NYMEX Light Sweet Crude Oil Future July 2015
| Trading Metrics calculated at close of trading on 27-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2015 |
27-May-2015 |
Change |
Change % |
Previous Week |
| Open |
60.05 |
58.32 |
-1.73 |
-2.9% |
60.62 |
| High |
60.25 |
58.95 |
-1.30 |
-2.2% |
61.71 |
| Low |
57.71 |
57.36 |
-0.35 |
-0.6% |
57.93 |
| Close |
58.03 |
57.51 |
-0.52 |
-0.9% |
59.72 |
| Range |
2.54 |
1.59 |
-0.95 |
-37.4% |
3.78 |
| ATR |
1.89 |
1.87 |
-0.02 |
-1.1% |
0.00 |
| Volume |
330,128 |
314,917 |
-15,211 |
-4.6% |
1,489,098 |
|
| Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.71 |
61.70 |
58.38 |
|
| R3 |
61.12 |
60.11 |
57.95 |
|
| R2 |
59.53 |
59.53 |
57.80 |
|
| R1 |
58.52 |
58.52 |
57.66 |
58.23 |
| PP |
57.94 |
57.94 |
57.94 |
57.80 |
| S1 |
56.93 |
56.93 |
57.36 |
56.64 |
| S2 |
56.35 |
56.35 |
57.22 |
|
| S3 |
54.76 |
55.34 |
57.07 |
|
| S4 |
53.17 |
53.75 |
56.64 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.13 |
69.20 |
61.80 |
|
| R3 |
67.35 |
65.42 |
60.76 |
|
| R2 |
63.57 |
63.57 |
60.41 |
|
| R1 |
61.64 |
61.64 |
60.07 |
60.72 |
| PP |
59.79 |
59.79 |
59.79 |
59.32 |
| S1 |
57.86 |
57.86 |
59.37 |
56.94 |
| S2 |
56.01 |
56.01 |
59.03 |
|
| S3 |
52.23 |
54.08 |
58.68 |
|
| S4 |
48.45 |
50.30 |
57.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
60.94 |
57.36 |
3.58 |
6.2% |
1.75 |
3.0% |
4% |
False |
True |
298,449 |
| 10 |
62.75 |
57.36 |
5.39 |
9.4% |
1.78 |
3.1% |
3% |
False |
True |
273,295 |
| 20 |
63.62 |
57.36 |
6.26 |
10.9% |
1.82 |
3.2% |
2% |
False |
True |
199,816 |
| 40 |
63.62 |
50.23 |
13.39 |
23.3% |
1.89 |
3.3% |
54% |
False |
False |
141,231 |
| 60 |
63.62 |
47.46 |
16.16 |
28.1% |
1.92 |
3.3% |
62% |
False |
False |
110,134 |
| 80 |
63.62 |
47.46 |
16.16 |
28.1% |
2.09 |
3.6% |
62% |
False |
False |
92,880 |
| 100 |
63.62 |
47.46 |
16.16 |
28.1% |
2.13 |
3.7% |
62% |
False |
False |
77,957 |
| 120 |
69.01 |
47.46 |
21.55 |
37.5% |
2.16 |
3.8% |
47% |
False |
False |
66,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.71 |
|
2.618 |
63.11 |
|
1.618 |
61.52 |
|
1.000 |
60.54 |
|
0.618 |
59.93 |
|
HIGH |
58.95 |
|
0.618 |
58.34 |
|
0.500 |
58.16 |
|
0.382 |
57.97 |
|
LOW |
57.36 |
|
0.618 |
56.38 |
|
1.000 |
55.77 |
|
1.618 |
54.79 |
|
2.618 |
53.20 |
|
4.250 |
50.60 |
|
|
| Fisher Pivots for day following 27-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
58.16 |
59.08 |
| PP |
57.94 |
58.56 |
| S1 |
57.73 |
58.03 |
|