NYMEX Light Sweet Crude Oil Future August 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 |
60.87 |
62.40 |
1.53 |
2.5% |
59.85 |
High |
62.81 |
64.12 |
1.31 |
2.1% |
61.54 |
Low |
60.61 |
62.15 |
1.54 |
2.5% |
58.63 |
Close |
62.11 |
62.56 |
0.45 |
0.7% |
61.06 |
Range |
2.20 |
1.97 |
-0.23 |
-10.5% |
2.91 |
ATR |
1.82 |
1.83 |
0.01 |
0.8% |
0.00 |
Volume |
20,124 |
56,120 |
35,996 |
178.9% |
226,630 |
|
Daily Pivots for day following 06-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.85 |
67.68 |
63.64 |
|
R3 |
66.88 |
65.71 |
63.10 |
|
R2 |
64.91 |
64.91 |
62.92 |
|
R1 |
63.74 |
63.74 |
62.74 |
64.33 |
PP |
62.94 |
62.94 |
62.94 |
63.24 |
S1 |
61.77 |
61.77 |
62.38 |
62.36 |
S2 |
60.97 |
60.97 |
62.20 |
|
S3 |
59.00 |
59.80 |
62.02 |
|
S4 |
57.03 |
57.83 |
61.48 |
|
|
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 |
64.12 |
60.19 |
3.93 |
6.3% |
1.56 |
2.5% |
60% |
True |
False |
44,660 |
10 |
64.12 |
58.08 |
6.04 |
9.7% |
1.66 |
2.7% |
74% |
True |
False |
43,913 |
20 |
64.12 |
53.75 |
10.37 |
16.6% |
1.71 |
2.7% |
85% |
True |
False |
40,922 |
40 |
64.12 |
48.71 |
15.41 |
24.6% |
1.93 |
3.1% |
90% |
True |
False |
33,288 |
60 |
64.12 |
48.71 |
15.41 |
24.6% |
1.91 |
3.1% |
90% |
True |
False |
31,052 |
80 |
64.12 |
48.71 |
15.41 |
24.6% |
2.04 |
3.3% |
90% |
True |
False |
26,767 |
100 |
64.12 |
48.71 |
15.41 |
24.6% |
2.10 |
3.4% |
90% |
True |
False |
22,391 |
120 |
77.94 |
48.71 |
29.23 |
46.7% |
2.05 |
3.3% |
47% |
False |
False |
19,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.49 |
2.618 |
69.28 |
1.618 |
67.31 |
1.000 |
66.09 |
0.618 |
65.34 |
HIGH |
64.12 |
0.618 |
63.37 |
0.500 |
63.14 |
0.382 |
62.90 |
LOW |
62.15 |
0.618 |
60.93 |
1.000 |
60.18 |
1.618 |
58.96 |
2.618 |
56.99 |
4.250 |
53.78 |
|
|
Fisher Pivots for day following 06-May-2015 |
Pivot |
1 day |
3 day |
R1 |
63.14 |
62.47 |
PP |
62.94 |
62.37 |
S1 |
62.75 |
62.28 |
|