NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 11-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2015 |
11-May-2015 |
Change |
Change % |
Previous Week |
Open |
59.97 |
60.25 |
0.28 |
0.5% |
60.47 |
High |
60.83 |
60.77 |
-0.06 |
-0.1% |
63.62 |
Low |
59.09 |
59.71 |
0.62 |
1.0% |
59.09 |
Close |
60.35 |
60.29 |
-0.06 |
-0.1% |
60.35 |
Range |
1.74 |
1.06 |
-0.68 |
-39.1% |
4.53 |
ATR |
1.97 |
1.91 |
-0.07 |
-3.3% |
0.00 |
Volume |
175,615 |
158,556 |
-17,059 |
-9.7% |
604,212 |
|
Daily Pivots for day following 11-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.44 |
62.92 |
60.87 |
|
R3 |
62.38 |
61.86 |
60.58 |
|
R2 |
61.32 |
61.32 |
60.48 |
|
R1 |
60.80 |
60.80 |
60.39 |
61.06 |
PP |
60.26 |
60.26 |
60.26 |
60.39 |
S1 |
59.74 |
59.74 |
60.19 |
60.00 |
S2 |
59.20 |
59.20 |
60.10 |
|
S3 |
58.14 |
58.68 |
60.00 |
|
S4 |
57.08 |
57.62 |
59.71 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.61 |
72.01 |
62.84 |
|
R3 |
70.08 |
67.48 |
61.60 |
|
R2 |
65.55 |
65.55 |
61.18 |
|
R1 |
62.95 |
62.95 |
60.77 |
61.99 |
PP |
61.02 |
61.02 |
61.02 |
60.54 |
S1 |
58.42 |
58.42 |
59.93 |
57.46 |
S2 |
56.49 |
56.49 |
59.52 |
|
S3 |
51.96 |
53.89 |
59.10 |
|
S4 |
47.43 |
49.36 |
57.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
63.62 |
59.09 |
4.53 |
7.5% |
2.00 |
3.3% |
26% |
False |
False |
137,967 |
10 |
63.62 |
57.67 |
5.95 |
9.9% |
1.81 |
3.0% |
44% |
False |
False |
112,574 |
20 |
63.62 |
54.95 |
8.67 |
14.4% |
1.84 |
3.0% |
62% |
False |
False |
104,442 |
40 |
63.62 |
47.46 |
16.16 |
26.8% |
2.03 |
3.4% |
79% |
False |
False |
80,211 |
60 |
63.62 |
47.46 |
16.16 |
26.8% |
1.99 |
3.3% |
79% |
False |
False |
69,469 |
80 |
63.62 |
47.46 |
16.16 |
26.8% |
2.15 |
3.6% |
79% |
False |
False |
59,333 |
100 |
63.62 |
47.46 |
16.16 |
26.8% |
2.21 |
3.7% |
79% |
False |
False |
49,583 |
120 |
77.60 |
47.46 |
30.14 |
50.0% |
2.21 |
3.7% |
43% |
False |
False |
42,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.28 |
2.618 |
63.55 |
1.618 |
62.49 |
1.000 |
61.83 |
0.618 |
61.43 |
HIGH |
60.77 |
0.618 |
60.37 |
0.500 |
60.24 |
0.382 |
60.11 |
LOW |
59.71 |
0.618 |
59.05 |
1.000 |
58.65 |
1.618 |
57.99 |
2.618 |
56.93 |
4.250 |
55.21 |
|
|
Fisher Pivots for day following 11-May-2015 |
Pivot |
1 day |
3 day |
R1 |
60.27 |
60.75 |
PP |
60.26 |
60.59 |
S1 |
60.24 |
60.44 |
|