NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 04-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2015 |
04-May-2015 |
Change |
Change % |
Previous Week |
Open |
59.79 |
59.30 |
-0.49 |
-0.8% |
57.30 |
High |
59.90 |
59.73 |
-0.17 |
-0.3% |
59.90 |
Low |
58.32 |
58.45 |
0.13 |
0.2% |
56.07 |
Close |
59.15 |
58.93 |
-0.22 |
-0.4% |
59.15 |
Range |
1.58 |
1.28 |
-0.30 |
-19.0% |
3.83 |
ATR |
2.05 |
1.99 |
-0.05 |
-2.7% |
0.00 |
Volume |
244,753 |
215,046 |
-29,707 |
-12.1% |
1,528,594 |
|
Daily Pivots for day following 04-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.88 |
62.18 |
59.63 |
|
R3 |
61.60 |
60.90 |
59.28 |
|
R2 |
60.32 |
60.32 |
59.16 |
|
R1 |
59.62 |
59.62 |
59.05 |
59.33 |
PP |
59.04 |
59.04 |
59.04 |
58.89 |
S1 |
58.34 |
58.34 |
58.81 |
58.05 |
S2 |
57.76 |
57.76 |
58.70 |
|
S3 |
56.48 |
57.06 |
58.58 |
|
S4 |
55.20 |
55.78 |
58.23 |
|
|
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% |
1.78 |
3.0% |
75% |
False |
False |
298,616 |
10 |
59.90 |
55.73 |
4.17 |
7.1% |
1.78 |
3.0% |
77% |
False |
False |
317,140 |
20 |
59.90 |
51.78 |
8.12 |
13.8% |
1.94 |
3.3% |
88% |
False |
False |
278,610 |
40 |
59.90 |
45.93 |
13.97 |
23.7% |
2.09 |
3.5% |
93% |
False |
False |
193,151 |
60 |
59.90 |
45.93 |
13.97 |
23.7% |
2.12 |
3.6% |
93% |
False |
False |
164,947 |
80 |
59.90 |
45.93 |
13.97 |
23.7% |
2.29 |
3.9% |
93% |
False |
False |
142,888 |
100 |
65.15 |
45.93 |
19.22 |
32.6% |
2.37 |
4.0% |
68% |
False |
False |
123,045 |
120 |
79.86 |
45.93 |
33.93 |
57.6% |
2.36 |
4.0% |
38% |
False |
False |
108,467 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.17 |
2.618 |
63.08 |
1.618 |
61.80 |
1.000 |
61.01 |
0.618 |
60.52 |
HIGH |
59.73 |
0.618 |
59.24 |
0.500 |
59.09 |
0.382 |
58.94 |
LOW |
58.45 |
0.618 |
57.66 |
1.000 |
57.17 |
1.618 |
56.38 |
2.618 |
55.10 |
4.250 |
53.01 |
|
|
Fisher Pivots for day following 04-May-2015 |
Pivot |
1 day |
3 day |
R1 |
59.09 |
59.11 |
PP |
59.04 |
59.05 |
S1 |
58.98 |
58.99 |
|