NYMEX Light Sweet Crude Oil Future July 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 |
60.62 |
60.32 |
-0.30 |
-0.5% |
60.25 |
| High |
61.71 |
60.42 |
-1.29 |
-2.1% |
62.75 |
| Low |
59.85 |
57.93 |
-1.92 |
-3.2% |
59.32 |
| Close |
60.24 |
57.99 |
-2.25 |
-3.7% |
60.54 |
| Range |
1.86 |
2.49 |
0.63 |
33.9% |
3.43 |
| ATR |
1.85 |
1.90 |
0.05 |
2.4% |
0.00 |
| Volume |
305,118 |
336,779 |
31,661 |
10.4% |
950,510 |
|
| Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.25 |
64.61 |
59.36 |
|
| R3 |
63.76 |
62.12 |
58.67 |
|
| R2 |
61.27 |
61.27 |
58.45 |
|
| R1 |
59.63 |
59.63 |
58.22 |
59.21 |
| PP |
58.78 |
58.78 |
58.78 |
58.57 |
| S1 |
57.14 |
57.14 |
57.76 |
56.72 |
| S2 |
56.29 |
56.29 |
57.53 |
|
| S3 |
53.80 |
54.65 |
57.31 |
|
| S4 |
51.31 |
52.16 |
56.62 |
|
|
| 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 |
57.93 |
4.82 |
8.3% |
1.80 |
3.1% |
1% |
False |
True |
248,141 |
| 10 |
63.62 |
57.93 |
5.69 |
9.8% |
1.89 |
3.3% |
1% |
False |
True |
207,130 |
| 20 |
63.62 |
56.99 |
6.63 |
11.4% |
1.80 |
3.1% |
15% |
False |
False |
147,735 |
| 40 |
63.62 |
49.96 |
13.66 |
23.6% |
1.97 |
3.4% |
59% |
False |
False |
109,577 |
| 60 |
63.62 |
47.46 |
16.16 |
27.9% |
1.94 |
3.3% |
65% |
False |
False |
89,513 |
| 80 |
63.62 |
47.46 |
16.16 |
27.9% |
2.10 |
3.6% |
65% |
False |
False |
75,484 |
| 100 |
63.62 |
47.46 |
16.16 |
27.9% |
2.13 |
3.7% |
65% |
False |
False |
63,297 |
| 120 |
76.70 |
47.46 |
29.24 |
50.4% |
2.23 |
3.8% |
36% |
False |
False |
54,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.00 |
|
2.618 |
66.94 |
|
1.618 |
64.45 |
|
1.000 |
62.91 |
|
0.618 |
61.96 |
|
HIGH |
60.42 |
|
0.618 |
59.47 |
|
0.500 |
59.18 |
|
0.382 |
58.88 |
|
LOW |
57.93 |
|
0.618 |
56.39 |
|
1.000 |
55.44 |
|
1.618 |
53.90 |
|
2.618 |
51.41 |
|
4.250 |
47.35 |
|
|
| Fisher Pivots for day following 19-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
59.18 |
59.82 |
| PP |
58.78 |
59.21 |
| S1 |
58.39 |
58.60 |
|