NYMEX Light Sweet Crude Oil Future June 2015
| Trading Metrics calculated at close of trading on 19-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2015 |
19-May-2015 |
Change |
Change % |
Previous Week |
| Open |
59.85 |
59.54 |
-0.31 |
-0.5% |
59.43 |
| High |
60.88 |
59.63 |
-1.25 |
-2.1% |
61.85 |
| Low |
59.06 |
57.09 |
-1.97 |
-3.3% |
58.42 |
| Close |
59.43 |
57.26 |
-2.17 |
-3.7% |
59.69 |
| Range |
1.82 |
2.54 |
0.72 |
39.6% |
3.43 |
| ATR |
1.93 |
1.97 |
0.04 |
2.3% |
0.00 |
| Volume |
144,389 |
24,691 |
-119,698 |
-82.9% |
1,740,395 |
|
| Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.61 |
63.98 |
58.66 |
|
| R3 |
63.07 |
61.44 |
57.96 |
|
| R2 |
60.53 |
60.53 |
57.73 |
|
| R1 |
58.90 |
58.90 |
57.49 |
58.45 |
| PP |
57.99 |
57.99 |
57.99 |
57.77 |
| S1 |
56.36 |
56.36 |
57.03 |
55.91 |
| S2 |
55.45 |
55.45 |
56.79 |
|
| S3 |
52.91 |
53.82 |
56.56 |
|
| S4 |
50.37 |
51.28 |
55.86 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.28 |
68.41 |
61.58 |
|
| R3 |
66.85 |
64.98 |
60.63 |
|
| R2 |
63.42 |
63.42 |
60.32 |
|
| R1 |
61.55 |
61.55 |
60.00 |
62.49 |
| PP |
59.99 |
59.99 |
59.99 |
60.45 |
| S1 |
58.12 |
58.12 |
59.38 |
59.06 |
| S2 |
56.56 |
56.56 |
59.06 |
|
| S3 |
53.13 |
54.69 |
58.75 |
|
| S4 |
49.70 |
51.26 |
57.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
61.85 |
57.09 |
4.76 |
8.3% |
1.84 |
3.2% |
4% |
False |
True |
235,887 |
| 10 |
62.58 |
57.09 |
5.49 |
9.6% |
1.92 |
3.3% |
3% |
False |
True |
320,465 |
| 20 |
62.58 |
55.73 |
6.85 |
12.0% |
1.87 |
3.3% |
22% |
False |
False |
320,578 |
| 40 |
62.58 |
48.41 |
14.17 |
24.7% |
2.06 |
3.6% |
62% |
False |
False |
254,215 |
| 60 |
62.58 |
45.93 |
16.65 |
29.1% |
2.04 |
3.6% |
68% |
False |
False |
205,716 |
| 80 |
62.58 |
45.93 |
16.65 |
29.1% |
2.20 |
3.8% |
68% |
False |
False |
177,730 |
| 100 |
62.58 |
45.93 |
16.65 |
29.1% |
2.25 |
3.9% |
68% |
False |
False |
153,228 |
| 120 |
76.75 |
45.93 |
30.82 |
53.8% |
2.37 |
4.1% |
37% |
False |
False |
135,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
70.43 |
|
2.618 |
66.28 |
|
1.618 |
63.74 |
|
1.000 |
62.17 |
|
0.618 |
61.20 |
|
HIGH |
59.63 |
|
0.618 |
58.66 |
|
0.500 |
58.36 |
|
0.382 |
58.06 |
|
LOW |
57.09 |
|
0.618 |
55.52 |
|
1.000 |
54.55 |
|
1.618 |
52.98 |
|
2.618 |
50.44 |
|
4.250 |
46.30 |
|
|
| Fisher Pivots for day following 19-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
58.36 |
58.99 |
| PP |
57.99 |
58.41 |
| S1 |
57.63 |
57.84 |
|