NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 01-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2015 |
01-May-2015 |
Change |
Change % |
Previous Week |
Open |
58.55 |
59.79 |
1.24 |
2.1% |
57.30 |
High |
59.85 |
59.90 |
0.05 |
0.1% |
59.90 |
Low |
58.38 |
58.32 |
-0.06 |
-0.1% |
56.07 |
Close |
59.63 |
59.15 |
-0.48 |
-0.8% |
59.15 |
Range |
1.47 |
1.58 |
0.11 |
7.5% |
3.83 |
ATR |
2.08 |
2.05 |
-0.04 |
-1.7% |
0.00 |
Volume |
340,322 |
244,753 |
-95,569 |
-28.1% |
1,528,594 |
|
Daily Pivots for day following 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.86 |
63.09 |
60.02 |
|
R3 |
62.28 |
61.51 |
59.58 |
|
R2 |
60.70 |
60.70 |
59.44 |
|
R1 |
59.93 |
59.93 |
59.29 |
59.53 |
PP |
59.12 |
59.12 |
59.12 |
58.92 |
S1 |
58.35 |
58.35 |
59.01 |
57.95 |
S2 |
57.54 |
57.54 |
58.86 |
|
S3 |
55.96 |
56.77 |
58.72 |
|
S4 |
54.38 |
55.19 |
58.28 |
|
|
Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.86 |
68.34 |
61.26 |
|
R3 |
66.03 |
64.51 |
60.20 |
|
R2 |
62.20 |
62.20 |
59.85 |
|
R1 |
60.68 |
60.68 |
59.50 |
61.44 |
PP |
58.37 |
58.37 |
58.37 |
58.76 |
S1 |
56.85 |
56.85 |
58.80 |
57.61 |
S2 |
54.54 |
54.54 |
58.45 |
|
S3 |
50.71 |
53.02 |
58.10 |
|
S4 |
46.88 |
49.19 |
57.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
59.90 |
56.07 |
3.83 |
6.5% |
1.79 |
3.0% |
80% |
True |
False |
305,718 |
10 |
59.90 |
55.73 |
4.17 |
7.0% |
1.87 |
3.2% |
82% |
True |
False |
334,084 |
20 |
59.90 |
50.90 |
9.00 |
15.2% |
2.01 |
3.4% |
92% |
True |
False |
275,075 |
40 |
59.90 |
45.93 |
13.97 |
23.6% |
2.11 |
3.6% |
95% |
True |
False |
190,641 |
60 |
59.90 |
45.93 |
13.97 |
23.6% |
2.18 |
3.7% |
95% |
True |
False |
163,145 |
80 |
59.90 |
45.93 |
13.97 |
23.6% |
2.31 |
3.9% |
95% |
True |
False |
141,135 |
100 |
66.29 |
45.93 |
20.36 |
34.4% |
2.39 |
4.0% |
65% |
False |
False |
121,183 |
120 |
79.86 |
45.93 |
33.93 |
57.4% |
2.37 |
4.0% |
39% |
False |
False |
106,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.62 |
2.618 |
64.04 |
1.618 |
62.46 |
1.000 |
61.48 |
0.618 |
60.88 |
HIGH |
59.90 |
0.618 |
59.30 |
0.500 |
59.11 |
0.382 |
58.92 |
LOW |
58.32 |
0.618 |
57.34 |
1.000 |
56.74 |
1.618 |
55.76 |
2.618 |
54.18 |
4.250 |
51.61 |
|
|
Fisher Pivots for day following 01-May-2015 |
Pivot |
1 day |
3 day |
R1 |
59.14 |
58.84 |
PP |
59.12 |
58.53 |
S1 |
59.11 |
58.22 |
|