NYMEX Light Sweet Crude Oil Future September 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 |
61.69 |
61.39 |
-0.30 |
-0.5% |
60.45 |
High |
61.98 |
63.21 |
1.23 |
2.0% |
61.93 |
Low |
60.92 |
61.11 |
0.19 |
0.3% |
59.31 |
Close |
61.38 |
62.54 |
1.16 |
1.9% |
61.58 |
Range |
1.06 |
2.10 |
1.04 |
98.1% |
2.62 |
ATR |
1.72 |
1.75 |
0.03 |
1.6% |
0.00 |
Volume |
30,473 |
23,244 |
-7,229 |
-23.7% |
218,582 |
|
Daily Pivots for day following 05-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.59 |
67.66 |
63.70 |
|
R3 |
66.49 |
65.56 |
63.12 |
|
R2 |
64.39 |
64.39 |
62.93 |
|
R1 |
63.46 |
63.46 |
62.73 |
63.93 |
PP |
62.29 |
62.29 |
62.29 |
62.52 |
S1 |
61.36 |
61.36 |
62.35 |
61.83 |
S2 |
60.19 |
60.19 |
62.16 |
|
S3 |
58.09 |
59.26 |
61.96 |
|
S4 |
55.99 |
57.16 |
61.39 |
|
|
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 |
63.21 |
59.50 |
3.71 |
5.9% |
1.58 |
2.5% |
82% |
True |
False |
36,568 |
10 |
63.21 |
58.32 |
4.89 |
7.8% |
1.53 |
2.4% |
86% |
True |
False |
40,522 |
20 |
63.21 |
54.17 |
9.04 |
14.5% |
1.67 |
2.7% |
93% |
True |
False |
43,263 |
40 |
63.21 |
49.69 |
13.52 |
21.6% |
1.88 |
3.0% |
95% |
True |
False |
36,337 |
60 |
63.21 |
49.69 |
13.52 |
21.6% |
1.85 |
3.0% |
95% |
True |
False |
34,764 |
80 |
63.21 |
49.69 |
13.52 |
21.6% |
1.98 |
3.2% |
95% |
True |
False |
31,784 |
100 |
64.74 |
49.69 |
15.05 |
24.1% |
2.04 |
3.3% |
85% |
False |
False |
27,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.14 |
2.618 |
68.71 |
1.618 |
66.61 |
1.000 |
65.31 |
0.618 |
64.51 |
HIGH |
63.21 |
0.618 |
62.41 |
0.500 |
62.16 |
0.382 |
61.91 |
LOW |
61.11 |
0.618 |
59.81 |
1.000 |
59.01 |
1.618 |
57.71 |
2.618 |
55.61 |
4.250 |
52.19 |
|
|
Fisher Pivots for day following 05-May-2015 |
Pivot |
1 day |
3 day |
R1 |
62.41 |
62.36 |
PP |
62.29 |
62.18 |
S1 |
62.16 |
62.01 |
|