NYMEX Light Sweet Crude Oil Future October 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 |
62.09 |
61.86 |
-0.23 |
-0.4% |
61.05 |
High |
62.40 |
63.59 |
1.19 |
1.9% |
62.34 |
Low |
61.42 |
61.58 |
0.16 |
0.3% |
59.80 |
Close |
61.85 |
62.94 |
1.09 |
1.8% |
62.04 |
Range |
0.98 |
2.01 |
1.03 |
105.1% |
2.54 |
ATR |
1.61 |
1.64 |
0.03 |
1.8% |
0.00 |
Volume |
20,189 |
12,715 |
-7,474 |
-37.0% |
106,429 |
|
Daily Pivots for day following 05-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.73 |
67.85 |
64.05 |
|
R3 |
66.72 |
65.84 |
63.49 |
|
R2 |
64.71 |
64.71 |
63.31 |
|
R1 |
63.83 |
63.83 |
63.12 |
64.27 |
PP |
62.70 |
62.70 |
62.70 |
62.93 |
S1 |
61.82 |
61.82 |
62.76 |
62.26 |
S2 |
60.69 |
60.69 |
62.57 |
|
S3 |
58.68 |
59.81 |
62.39 |
|
S4 |
56.67 |
57.80 |
61.83 |
|
|
Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.01 |
68.07 |
63.44 |
|
R3 |
66.47 |
65.53 |
62.74 |
|
R2 |
63.93 |
63.93 |
62.51 |
|
R1 |
62.99 |
62.99 |
62.27 |
63.46 |
PP |
61.39 |
61.39 |
61.39 |
61.63 |
S1 |
60.45 |
60.45 |
61.81 |
60.92 |
S2 |
58.85 |
58.85 |
61.57 |
|
S3 |
56.31 |
57.91 |
61.34 |
|
S4 |
53.77 |
55.37 |
60.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
63.59 |
59.98 |
3.61 |
5.7% |
1.51 |
2.4% |
82% |
True |
False |
18,997 |
10 |
63.59 |
58.74 |
4.85 |
7.7% |
1.45 |
2.3% |
87% |
True |
False |
19,959 |
20 |
63.59 |
54.72 |
8.87 |
14.1% |
1.57 |
2.5% |
93% |
True |
False |
18,944 |
40 |
63.59 |
50.54 |
13.05 |
20.7% |
1.70 |
2.7% |
95% |
True |
False |
15,696 |
60 |
63.59 |
50.54 |
13.05 |
20.7% |
1.67 |
2.6% |
95% |
True |
False |
14,161 |
80 |
63.59 |
50.54 |
13.05 |
20.7% |
1.79 |
2.8% |
95% |
True |
False |
12,468 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.13 |
2.618 |
68.85 |
1.618 |
66.84 |
1.000 |
65.60 |
0.618 |
64.83 |
HIGH |
63.59 |
0.618 |
62.82 |
0.500 |
62.59 |
0.382 |
62.35 |
LOW |
61.58 |
0.618 |
60.34 |
1.000 |
59.57 |
1.618 |
58.33 |
2.618 |
56.32 |
4.250 |
53.04 |
|
|
Fisher Pivots for day following 05-May-2015 |
Pivot |
1 day |
3 day |
R1 |
62.82 |
62.77 |
PP |
62.70 |
62.60 |
S1 |
62.59 |
62.43 |
|