NYMEX Light Sweet Crude Oil Future July 2015
| Trading Metrics calculated at close of trading on 06-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2015 |
06-May-2015 |
Change |
Change % |
Previous Week |
| Open |
60.19 |
61.74 |
1.55 |
2.6% |
59.00 |
| High |
62.20 |
63.62 |
1.42 |
2.3% |
60.95 |
| Low |
59.91 |
61.62 |
1.71 |
2.9% |
57.67 |
| Close |
61.50 |
62.00 |
0.50 |
0.8% |
60.36 |
| Range |
2.29 |
2.00 |
-0.29 |
-12.7% |
3.28 |
| ATR |
1.91 |
1.92 |
0.02 |
0.8% |
0.00 |
| Volume |
52,385 |
149,025 |
96,640 |
184.5% |
469,753 |
|
| Daily Pivots for day following 06-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.41 |
67.21 |
63.10 |
|
| R3 |
66.41 |
65.21 |
62.55 |
|
| R2 |
64.41 |
64.41 |
62.37 |
|
| R1 |
63.21 |
63.21 |
62.18 |
63.81 |
| PP |
62.41 |
62.41 |
62.41 |
62.72 |
| S1 |
61.21 |
61.21 |
61.82 |
61.81 |
| S2 |
60.41 |
60.41 |
61.63 |
|
| S3 |
58.41 |
59.21 |
61.45 |
|
| S4 |
56.41 |
57.21 |
60.90 |
|
|
| 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 |
63.62 |
59.56 |
4.06 |
6.5% |
1.64 |
2.6% |
60% |
True |
False |
101,586 |
| 10 |
63.62 |
57.19 |
6.43 |
10.4% |
1.75 |
2.8% |
75% |
True |
False |
94,496 |
| 20 |
63.62 |
52.98 |
10.64 |
17.2% |
1.79 |
2.9% |
85% |
True |
False |
93,961 |
| 40 |
63.62 |
47.46 |
16.16 |
26.1% |
2.02 |
3.3% |
90% |
True |
False |
71,570 |
| 60 |
63.62 |
47.46 |
16.16 |
26.1% |
2.02 |
3.3% |
90% |
True |
False |
63,375 |
| 80 |
63.62 |
47.46 |
16.16 |
26.1% |
2.18 |
3.5% |
90% |
True |
False |
53,764 |
| 100 |
63.62 |
47.46 |
16.16 |
26.1% |
2.22 |
3.6% |
90% |
True |
False |
44,941 |
| 120 |
77.94 |
47.46 |
30.48 |
49.2% |
2.21 |
3.6% |
48% |
False |
False |
38,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
72.12 |
|
2.618 |
68.86 |
|
1.618 |
66.86 |
|
1.000 |
65.62 |
|
0.618 |
64.86 |
|
HIGH |
63.62 |
|
0.618 |
62.86 |
|
0.500 |
62.62 |
|
0.382 |
62.38 |
|
LOW |
61.62 |
|
0.618 |
60.38 |
|
1.000 |
59.62 |
|
1.618 |
58.38 |
|
2.618 |
56.38 |
|
4.250 |
53.12 |
|
|
| Fisher Pivots for day following 06-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
62.62 |
61.89 |
| PP |
62.41 |
61.77 |
| S1 |
62.21 |
61.66 |
|