NYMEX Light Sweet Crude Oil Future September 2015
| Trading Metrics calculated at close of trading on 29-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2015 |
29-May-2015 |
Change |
Change % |
Previous Week |
| Open |
58.17 |
58.45 |
0.28 |
0.5% |
60.75 |
| High |
58.55 |
61.10 |
2.55 |
4.4% |
61.10 |
| Low |
57.09 |
58.23 |
1.14 |
2.0% |
57.09 |
| Close |
58.20 |
60.79 |
2.59 |
4.5% |
60.79 |
| Range |
1.46 |
2.87 |
1.41 |
96.6% |
4.01 |
| ATR |
1.74 |
1.83 |
0.08 |
4.7% |
0.00 |
| Volume |
62,042 |
54,996 |
-7,046 |
-11.4% |
183,507 |
|
| Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.65 |
67.59 |
62.37 |
|
| R3 |
65.78 |
64.72 |
61.58 |
|
| R2 |
62.91 |
62.91 |
61.32 |
|
| R1 |
61.85 |
61.85 |
61.05 |
62.38 |
| PP |
60.04 |
60.04 |
60.04 |
60.31 |
| S1 |
58.98 |
58.98 |
60.53 |
59.51 |
| S2 |
57.17 |
57.17 |
60.26 |
|
| S3 |
54.30 |
56.11 |
60.00 |
|
| S4 |
51.43 |
53.24 |
59.21 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.69 |
70.25 |
63.00 |
|
| R3 |
67.68 |
66.24 |
61.89 |
|
| R2 |
63.67 |
63.67 |
61.53 |
|
| R1 |
62.23 |
62.23 |
61.16 |
62.95 |
| PP |
59.66 |
59.66 |
59.66 |
60.02 |
| S1 |
58.22 |
58.22 |
60.42 |
58.94 |
| S2 |
55.65 |
55.65 |
60.05 |
|
| S3 |
51.64 |
54.21 |
59.69 |
|
| S4 |
47.63 |
50.20 |
58.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
61.40 |
57.09 |
4.31 |
7.1% |
1.97 |
3.2% |
86% |
False |
False |
47,498 |
| 10 |
62.43 |
57.09 |
5.34 |
8.8% |
1.84 |
3.0% |
69% |
False |
False |
40,131 |
| 20 |
64.45 |
57.09 |
7.36 |
12.1% |
1.75 |
2.9% |
50% |
False |
False |
39,870 |
| 40 |
64.45 |
52.56 |
11.89 |
19.6% |
1.78 |
2.9% |
69% |
False |
False |
41,724 |
| 60 |
64.45 |
49.69 |
14.76 |
24.3% |
1.83 |
3.0% |
75% |
False |
False |
37,761 |
| 80 |
64.45 |
49.69 |
14.76 |
24.3% |
1.88 |
3.1% |
75% |
False |
False |
36,076 |
| 100 |
64.45 |
49.69 |
14.76 |
24.3% |
1.94 |
3.2% |
75% |
False |
False |
32,828 |
| 120 |
67.97 |
49.69 |
18.28 |
30.1% |
1.99 |
3.3% |
61% |
False |
False |
28,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.30 |
|
2.618 |
68.61 |
|
1.618 |
65.74 |
|
1.000 |
63.97 |
|
0.618 |
62.87 |
|
HIGH |
61.10 |
|
0.618 |
60.00 |
|
0.500 |
59.67 |
|
0.382 |
59.33 |
|
LOW |
58.23 |
|
0.618 |
56.46 |
|
1.000 |
55.36 |
|
1.618 |
53.59 |
|
2.618 |
50.72 |
|
4.250 |
46.03 |
|
|
| Fisher Pivots for day following 29-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
60.42 |
60.23 |
| PP |
60.04 |
59.66 |
| S1 |
59.67 |
59.10 |
|