NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 05-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2015 |
05-May-2015 |
Change |
Change % |
Previous Week |
Open |
59.30 |
58.95 |
-0.35 |
-0.6% |
57.30 |
High |
59.73 |
61.10 |
1.37 |
2.3% |
59.90 |
Low |
58.45 |
58.63 |
0.18 |
0.3% |
56.07 |
Close |
58.93 |
60.40 |
1.47 |
2.5% |
59.15 |
Range |
1.28 |
2.47 |
1.19 |
93.0% |
3.83 |
ATR |
1.99 |
2.03 |
0.03 |
1.7% |
0.00 |
Volume |
215,046 |
389,743 |
174,697 |
81.2% |
1,528,594 |
|
Daily Pivots for day following 05-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.45 |
66.40 |
61.76 |
|
R3 |
64.98 |
63.93 |
61.08 |
|
R2 |
62.51 |
62.51 |
60.85 |
|
R1 |
61.46 |
61.46 |
60.63 |
61.99 |
PP |
60.04 |
60.04 |
60.04 |
60.31 |
S1 |
58.99 |
58.99 |
60.17 |
59.52 |
S2 |
57.57 |
57.57 |
59.95 |
|
S3 |
55.10 |
56.52 |
59.72 |
|
S4 |
52.63 |
54.05 |
59.04 |
|
|
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 |
61.10 |
56.54 |
4.56 |
7.5% |
1.92 |
3.2% |
85% |
True |
False |
320,192 |
10 |
61.10 |
55.73 |
5.37 |
8.9% |
1.83 |
3.0% |
87% |
True |
False |
320,690 |
20 |
61.10 |
51.78 |
9.32 |
15.4% |
1.92 |
3.2% |
92% |
True |
False |
292,714 |
40 |
61.10 |
45.93 |
15.17 |
25.1% |
2.12 |
3.5% |
95% |
True |
False |
200,641 |
60 |
61.10 |
45.93 |
15.17 |
25.1% |
2.13 |
3.5% |
95% |
True |
False |
169,412 |
80 |
61.10 |
45.93 |
15.17 |
25.1% |
2.30 |
3.8% |
95% |
True |
False |
146,978 |
100 |
64.34 |
45.93 |
18.41 |
30.5% |
2.38 |
3.9% |
79% |
False |
False |
126,401 |
120 |
78.20 |
45.93 |
32.27 |
53.4% |
2.36 |
3.9% |
45% |
False |
False |
111,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.60 |
2.618 |
67.57 |
1.618 |
65.10 |
1.000 |
63.57 |
0.618 |
62.63 |
HIGH |
61.10 |
0.618 |
60.16 |
0.500 |
59.87 |
0.382 |
59.57 |
LOW |
58.63 |
0.618 |
57.10 |
1.000 |
56.16 |
1.618 |
54.63 |
2.618 |
52.16 |
4.250 |
48.13 |
|
|
Fisher Pivots for day following 05-May-2015 |
Pivot |
1 day |
3 day |
R1 |
60.22 |
60.17 |
PP |
60.04 |
59.94 |
S1 |
59.87 |
59.71 |
|