NYMEX Light Sweet Crude Oil Future July 2015
| Trading Metrics calculated at close of trading on 15-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2015 |
15-May-2015 |
Change |
Change % |
Previous Week |
| Open |
61.13 |
60.69 |
-0.44 |
-0.7% |
60.25 |
| High |
61.80 |
60.82 |
-0.98 |
-1.6% |
62.75 |
| Low |
60.38 |
59.32 |
-1.06 |
-1.8% |
59.32 |
| Close |
60.84 |
60.54 |
-0.30 |
-0.5% |
60.54 |
| Range |
1.42 |
1.50 |
0.08 |
5.6% |
3.43 |
| ATR |
1.88 |
1.85 |
-0.03 |
-1.4% |
0.00 |
| Volume |
187,240 |
190,734 |
3,494 |
1.9% |
950,510 |
|
| Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.73 |
64.13 |
61.37 |
|
| R3 |
63.23 |
62.63 |
60.95 |
|
| R2 |
61.73 |
61.73 |
60.82 |
|
| R1 |
61.13 |
61.13 |
60.68 |
60.68 |
| PP |
60.23 |
60.23 |
60.23 |
60.00 |
| S1 |
59.63 |
59.63 |
60.40 |
59.18 |
| S2 |
58.73 |
58.73 |
60.27 |
|
| S3 |
57.23 |
58.13 |
60.13 |
|
| S4 |
55.73 |
56.63 |
59.72 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.16 |
69.28 |
62.43 |
|
| R3 |
67.73 |
65.85 |
61.48 |
|
| R2 |
64.30 |
64.30 |
61.17 |
|
| R1 |
62.42 |
62.42 |
60.85 |
63.36 |
| PP |
60.87 |
60.87 |
60.87 |
61.34 |
| S1 |
58.99 |
58.99 |
60.23 |
59.93 |
| S2 |
57.44 |
57.44 |
59.91 |
|
| S3 |
54.01 |
55.56 |
59.60 |
|
| S4 |
50.58 |
52.13 |
58.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
62.75 |
59.32 |
3.43 |
5.7% |
1.58 |
2.6% |
36% |
False |
True |
190,102 |
| 10 |
63.62 |
59.09 |
4.53 |
7.5% |
1.80 |
3.0% |
32% |
False |
False |
155,472 |
| 20 |
63.62 |
56.99 |
6.63 |
11.0% |
1.77 |
2.9% |
54% |
False |
False |
123,123 |
| 40 |
63.62 |
48.20 |
15.42 |
25.5% |
1.96 |
3.2% |
80% |
False |
False |
95,196 |
| 60 |
63.62 |
47.46 |
16.16 |
26.7% |
1.92 |
3.2% |
81% |
False |
False |
80,081 |
| 80 |
63.62 |
47.46 |
16.16 |
26.7% |
2.10 |
3.5% |
81% |
False |
False |
68,191 |
| 100 |
63.62 |
47.46 |
16.16 |
26.7% |
2.13 |
3.5% |
81% |
False |
False |
57,043 |
| 120 |
77.60 |
47.46 |
30.14 |
49.8% |
2.22 |
3.7% |
43% |
False |
False |
48,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
67.20 |
|
2.618 |
64.75 |
|
1.618 |
63.25 |
|
1.000 |
62.32 |
|
0.618 |
61.75 |
|
HIGH |
60.82 |
|
0.618 |
60.25 |
|
0.500 |
60.07 |
|
0.382 |
59.89 |
|
LOW |
59.32 |
|
0.618 |
58.39 |
|
1.000 |
57.82 |
|
1.618 |
56.89 |
|
2.618 |
55.39 |
|
4.250 |
52.95 |
|
|
| Fisher Pivots for day following 15-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
60.38 |
61.04 |
| PP |
60.23 |
60.87 |
| S1 |
60.07 |
60.71 |
|