NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 28-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2015 |
28-May-2015 |
Change |
Change % |
Previous Week |
Open |
59.69 |
58.68 |
-1.01 |
-1.7% |
62.05 |
High |
60.16 |
59.05 |
-1.11 |
-1.8% |
63.00 |
Low |
58.46 |
57.68 |
-0.78 |
-1.3% |
59.48 |
Close |
58.54 |
58.67 |
0.13 |
0.2% |
60.99 |
Range |
1.70 |
1.37 |
-0.33 |
-19.4% |
3.52 |
ATR |
1.63 |
1.61 |
-0.02 |
-1.1% |
0.00 |
Volume |
11,484 |
21,434 |
9,950 |
86.6% |
68,051 |
|
Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.58 |
61.99 |
59.42 |
|
R3 |
61.21 |
60.62 |
59.05 |
|
R2 |
59.84 |
59.84 |
58.92 |
|
R1 |
59.25 |
59.25 |
58.80 |
58.86 |
PP |
58.47 |
58.47 |
58.47 |
58.27 |
S1 |
57.88 |
57.88 |
58.54 |
57.49 |
S2 |
57.10 |
57.10 |
58.42 |
|
S3 |
55.73 |
56.51 |
58.29 |
|
S4 |
54.36 |
55.14 |
57.92 |
|
|
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 |
57.68 |
4.34 |
7.4% |
1.71 |
2.9% |
23% |
False |
True |
15,925 |
10 |
63.30 |
57.68 |
5.62 |
9.6% |
1.59 |
2.7% |
18% |
False |
True |
13,371 |
20 |
65.03 |
57.68 |
7.35 |
12.5% |
1.56 |
2.7% |
13% |
False |
True |
13,948 |
40 |
65.03 |
53.92 |
11.11 |
18.9% |
1.57 |
2.7% |
43% |
False |
False |
12,428 |
60 |
65.03 |
51.33 |
13.70 |
23.4% |
1.55 |
2.6% |
54% |
False |
False |
10,949 |
80 |
65.03 |
51.33 |
13.70 |
23.4% |
1.63 |
2.8% |
54% |
False |
False |
9,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.87 |
2.618 |
62.64 |
1.618 |
61.27 |
1.000 |
60.42 |
0.618 |
59.90 |
HIGH |
59.05 |
0.618 |
58.53 |
0.500 |
58.37 |
0.382 |
58.20 |
LOW |
57.68 |
0.618 |
56.83 |
1.000 |
56.31 |
1.618 |
55.46 |
2.618 |
54.09 |
4.250 |
51.86 |
|
|
Fisher Pivots for day following 28-May-2015 |
Pivot |
1 day |
3 day |
R1 |
58.57 |
59.54 |
PP |
58.47 |
59.25 |
S1 |
58.37 |
58.96 |
|