NYMEX Light Sweet Crude Oil Future July 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 |
60.47 |
60.19 |
-0.28 |
-0.5% |
59.00 |
High |
60.88 |
62.20 |
1.32 |
2.2% |
60.95 |
Low |
59.70 |
59.91 |
0.21 |
0.4% |
57.67 |
Close |
60.16 |
61.50 |
1.34 |
2.2% |
60.36 |
Range |
1.18 |
2.29 |
1.11 |
94.1% |
3.28 |
ATR |
1.88 |
1.91 |
0.03 |
1.6% |
0.00 |
Volume |
72,930 |
52,385 |
-20,545 |
-28.2% |
469,753 |
|
Daily Pivots for day following 05-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.07 |
67.08 |
62.76 |
|
R3 |
65.78 |
64.79 |
62.13 |
|
R2 |
63.49 |
63.49 |
61.92 |
|
R1 |
62.50 |
62.50 |
61.71 |
63.00 |
PP |
61.20 |
61.20 |
61.20 |
61.45 |
S1 |
60.21 |
60.21 |
61.29 |
60.71 |
S2 |
58.91 |
58.91 |
61.08 |
|
S3 |
56.62 |
57.92 |
60.87 |
|
S4 |
54.33 |
55.63 |
60.24 |
|
|
Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.50 |
68.21 |
62.16 |
|
R3 |
66.22 |
64.93 |
61.26 |
|
R2 |
62.94 |
62.94 |
60.96 |
|
R1 |
61.65 |
61.65 |
60.66 |
62.30 |
PP |
59.66 |
59.66 |
59.66 |
59.98 |
S1 |
58.37 |
58.37 |
60.06 |
59.02 |
S2 |
56.38 |
56.38 |
59.76 |
|
S3 |
53.10 |
55.09 |
59.46 |
|
S4 |
49.82 |
51.81 |
58.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
62.20 |
58.00 |
4.20 |
6.8% |
1.77 |
2.9% |
83% |
True |
False |
86,555 |
10 |
62.20 |
56.99 |
5.21 |
8.5% |
1.70 |
2.8% |
87% |
True |
False |
88,340 |
20 |
62.20 |
52.89 |
9.31 |
15.1% |
1.81 |
2.9% |
92% |
True |
False |
92,370 |
40 |
62.20 |
47.46 |
14.74 |
24.0% |
2.02 |
3.3% |
95% |
True |
False |
69,239 |
60 |
62.20 |
47.46 |
14.74 |
24.0% |
2.01 |
3.3% |
95% |
True |
False |
61,532 |
80 |
62.20 |
47.46 |
14.74 |
24.0% |
2.18 |
3.5% |
95% |
True |
False |
52,081 |
100 |
64.44 |
47.46 |
16.98 |
27.6% |
2.23 |
3.6% |
83% |
False |
False |
43,545 |
120 |
78.21 |
47.46 |
30.75 |
50.0% |
2.20 |
3.6% |
46% |
False |
False |
37,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.93 |
2.618 |
68.20 |
1.618 |
65.91 |
1.000 |
64.49 |
0.618 |
63.62 |
HIGH |
62.20 |
0.618 |
61.33 |
0.500 |
61.06 |
0.382 |
60.78 |
LOW |
59.91 |
0.618 |
58.49 |
1.000 |
57.62 |
1.618 |
56.20 |
2.618 |
53.91 |
4.250 |
50.18 |
|
|
Fisher Pivots for day following 05-May-2015 |
Pivot |
1 day |
3 day |
R1 |
61.35 |
61.29 |
PP |
61.20 |
61.09 |
S1 |
61.06 |
60.88 |
|