NYMEX Light Sweet Crude Oil Future November 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 |
58.68 |
59.29 |
0.61 |
1.0% |
61.07 |
| High |
59.05 |
61.38 |
2.33 |
3.9% |
61.40 |
| Low |
57.68 |
58.70 |
1.02 |
1.8% |
57.68 |
| Close |
58.67 |
61.23 |
2.56 |
4.4% |
61.23 |
| Range |
1.37 |
2.68 |
1.31 |
95.6% |
3.72 |
| ATR |
1.61 |
1.69 |
0.08 |
4.9% |
0.00 |
| Volume |
21,434 |
19,179 |
-2,255 |
-10.5% |
63,345 |
|
| Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.48 |
67.53 |
62.70 |
|
| R3 |
65.80 |
64.85 |
61.97 |
|
| R2 |
63.12 |
63.12 |
61.72 |
|
| R1 |
62.17 |
62.17 |
61.48 |
62.65 |
| PP |
60.44 |
60.44 |
60.44 |
60.67 |
| S1 |
59.49 |
59.49 |
60.98 |
59.97 |
| S2 |
57.76 |
57.76 |
60.74 |
|
| S3 |
55.08 |
56.81 |
60.49 |
|
| S4 |
52.40 |
54.13 |
59.76 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.26 |
69.97 |
63.28 |
|
| R3 |
67.54 |
66.25 |
62.25 |
|
| R2 |
63.82 |
63.82 |
61.91 |
|
| R1 |
62.53 |
62.53 |
61.57 |
63.18 |
| PP |
60.10 |
60.10 |
60.10 |
60.43 |
| S1 |
58.81 |
58.81 |
60.89 |
59.46 |
| S2 |
56.38 |
56.38 |
60.55 |
|
| S3 |
52.66 |
55.09 |
60.21 |
|
| S4 |
48.94 |
51.37 |
59.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
61.82 |
57.68 |
4.14 |
6.8% |
1.86 |
3.0% |
86% |
False |
False |
16,216 |
| 10 |
63.00 |
57.68 |
5.32 |
8.7% |
1.73 |
2.8% |
67% |
False |
False |
14,000 |
| 20 |
65.03 |
57.68 |
7.35 |
12.0% |
1.63 |
2.7% |
48% |
False |
False |
14,012 |
| 40 |
65.03 |
54.00 |
11.03 |
18.0% |
1.57 |
2.6% |
66% |
False |
False |
12,739 |
| 60 |
65.03 |
51.33 |
13.70 |
22.4% |
1.59 |
2.6% |
72% |
False |
False |
11,181 |
| 80 |
65.03 |
51.33 |
13.70 |
22.4% |
1.61 |
2.6% |
72% |
False |
False |
10,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
72.77 |
|
2.618 |
68.40 |
|
1.618 |
65.72 |
|
1.000 |
64.06 |
|
0.618 |
63.04 |
|
HIGH |
61.38 |
|
0.618 |
60.36 |
|
0.500 |
60.04 |
|
0.382 |
59.72 |
|
LOW |
58.70 |
|
0.618 |
57.04 |
|
1.000 |
56.02 |
|
1.618 |
54.36 |
|
2.618 |
51.68 |
|
4.250 |
47.31 |
|
|
| Fisher Pivots for day following 29-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
60.83 |
60.66 |
| PP |
60.44 |
60.10 |
| S1 |
60.04 |
59.53 |
|