NYMEX Light Sweet Crude Oil Future June 2015
| Trading Metrics calculated at close of trading on 12-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2015 |
12-May-2015 |
Change |
Change % |
Previous Week |
| Open |
59.43 |
59.27 |
-0.16 |
-0.3% |
59.30 |
| High |
59.85 |
61.36 |
1.51 |
2.5% |
62.58 |
| Low |
58.75 |
59.12 |
0.37 |
0.6% |
58.14 |
| Close |
59.25 |
60.75 |
1.50 |
2.5% |
59.39 |
| Range |
1.10 |
2.24 |
1.14 |
103.6% |
4.44 |
| ATR |
2.00 |
2.02 |
0.02 |
0.9% |
0.00 |
| Volume |
332,694 |
397,345 |
64,651 |
19.4% |
1,899,969 |
|
| Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.13 |
66.18 |
61.98 |
|
| R3 |
64.89 |
63.94 |
61.37 |
|
| R2 |
62.65 |
62.65 |
61.16 |
|
| R1 |
61.70 |
61.70 |
60.96 |
62.18 |
| PP |
60.41 |
60.41 |
60.41 |
60.65 |
| S1 |
59.46 |
59.46 |
60.54 |
59.94 |
| S2 |
58.17 |
58.17 |
60.34 |
|
| S3 |
55.93 |
57.22 |
60.13 |
|
| S4 |
53.69 |
54.98 |
59.52 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.36 |
70.81 |
61.83 |
|
| R3 |
68.92 |
66.37 |
60.61 |
|
| R2 |
64.48 |
64.48 |
60.20 |
|
| R1 |
61.93 |
61.93 |
59.80 |
63.21 |
| PP |
60.04 |
60.04 |
60.04 |
60.67 |
| S1 |
57.49 |
57.49 |
58.98 |
58.77 |
| S2 |
55.60 |
55.60 |
58.58 |
|
| S3 |
51.16 |
53.05 |
58.17 |
|
| S4 |
46.72 |
48.61 |
56.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
62.58 |
58.14 |
4.44 |
7.3% |
1.99 |
3.3% |
59% |
False |
False |
405,043 |
| 10 |
62.58 |
56.54 |
6.04 |
9.9% |
1.96 |
3.2% |
70% |
False |
False |
362,618 |
| 20 |
62.58 |
54.88 |
7.70 |
12.7% |
1.96 |
3.2% |
76% |
False |
False |
341,650 |
| 40 |
62.58 |
45.93 |
16.65 |
27.4% |
2.13 |
3.5% |
89% |
False |
False |
238,277 |
| 60 |
62.58 |
45.93 |
16.65 |
27.4% |
2.09 |
3.4% |
89% |
False |
False |
194,261 |
| 80 |
62.58 |
45.93 |
16.65 |
27.4% |
2.24 |
3.7% |
89% |
False |
False |
167,957 |
| 100 |
62.58 |
45.93 |
16.65 |
27.4% |
2.35 |
3.9% |
89% |
False |
False |
144,240 |
| 120 |
77.70 |
45.93 |
31.77 |
52.3% |
2.37 |
3.9% |
47% |
False |
False |
126,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
70.88 |
|
2.618 |
67.22 |
|
1.618 |
64.98 |
|
1.000 |
63.60 |
|
0.618 |
62.74 |
|
HIGH |
61.36 |
|
0.618 |
60.50 |
|
0.500 |
60.24 |
|
0.382 |
59.98 |
|
LOW |
59.12 |
|
0.618 |
57.74 |
|
1.000 |
56.88 |
|
1.618 |
55.50 |
|
2.618 |
53.26 |
|
4.250 |
49.60 |
|
|
| Fisher Pivots for day following 12-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
60.58 |
60.42 |
| PP |
60.41 |
60.08 |
| S1 |
60.24 |
59.75 |
|