NYMEX Light Sweet Crude Oil Future December 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 |
60.03 |
59.00 |
-1.03 |
-1.7% |
62.35 |
High |
60.55 |
59.40 |
-1.15 |
-1.9% |
63.39 |
Low |
58.80 |
58.00 |
-0.80 |
-1.4% |
59.84 |
Close |
58.87 |
59.00 |
0.13 |
0.2% |
61.30 |
Range |
1.75 |
1.40 |
-0.35 |
-20.0% |
3.55 |
ATR |
1.69 |
1.67 |
-0.02 |
-1.2% |
0.00 |
Volume |
43,531 |
63,821 |
20,290 |
46.6% |
208,756 |
|
Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.00 |
62.40 |
59.77 |
|
R3 |
61.60 |
61.00 |
59.39 |
|
R2 |
60.20 |
60.20 |
59.26 |
|
R1 |
59.60 |
59.60 |
59.13 |
59.70 |
PP |
58.80 |
58.80 |
58.80 |
58.85 |
S1 |
58.20 |
58.20 |
58.87 |
58.30 |
S2 |
57.40 |
57.40 |
58.74 |
|
S3 |
56.00 |
56.80 |
58.62 |
|
S4 |
54.60 |
55.40 |
58.23 |
|
|
Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.16 |
70.28 |
63.25 |
|
R3 |
68.61 |
66.73 |
62.28 |
|
R2 |
65.06 |
65.06 |
61.95 |
|
R1 |
63.18 |
63.18 |
61.63 |
62.35 |
PP |
61.51 |
61.51 |
61.51 |
61.09 |
S1 |
59.63 |
59.63 |
60.97 |
58.80 |
S2 |
57.96 |
57.96 |
60.65 |
|
S3 |
54.41 |
56.08 |
60.32 |
|
S4 |
50.86 |
52.53 |
59.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
62.39 |
58.00 |
4.39 |
7.4% |
1.76 |
3.0% |
23% |
False |
True |
47,887 |
10 |
63.65 |
58.00 |
5.65 |
9.6% |
1.63 |
2.8% |
18% |
False |
True |
45,545 |
20 |
65.38 |
58.00 |
7.38 |
12.5% |
1.61 |
2.7% |
14% |
False |
True |
50,908 |
40 |
65.38 |
54.32 |
11.06 |
18.7% |
1.68 |
2.9% |
42% |
False |
False |
53,250 |
60 |
65.38 |
51.95 |
13.43 |
22.8% |
1.74 |
3.0% |
52% |
False |
False |
49,607 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.35 |
2.618 |
63.07 |
1.618 |
61.67 |
1.000 |
60.80 |
0.618 |
60.27 |
HIGH |
59.40 |
0.618 |
58.87 |
0.500 |
58.70 |
0.382 |
58.53 |
LOW |
58.00 |
0.618 |
57.13 |
1.000 |
56.60 |
1.618 |
55.73 |
2.618 |
54.33 |
4.250 |
52.05 |
|
|
Fisher Pivots for day following 28-May-2015 |
Pivot |
1 day |
3 day |
R1 |
58.90 |
59.93 |
PP |
58.80 |
59.62 |
S1 |
58.70 |
59.31 |
|