NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 26-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2015 |
26-May-2015 |
Change |
Change % |
Previous Week |
Open |
61.82 |
61.07 |
-0.75 |
-1.2% |
62.05 |
High |
61.82 |
61.40 |
-0.42 |
-0.7% |
63.00 |
Low |
60.58 |
59.09 |
-1.49 |
-2.5% |
59.48 |
Close |
60.99 |
59.37 |
-1.62 |
-2.7% |
60.99 |
Range |
1.24 |
2.31 |
1.07 |
86.3% |
3.52 |
ATR |
1.57 |
1.63 |
0.05 |
3.3% |
0.00 |
Volume |
17,735 |
11,248 |
-6,487 |
-36.6% |
68,051 |
|
Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.88 |
65.44 |
60.64 |
|
R3 |
64.57 |
63.13 |
60.01 |
|
R2 |
62.26 |
62.26 |
59.79 |
|
R1 |
60.82 |
60.82 |
59.58 |
60.39 |
PP |
59.95 |
59.95 |
59.95 |
59.74 |
S1 |
58.51 |
58.51 |
59.16 |
58.08 |
S2 |
57.64 |
57.64 |
58.95 |
|
S3 |
55.33 |
56.20 |
58.73 |
|
S4 |
53.02 |
53.89 |
58.10 |
|
|
Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.72 |
69.87 |
62.93 |
|
R3 |
68.20 |
66.35 |
61.96 |
|
R2 |
64.68 |
64.68 |
61.64 |
|
R1 |
62.83 |
62.83 |
61.31 |
62.00 |
PP |
61.16 |
61.16 |
61.16 |
60.74 |
S1 |
59.31 |
59.31 |
60.67 |
58.48 |
S2 |
57.64 |
57.64 |
60.34 |
|
S3 |
54.12 |
55.79 |
60.02 |
|
S4 |
50.60 |
52.27 |
59.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
62.02 |
59.09 |
2.93 |
4.9% |
1.68 |
2.8% |
10% |
False |
True |
13,733 |
10 |
64.04 |
59.09 |
4.95 |
8.3% |
1.62 |
2.7% |
6% |
False |
True |
12,509 |
20 |
65.03 |
59.09 |
5.94 |
10.0% |
1.56 |
2.6% |
5% |
False |
True |
13,250 |
40 |
65.03 |
53.92 |
11.11 |
18.7% |
1.54 |
2.6% |
49% |
False |
False |
11,892 |
60 |
65.03 |
51.33 |
13.70 |
23.1% |
1.54 |
2.6% |
59% |
False |
False |
10,607 |
80 |
65.03 |
51.33 |
13.70 |
23.1% |
1.67 |
2.8% |
59% |
False |
False |
9,657 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.22 |
2.618 |
67.45 |
1.618 |
65.14 |
1.000 |
63.71 |
0.618 |
62.83 |
HIGH |
61.40 |
0.618 |
60.52 |
0.500 |
60.25 |
0.382 |
59.97 |
LOW |
59.09 |
0.618 |
57.66 |
1.000 |
56.78 |
1.618 |
55.35 |
2.618 |
53.04 |
4.250 |
49.27 |
|
|
Fisher Pivots for day following 26-May-2015 |
Pivot |
1 day |
3 day |
R1 |
60.25 |
60.56 |
PP |
59.95 |
60.16 |
S1 |
59.66 |
59.77 |
|