NYMEX Light Sweet Crude Oil Future September 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 |
61.80 |
61.65 |
-0.15 |
-0.2% |
61.05 |
| High |
62.65 |
61.66 |
-0.99 |
-1.6% |
63.49 |
| Low |
61.26 |
60.24 |
-1.02 |
-1.7% |
60.24 |
| Close |
61.73 |
61.36 |
-0.37 |
-0.6% |
61.36 |
| Range |
1.39 |
1.42 |
0.03 |
2.2% |
3.25 |
| ATR |
1.74 |
1.72 |
-0.02 |
-1.0% |
0.00 |
| Volume |
42,601 |
35,702 |
-6,899 |
-16.2% |
182,018 |
|
| Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.35 |
64.77 |
62.14 |
|
| R3 |
63.93 |
63.35 |
61.75 |
|
| R2 |
62.51 |
62.51 |
61.62 |
|
| R1 |
61.93 |
61.93 |
61.49 |
61.51 |
| PP |
61.09 |
61.09 |
61.09 |
60.88 |
| S1 |
60.51 |
60.51 |
61.23 |
60.09 |
| S2 |
59.67 |
59.67 |
61.10 |
|
| S3 |
58.25 |
59.09 |
60.97 |
|
| S4 |
56.83 |
57.67 |
60.58 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.45 |
69.65 |
63.15 |
|
| R3 |
68.20 |
66.40 |
62.25 |
|
| R2 |
64.95 |
64.95 |
61.96 |
|
| R1 |
63.15 |
63.15 |
61.66 |
64.05 |
| PP |
61.70 |
61.70 |
61.70 |
62.15 |
| S1 |
59.90 |
59.90 |
61.06 |
60.80 |
| S2 |
58.45 |
58.45 |
60.76 |
|
| S3 |
55.20 |
56.65 |
60.47 |
|
| S4 |
51.95 |
53.40 |
59.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
63.49 |
60.24 |
3.25 |
5.3% |
1.48 |
2.4% |
34% |
False |
True |
36,403 |
| 10 |
64.45 |
59.90 |
4.55 |
7.4% |
1.70 |
2.8% |
32% |
False |
False |
38,849 |
| 20 |
64.45 |
58.32 |
6.13 |
10.0% |
1.64 |
2.7% |
50% |
False |
False |
40,274 |
| 40 |
64.45 |
50.43 |
14.02 |
22.8% |
1.82 |
3.0% |
78% |
False |
False |
39,077 |
| 60 |
64.45 |
49.69 |
14.76 |
24.1% |
1.78 |
2.9% |
79% |
False |
False |
35,982 |
| 80 |
64.45 |
49.69 |
14.76 |
24.1% |
1.93 |
3.1% |
79% |
False |
False |
34,127 |
| 100 |
64.45 |
49.69 |
14.76 |
24.1% |
1.95 |
3.2% |
79% |
False |
False |
29,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
67.70 |
|
2.618 |
65.38 |
|
1.618 |
63.96 |
|
1.000 |
63.08 |
|
0.618 |
62.54 |
|
HIGH |
61.66 |
|
0.618 |
61.12 |
|
0.500 |
60.95 |
|
0.382 |
60.78 |
|
LOW |
60.24 |
|
0.618 |
59.36 |
|
1.000 |
58.82 |
|
1.618 |
57.94 |
|
2.618 |
56.52 |
|
4.250 |
54.21 |
|
|
| Fisher Pivots for day following 15-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
61.22 |
61.87 |
| PP |
61.09 |
61.70 |
| S1 |
60.95 |
61.53 |
|