NYMEX Light Sweet Crude Oil Future August 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 |
61.09 |
60.87 |
-0.22 |
-0.4% |
59.85 |
High |
61.53 |
62.81 |
1.28 |
2.1% |
61.54 |
Low |
60.44 |
60.61 |
0.17 |
0.3% |
58.63 |
Close |
60.87 |
62.11 |
1.24 |
2.0% |
61.06 |
Range |
1.09 |
2.20 |
1.11 |
101.8% |
2.91 |
ATR |
1.79 |
1.82 |
0.03 |
1.7% |
0.00 |
Volume |
30,211 |
20,124 |
-10,087 |
-33.4% |
226,630 |
|
Daily Pivots for day following 05-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.44 |
67.48 |
63.32 |
|
R3 |
66.24 |
65.28 |
62.72 |
|
R2 |
64.04 |
64.04 |
62.51 |
|
R1 |
63.08 |
63.08 |
62.31 |
63.56 |
PP |
61.84 |
61.84 |
61.84 |
62.09 |
S1 |
60.88 |
60.88 |
61.91 |
61.36 |
S2 |
59.64 |
59.64 |
61.71 |
|
S3 |
57.44 |
58.68 |
61.51 |
|
S4 |
55.24 |
56.48 |
60.90 |
|
|
Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.14 |
68.01 |
62.66 |
|
R3 |
66.23 |
65.10 |
61.86 |
|
R2 |
63.32 |
63.32 |
61.59 |
|
R1 |
62.19 |
62.19 |
61.33 |
62.76 |
PP |
60.41 |
60.41 |
60.41 |
60.69 |
S1 |
59.28 |
59.28 |
60.79 |
59.85 |
S2 |
57.50 |
57.50 |
60.53 |
|
S3 |
54.59 |
56.37 |
60.26 |
|
S4 |
51.68 |
53.46 |
59.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
62.81 |
58.80 |
4.01 |
6.5% |
1.66 |
2.7% |
83% |
True |
False |
40,023 |
10 |
62.81 |
57.80 |
5.01 |
8.1% |
1.62 |
2.6% |
86% |
True |
False |
42,141 |
20 |
62.81 |
53.59 |
9.22 |
14.8% |
1.73 |
2.8% |
92% |
True |
False |
40,950 |
40 |
62.81 |
48.71 |
14.10 |
22.7% |
1.93 |
3.1% |
95% |
True |
False |
32,614 |
60 |
62.81 |
48.71 |
14.10 |
22.7% |
1.91 |
3.1% |
95% |
True |
False |
30,476 |
80 |
62.81 |
48.71 |
14.10 |
22.7% |
2.04 |
3.3% |
95% |
True |
False |
26,157 |
100 |
64.13 |
48.71 |
15.42 |
24.8% |
2.10 |
3.4% |
87% |
False |
False |
21,868 |
120 |
78.33 |
48.71 |
29.62 |
47.7% |
2.04 |
3.3% |
45% |
False |
False |
18,769 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.16 |
2.618 |
68.57 |
1.618 |
66.37 |
1.000 |
65.01 |
0.618 |
64.17 |
HIGH |
62.81 |
0.618 |
61.97 |
0.500 |
61.71 |
0.382 |
61.45 |
LOW |
60.61 |
0.618 |
59.25 |
1.000 |
58.41 |
1.618 |
57.05 |
2.618 |
54.85 |
4.250 |
51.26 |
|
|
Fisher Pivots for day following 05-May-2015 |
Pivot |
1 day |
3 day |
R1 |
61.98 |
61.92 |
PP |
61.84 |
61.73 |
S1 |
61.71 |
61.54 |
|