NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 27-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2015 |
27-May-2015 |
Change |
Change % |
Previous Week |
Open |
61.07 |
59.69 |
-1.38 |
-2.3% |
62.05 |
High |
61.40 |
60.16 |
-1.24 |
-2.0% |
63.00 |
Low |
59.09 |
58.46 |
-0.63 |
-1.1% |
59.48 |
Close |
59.37 |
58.54 |
-0.83 |
-1.4% |
60.99 |
Range |
2.31 |
1.70 |
-0.61 |
-26.4% |
3.52 |
ATR |
1.63 |
1.63 |
0.01 |
0.3% |
0.00 |
Volume |
11,248 |
11,484 |
236 |
2.1% |
68,051 |
|
Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.15 |
63.05 |
59.48 |
|
R3 |
62.45 |
61.35 |
59.01 |
|
R2 |
60.75 |
60.75 |
58.85 |
|
R1 |
59.65 |
59.65 |
58.70 |
59.35 |
PP |
59.05 |
59.05 |
59.05 |
58.91 |
S1 |
57.95 |
57.95 |
58.38 |
57.65 |
S2 |
57.35 |
57.35 |
58.23 |
|
S3 |
55.65 |
56.25 |
58.07 |
|
S4 |
53.95 |
54.55 |
57.61 |
|
|
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 |
58.46 |
3.56 |
6.1% |
1.58 |
2.7% |
2% |
False |
True |
14,368 |
10 |
64.04 |
58.46 |
5.58 |
9.5% |
1.60 |
2.7% |
1% |
False |
True |
12,526 |
20 |
65.03 |
58.46 |
6.57 |
11.2% |
1.59 |
2.7% |
1% |
False |
True |
13,317 |
40 |
65.03 |
53.92 |
11.11 |
19.0% |
1.55 |
2.7% |
42% |
False |
False |
12,014 |
60 |
65.03 |
51.33 |
13.70 |
23.4% |
1.54 |
2.6% |
53% |
False |
False |
10,679 |
80 |
65.03 |
51.33 |
13.70 |
23.4% |
1.64 |
2.8% |
53% |
False |
False |
9,736 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.39 |
2.618 |
64.61 |
1.618 |
62.91 |
1.000 |
61.86 |
0.618 |
61.21 |
HIGH |
60.16 |
0.618 |
59.51 |
0.500 |
59.31 |
0.382 |
59.11 |
LOW |
58.46 |
0.618 |
57.41 |
1.000 |
56.76 |
1.618 |
55.71 |
2.618 |
54.01 |
4.250 |
51.24 |
|
|
Fisher Pivots for day following 27-May-2015 |
Pivot |
1 day |
3 day |
R1 |
59.31 |
60.14 |
PP |
59.05 |
59.61 |
S1 |
58.80 |
59.07 |
|