NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 11-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2015 |
11-May-2015 |
Change |
Change % |
Previous Week |
Open |
61.58 |
61.71 |
0.13 |
0.2% |
62.29 |
High |
62.28 |
62.10 |
-0.18 |
-0.3% |
65.03 |
Low |
60.64 |
61.28 |
0.64 |
1.1% |
60.64 |
Close |
61.88 |
61.93 |
0.05 |
0.1% |
61.88 |
Range |
1.64 |
0.82 |
-0.82 |
-50.0% |
4.39 |
ATR |
1.63 |
1.57 |
-0.06 |
-3.5% |
0.00 |
Volume |
16,630 |
18,884 |
2,254 |
13.6% |
72,609 |
|
Daily Pivots for day following 11-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.23 |
63.90 |
62.38 |
|
R3 |
63.41 |
63.08 |
62.16 |
|
R2 |
62.59 |
62.59 |
62.08 |
|
R1 |
62.26 |
62.26 |
62.01 |
62.43 |
PP |
61.77 |
61.77 |
61.77 |
61.85 |
S1 |
61.44 |
61.44 |
61.85 |
61.61 |
S2 |
60.95 |
60.95 |
61.78 |
|
S3 |
60.13 |
60.62 |
61.70 |
|
S4 |
59.31 |
59.80 |
61.48 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.69 |
73.17 |
64.29 |
|
R3 |
71.30 |
68.78 |
63.09 |
|
R2 |
66.91 |
66.91 |
62.68 |
|
R1 |
64.39 |
64.39 |
62.28 |
63.46 |
PP |
62.52 |
62.52 |
62.52 |
62.05 |
S1 |
60.00 |
60.00 |
61.48 |
59.07 |
S2 |
58.13 |
58.13 |
61.08 |
|
S3 |
53.74 |
55.61 |
60.67 |
|
S4 |
49.35 |
51.22 |
59.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
65.03 |
60.64 |
4.39 |
7.1% |
1.75 |
2.8% |
29% |
False |
False |
15,504 |
10 |
65.03 |
60.40 |
4.63 |
7.5% |
1.50 |
2.4% |
33% |
False |
False |
13,991 |
20 |
65.03 |
57.60 |
7.43 |
12.0% |
1.48 |
2.4% |
58% |
False |
False |
12,821 |
40 |
65.03 |
51.33 |
13.70 |
22.1% |
1.61 |
2.6% |
77% |
False |
False |
10,806 |
60 |
65.03 |
51.33 |
13.70 |
22.1% |
1.53 |
2.5% |
77% |
False |
False |
9,668 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.59 |
2.618 |
64.25 |
1.618 |
63.43 |
1.000 |
62.92 |
0.618 |
62.61 |
HIGH |
62.10 |
0.618 |
61.79 |
0.500 |
61.69 |
0.382 |
61.59 |
LOW |
61.28 |
0.618 |
60.77 |
1.000 |
60.46 |
1.618 |
59.95 |
2.618 |
59.13 |
4.250 |
57.80 |
|
|
Fisher Pivots for day following 11-May-2015 |
Pivot |
1 day |
3 day |
R1 |
61.85 |
62.25 |
PP |
61.77 |
62.14 |
S1 |
61.69 |
62.04 |
|