NYMEX Light Sweet Crude Oil Future December 2015
Trading Metrics calculated at close of trading on 29-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2015 |
29-May-2015 |
Change |
Change % |
Previous Week |
Open |
59.00 |
59.16 |
0.16 |
0.3% |
61.47 |
High |
59.40 |
61.73 |
2.33 |
3.9% |
61.85 |
Low |
58.00 |
58.99 |
0.99 |
1.7% |
58.00 |
Close |
59.00 |
61.51 |
2.51 |
4.3% |
61.51 |
Range |
1.40 |
2.74 |
1.34 |
95.7% |
3.85 |
ATR |
1.67 |
1.75 |
0.08 |
4.6% |
0.00 |
Volume |
63,821 |
58,785 |
-5,036 |
-7.9% |
203,523 |
|
Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.96 |
67.98 |
63.02 |
|
R3 |
66.22 |
65.24 |
62.26 |
|
R2 |
63.48 |
63.48 |
62.01 |
|
R1 |
62.50 |
62.50 |
61.76 |
62.99 |
PP |
60.74 |
60.74 |
60.74 |
60.99 |
S1 |
59.76 |
59.76 |
61.26 |
60.25 |
S2 |
58.00 |
58.00 |
61.01 |
|
S3 |
55.26 |
57.02 |
60.76 |
|
S4 |
52.52 |
54.28 |
60.00 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.00 |
70.61 |
63.63 |
|
R3 |
68.15 |
66.76 |
62.57 |
|
R2 |
64.30 |
64.30 |
62.22 |
|
R1 |
62.91 |
62.91 |
61.86 |
63.61 |
PP |
60.45 |
60.45 |
60.45 |
60.80 |
S1 |
59.06 |
59.06 |
61.16 |
59.76 |
S2 |
56.60 |
56.60 |
60.80 |
|
S3 |
52.75 |
55.21 |
60.45 |
|
S4 |
48.90 |
51.36 |
59.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
62.14 |
58.00 |
4.14 |
6.7% |
1.92 |
3.1% |
85% |
False |
False |
52,281 |
10 |
63.39 |
58.00 |
5.39 |
8.8% |
1.77 |
2.9% |
65% |
False |
False |
45,437 |
20 |
65.38 |
58.00 |
7.38 |
12.0% |
1.68 |
2.7% |
48% |
False |
False |
49,671 |
40 |
65.38 |
54.54 |
10.84 |
17.6% |
1.69 |
2.7% |
64% |
False |
False |
53,853 |
60 |
65.38 |
51.95 |
13.43 |
21.8% |
1.77 |
2.9% |
71% |
False |
False |
49,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.38 |
2.618 |
68.90 |
1.618 |
66.16 |
1.000 |
64.47 |
0.618 |
63.42 |
HIGH |
61.73 |
0.618 |
60.68 |
0.500 |
60.36 |
0.382 |
60.04 |
LOW |
58.99 |
0.618 |
57.30 |
1.000 |
56.25 |
1.618 |
54.56 |
2.618 |
51.82 |
4.250 |
47.35 |
|
|
Fisher Pivots for day following 29-May-2015 |
Pivot |
1 day |
3 day |
R1 |
61.13 |
60.96 |
PP |
60.74 |
60.41 |
S1 |
60.36 |
59.87 |
|