NYMEX Light Sweet Crude Oil Future June 2015
| Trading Metrics calculated at close of trading on 13-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2015 |
13-May-2015 |
Change |
Change % |
Previous Week |
| Open |
59.27 |
61.23 |
1.96 |
3.3% |
59.30 |
| High |
61.36 |
61.85 |
0.49 |
0.8% |
62.58 |
| Low |
59.12 |
60.02 |
0.90 |
1.5% |
58.14 |
| Close |
60.75 |
60.50 |
-0.25 |
-0.4% |
59.39 |
| Range |
2.24 |
1.83 |
-0.41 |
-18.3% |
4.44 |
| ATR |
2.02 |
2.00 |
-0.01 |
-0.7% |
0.00 |
| Volume |
397,345 |
426,835 |
29,490 |
7.4% |
1,899,969 |
|
| Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.28 |
65.22 |
61.51 |
|
| R3 |
64.45 |
63.39 |
61.00 |
|
| R2 |
62.62 |
62.62 |
60.84 |
|
| R1 |
61.56 |
61.56 |
60.67 |
61.18 |
| PP |
60.79 |
60.79 |
60.79 |
60.60 |
| S1 |
59.73 |
59.73 |
60.33 |
59.35 |
| S2 |
58.96 |
58.96 |
60.16 |
|
| S3 |
57.13 |
57.90 |
60.00 |
|
| S4 |
55.30 |
56.07 |
59.49 |
|
|
| 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 |
61.85 |
58.14 |
3.71 |
6.1% |
1.95 |
3.2% |
64% |
True |
False |
405,694 |
| 10 |
62.58 |
58.14 |
4.44 |
7.3% |
1.86 |
3.1% |
53% |
False |
False |
364,191 |
| 20 |
62.58 |
55.73 |
6.85 |
11.3% |
1.90 |
3.1% |
70% |
False |
False |
346,313 |
| 40 |
62.58 |
45.93 |
16.65 |
27.5% |
2.13 |
3.5% |
88% |
False |
False |
246,280 |
| 60 |
62.58 |
45.93 |
16.65 |
27.5% |
2.08 |
3.4% |
88% |
False |
False |
199,816 |
| 80 |
62.58 |
45.93 |
16.65 |
27.5% |
2.22 |
3.7% |
88% |
False |
False |
171,902 |
| 100 |
62.58 |
45.93 |
16.65 |
27.5% |
2.32 |
3.8% |
88% |
False |
False |
147,730 |
| 120 |
77.70 |
45.93 |
31.77 |
52.5% |
2.37 |
3.9% |
46% |
False |
False |
130,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
69.63 |
|
2.618 |
66.64 |
|
1.618 |
64.81 |
|
1.000 |
63.68 |
|
0.618 |
62.98 |
|
HIGH |
61.85 |
|
0.618 |
61.15 |
|
0.500 |
60.94 |
|
0.382 |
60.72 |
|
LOW |
60.02 |
|
0.618 |
58.89 |
|
1.000 |
58.19 |
|
1.618 |
57.06 |
|
2.618 |
55.23 |
|
4.250 |
52.24 |
|
|
| Fisher Pivots for day following 13-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
60.94 |
60.43 |
| PP |
60.79 |
60.37 |
| S1 |
60.65 |
60.30 |
|