NYMEX Light Sweet Crude Oil Future September 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 |
61.39 |
62.89 |
1.50 |
2.4% |
60.45 |
High |
63.21 |
64.45 |
1.24 |
2.0% |
61.93 |
Low |
61.11 |
62.50 |
1.39 |
2.3% |
59.31 |
Close |
62.54 |
62.93 |
0.39 |
0.6% |
61.58 |
Range |
2.10 |
1.95 |
-0.15 |
-7.1% |
2.62 |
ATR |
1.75 |
1.76 |
0.01 |
0.8% |
0.00 |
Volume |
23,244 |
48,033 |
24,789 |
106.6% |
218,582 |
|
Daily Pivots for day following 06-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.14 |
67.99 |
64.00 |
|
R3 |
67.19 |
66.04 |
63.47 |
|
R2 |
65.24 |
65.24 |
63.29 |
|
R1 |
64.09 |
64.09 |
63.11 |
64.67 |
PP |
63.29 |
63.29 |
63.29 |
63.58 |
S1 |
62.14 |
62.14 |
62.75 |
62.72 |
S2 |
61.34 |
61.34 |
62.57 |
|
S3 |
59.39 |
60.19 |
62.39 |
|
S4 |
57.44 |
58.24 |
61.86 |
|
|
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 |
64.45 |
60.61 |
3.84 |
6.1% |
1.51 |
2.4% |
60% |
True |
False |
39,765 |
10 |
64.45 |
58.70 |
5.75 |
9.1% |
1.58 |
2.5% |
74% |
True |
False |
42,280 |
20 |
64.45 |
54.39 |
10.06 |
16.0% |
1.65 |
2.6% |
85% |
True |
False |
42,099 |
40 |
64.45 |
49.69 |
14.76 |
23.5% |
1.89 |
3.0% |
90% |
True |
False |
36,769 |
60 |
64.45 |
49.69 |
14.76 |
23.5% |
1.85 |
2.9% |
90% |
True |
False |
35,082 |
80 |
64.45 |
49.69 |
14.76 |
23.5% |
1.98 |
3.1% |
90% |
True |
False |
32,274 |
100 |
64.45 |
49.69 |
14.76 |
23.5% |
2.03 |
3.2% |
90% |
True |
False |
27,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.74 |
2.618 |
69.56 |
1.618 |
67.61 |
1.000 |
66.40 |
0.618 |
65.66 |
HIGH |
64.45 |
0.618 |
63.71 |
0.500 |
63.48 |
0.382 |
63.24 |
LOW |
62.50 |
0.618 |
61.29 |
1.000 |
60.55 |
1.618 |
59.34 |
2.618 |
57.39 |
4.250 |
54.21 |
|
|
Fisher Pivots for day following 06-May-2015 |
Pivot |
1 day |
3 day |
R1 |
63.48 |
62.85 |
PP |
63.29 |
62.77 |
S1 |
63.11 |
62.69 |
|