NYMEX Light Sweet Crude Oil Future October 2015
Trading Metrics calculated at close of trading on 12-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2015 |
12-May-2015 |
Change |
Change % |
Previous Week |
Open |
61.35 |
61.39 |
0.04 |
0.1% |
62.09 |
High |
61.79 |
63.35 |
1.56 |
2.5% |
64.74 |
Low |
60.90 |
61.39 |
0.49 |
0.8% |
60.30 |
Close |
61.56 |
62.91 |
1.35 |
2.2% |
61.50 |
Range |
0.89 |
1.96 |
1.07 |
120.2% |
4.44 |
ATR |
1.66 |
1.68 |
0.02 |
1.3% |
0.00 |
Volume |
23,676 |
16,737 |
-6,939 |
-29.3% |
103,221 |
|
Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.43 |
67.63 |
63.99 |
|
R3 |
66.47 |
65.67 |
63.45 |
|
R2 |
64.51 |
64.51 |
63.27 |
|
R1 |
63.71 |
63.71 |
63.09 |
64.11 |
PP |
62.55 |
62.55 |
62.55 |
62.75 |
S1 |
61.75 |
61.75 |
62.73 |
62.15 |
S2 |
60.59 |
60.59 |
62.55 |
|
S3 |
58.63 |
59.79 |
62.37 |
|
S4 |
56.67 |
57.83 |
61.83 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.50 |
72.94 |
63.94 |
|
R3 |
71.06 |
68.50 |
62.72 |
|
R2 |
66.62 |
66.62 |
62.31 |
|
R1 |
64.06 |
64.06 |
61.91 |
63.12 |
PP |
62.18 |
62.18 |
62.18 |
61.71 |
S1 |
59.62 |
59.62 |
61.09 |
58.68 |
S2 |
57.74 |
57.74 |
60.69 |
|
S3 |
53.30 |
55.18 |
60.28 |
|
S4 |
48.86 |
50.74 |
59.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
64.74 |
60.30 |
4.44 |
7.1% |
1.79 |
2.9% |
59% |
False |
False |
22,146 |
10 |
64.74 |
59.98 |
4.76 |
7.6% |
1.65 |
2.6% |
62% |
False |
False |
20,571 |
20 |
64.74 |
57.58 |
7.16 |
11.4% |
1.64 |
2.6% |
74% |
False |
False |
20,328 |
40 |
64.74 |
50.54 |
14.20 |
22.6% |
1.70 |
2.7% |
87% |
False |
False |
16,990 |
60 |
64.74 |
50.54 |
14.20 |
22.6% |
1.66 |
2.6% |
87% |
False |
False |
15,169 |
80 |
64.74 |
50.54 |
14.20 |
22.6% |
1.75 |
2.8% |
87% |
False |
False |
13,584 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.68 |
2.618 |
68.48 |
1.618 |
66.52 |
1.000 |
65.31 |
0.618 |
64.56 |
HIGH |
63.35 |
0.618 |
62.60 |
0.500 |
62.37 |
0.382 |
62.14 |
LOW |
61.39 |
0.618 |
60.18 |
1.000 |
59.43 |
1.618 |
58.22 |
2.618 |
56.26 |
4.250 |
53.06 |
|
|
Fisher Pivots for day following 12-May-2015 |
Pivot |
1 day |
3 day |
R1 |
62.73 |
62.55 |
PP |
62.55 |
62.19 |
S1 |
62.37 |
61.83 |
|