NYMEX Light Sweet Crude Oil Future November 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 |
62.29 |
62.20 |
-0.09 |
-0.1% |
61.52 |
High |
62.86 |
63.97 |
1.11 |
1.8% |
62.79 |
Low |
61.86 |
62.06 |
0.20 |
0.3% |
60.40 |
Close |
62.33 |
63.36 |
1.03 |
1.7% |
62.51 |
Range |
1.00 |
1.91 |
0.91 |
91.0% |
2.39 |
ATR |
1.51 |
1.53 |
0.03 |
1.9% |
0.00 |
Volume |
13,969 |
9,796 |
-4,173 |
-29.9% |
62,708 |
|
Daily Pivots for day following 05-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.86 |
68.02 |
64.41 |
|
R3 |
66.95 |
66.11 |
63.89 |
|
R2 |
65.04 |
65.04 |
63.71 |
|
R1 |
64.20 |
64.20 |
63.54 |
64.62 |
PP |
63.13 |
63.13 |
63.13 |
63.34 |
S1 |
62.29 |
62.29 |
63.18 |
62.71 |
S2 |
61.22 |
61.22 |
63.01 |
|
S3 |
59.31 |
60.38 |
62.83 |
|
S4 |
57.40 |
58.47 |
62.31 |
|
|
Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.07 |
68.18 |
63.82 |
|
R3 |
66.68 |
65.79 |
63.17 |
|
R2 |
64.29 |
64.29 |
62.95 |
|
R1 |
63.40 |
63.40 |
62.73 |
63.85 |
PP |
61.90 |
61.90 |
61.90 |
62.12 |
S1 |
61.01 |
61.01 |
62.29 |
61.46 |
S2 |
59.51 |
59.51 |
62.07 |
|
S3 |
57.12 |
58.62 |
61.85 |
|
S4 |
54.73 |
56.23 |
61.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
63.97 |
60.67 |
3.30 |
5.2% |
1.40 |
2.2% |
82% |
True |
False |
12,409 |
10 |
63.97 |
59.33 |
4.64 |
7.3% |
1.33 |
2.1% |
87% |
True |
False |
11,950 |
20 |
63.97 |
55.25 |
8.72 |
13.8% |
1.42 |
2.2% |
93% |
True |
False |
11,911 |
40 |
63.97 |
51.33 |
12.64 |
19.9% |
1.59 |
2.5% |
95% |
True |
False |
10,069 |
60 |
63.97 |
51.33 |
12.64 |
19.9% |
1.53 |
2.4% |
95% |
True |
False |
8,900 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.09 |
2.618 |
68.97 |
1.618 |
67.06 |
1.000 |
65.88 |
0.618 |
65.15 |
HIGH |
63.97 |
0.618 |
63.24 |
0.500 |
63.02 |
0.382 |
62.79 |
LOW |
62.06 |
0.618 |
60.88 |
1.000 |
60.15 |
1.618 |
58.97 |
2.618 |
57.06 |
4.250 |
53.94 |
|
|
Fisher Pivots for day following 05-May-2015 |
Pivot |
1 day |
3 day |
R1 |
63.25 |
63.20 |
PP |
63.13 |
63.04 |
S1 |
63.02 |
62.88 |
|