Previous Week |
Open |
59.80 |
60.10 |
0.30 |
0.5% |
61.71 |
High |
60.44 |
62.02 |
1.58 |
2.6% |
64.04 |
Low |
59.69 |
60.10 |
0.41 |
0.7% |
61.04 |
Close |
60.41 |
61.92 |
1.51 |
2.5% |
62.07 |
Range |
0.75 |
1.92 |
1.17 |
156.0% |
3.00 |
ATR |
1.57 |
1.59 |
0.03 |
1.6% |
0.00 |
Volume |
13,647 |
17,726 |
4,079 |
29.9% |
64,680 |
|
Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.11 |
66.43 |
62.98 |
|
R3 |
65.19 |
64.51 |
62.45 |
|
R2 |
63.27 |
63.27 |
62.27 |
|
R1 |
62.59 |
62.59 |
62.10 |
62.93 |
PP |
61.35 |
61.35 |
61.35 |
61.52 |
S1 |
60.67 |
60.67 |
61.74 |
61.01 |
S2 |
59.43 |
59.43 |
61.57 |
|
S3 |
57.51 |
58.75 |
61.39 |
|
S4 |
55.59 |
56.83 |
60.86 |
|
|
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 |
63.00 |
59.48 |
3.52 |
5.7% |
1.59 |
2.6% |
69% |
False |
False |
11,784 |
10 |
64.04 |
59.48 |
4.56 |
7.4% |
1.51 |
2.4% |
54% |
False |
False |
13,162 |
20 |
65.03 |
59.48 |
5.55 |
9.0% |
1.47 |
2.4% |
44% |
False |
False |
13,320 |
40 |
65.03 |
53.92 |
11.11 |
17.9% |
1.59 |
2.6% |
72% |
False |
False |
11,757 |
60 |
65.03 |
51.33 |
13.70 |
22.1% |
1.53 |
2.5% |
77% |
False |
False |
10,349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.18 |
2.618 |
67.05 |
1.618 |
65.13 |
1.000 |
63.94 |
0.618 |
63.21 |
HIGH |
62.02 |
0.618 |
61.29 |
0.500 |
61.06 |
0.382 |
60.83 |
LOW |
60.10 |
0.618 |
58.91 |
1.000 |
58.18 |
1.618 |
56.99 |
2.618 |
55.07 |
4.250 |
51.94 |
|
|
Fisher Pivots for day following 21-May-2015 |
Pivot |
1 day |
3 day |
R1 |
61.63 |
61.53 |
PP |
61.35 |
61.14 |
S1 |
61.06 |
60.75 |
|