NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 04-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2015 |
04-May-2015 |
Change |
Change % |
Previous Week |
Open |
61.71 |
61.69 |
-0.02 |
0.0% |
60.45 |
High |
61.91 |
61.98 |
0.07 |
0.1% |
61.93 |
Low |
60.80 |
60.92 |
0.12 |
0.2% |
59.31 |
Close |
61.58 |
61.38 |
-0.20 |
-0.3% |
61.58 |
Range |
1.11 |
1.06 |
-0.05 |
-4.5% |
2.62 |
ATR |
1.77 |
1.72 |
-0.05 |
-2.9% |
0.00 |
Volume |
43,307 |
30,473 |
-12,834 |
-29.6% |
218,582 |
|
Daily Pivots for day following 04-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.61 |
64.05 |
61.96 |
|
R3 |
63.55 |
62.99 |
61.67 |
|
R2 |
62.49 |
62.49 |
61.57 |
|
R1 |
61.93 |
61.93 |
61.48 |
61.68 |
PP |
61.43 |
61.43 |
61.43 |
61.30 |
S1 |
60.87 |
60.87 |
61.28 |
60.62 |
S2 |
60.37 |
60.37 |
61.19 |
|
S3 |
59.31 |
59.81 |
61.09 |
|
S4 |
58.25 |
58.75 |
60.80 |
|
|
Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.80 |
67.81 |
63.02 |
|
R3 |
66.18 |
65.19 |
62.30 |
|
R2 |
63.56 |
63.56 |
62.06 |
|
R1 |
62.57 |
62.57 |
61.82 |
63.07 |
PP |
60.94 |
60.94 |
60.94 |
61.19 |
S1 |
59.95 |
59.95 |
61.34 |
60.45 |
S2 |
58.32 |
58.32 |
61.10 |
|
S3 |
55.70 |
57.33 |
60.86 |
|
S4 |
53.08 |
54.71 |
60.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61.98 |
59.31 |
2.67 |
4.3% |
1.42 |
2.3% |
78% |
True |
False |
37,969 |
10 |
61.98 |
58.32 |
3.66 |
6.0% |
1.48 |
2.4% |
84% |
True |
False |
41,226 |
20 |
61.98 |
54.17 |
7.81 |
12.7% |
1.66 |
2.7% |
92% |
True |
False |
43,818 |
40 |
61.98 |
49.69 |
12.29 |
20.0% |
1.86 |
3.0% |
95% |
True |
False |
36,374 |
60 |
61.98 |
49.69 |
12.29 |
20.0% |
1.84 |
3.0% |
95% |
True |
False |
34,933 |
80 |
61.98 |
49.69 |
12.29 |
20.0% |
1.97 |
3.2% |
95% |
True |
False |
31,660 |
100 |
65.37 |
49.69 |
15.68 |
25.5% |
2.03 |
3.3% |
75% |
False |
False |
27,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.49 |
2.618 |
64.76 |
1.618 |
63.70 |
1.000 |
63.04 |
0.618 |
62.64 |
HIGH |
61.98 |
0.618 |
61.58 |
0.500 |
61.45 |
0.382 |
61.32 |
LOW |
60.92 |
0.618 |
60.26 |
1.000 |
59.86 |
1.618 |
59.20 |
2.618 |
58.14 |
4.250 |
56.42 |
|
|
Fisher Pivots for day following 04-May-2015 |
Pivot |
1 day |
3 day |
R1 |
61.45 |
61.35 |
PP |
61.43 |
61.32 |
S1 |
61.40 |
61.30 |
|