NYMEX Light Sweet Crude Oil Future June 2015
| Trading Metrics calculated at close of trading on 08-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2015 |
08-May-2015 |
Change |
Change % |
Previous Week |
| Open |
60.69 |
59.02 |
-1.67 |
-2.8% |
59.30 |
| High |
61.31 |
59.90 |
-1.41 |
-2.3% |
62.58 |
| Low |
58.49 |
58.14 |
-0.35 |
-0.6% |
58.14 |
| Close |
58.94 |
59.39 |
0.45 |
0.8% |
59.39 |
| Range |
2.82 |
1.76 |
-1.06 |
-37.6% |
4.44 |
| ATR |
2.09 |
2.07 |
-0.02 |
-1.1% |
0.00 |
| Volume |
437,022 |
434,575 |
-2,447 |
-0.6% |
1,899,969 |
|
| Daily Pivots for day following 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.42 |
63.67 |
60.36 |
|
| R3 |
62.66 |
61.91 |
59.87 |
|
| R2 |
60.90 |
60.90 |
59.71 |
|
| R1 |
60.15 |
60.15 |
59.55 |
60.53 |
| PP |
59.14 |
59.14 |
59.14 |
59.33 |
| S1 |
58.39 |
58.39 |
59.23 |
58.77 |
| S2 |
57.38 |
57.38 |
59.07 |
|
| S3 |
55.62 |
56.63 |
58.91 |
|
| S4 |
53.86 |
54.87 |
58.42 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.36 |
70.81 |
61.83 |
|
| R3 |
68.92 |
66.37 |
60.61 |
|
| R2 |
64.48 |
64.48 |
60.20 |
|
| R1 |
61.93 |
61.93 |
59.80 |
63.21 |
| PP |
60.04 |
60.04 |
60.04 |
60.67 |
| S1 |
57.49 |
57.49 |
58.98 |
58.77 |
| S2 |
55.60 |
55.60 |
58.58 |
|
| S3 |
51.16 |
53.05 |
58.17 |
|
| S4 |
46.72 |
48.61 |
56.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
62.58 |
58.14 |
4.44 |
7.5% |
2.07 |
3.5% |
28% |
False |
True |
379,993 |
| 10 |
62.58 |
56.07 |
6.51 |
11.0% |
1.93 |
3.3% |
51% |
False |
False |
342,856 |
| 20 |
62.58 |
53.31 |
9.27 |
15.6% |
1.95 |
3.3% |
66% |
False |
False |
324,871 |
| 40 |
62.58 |
45.93 |
16.65 |
28.0% |
2.16 |
3.6% |
81% |
False |
False |
225,421 |
| 60 |
62.58 |
45.93 |
16.65 |
28.0% |
2.12 |
3.6% |
81% |
False |
False |
185,499 |
| 80 |
62.58 |
45.93 |
16.65 |
28.0% |
2.30 |
3.9% |
81% |
False |
False |
160,881 |
| 100 |
62.58 |
45.93 |
16.65 |
28.0% |
2.38 |
4.0% |
81% |
False |
False |
137,975 |
| 120 |
77.70 |
45.93 |
31.77 |
53.5% |
2.38 |
4.0% |
42% |
False |
False |
121,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
67.38 |
|
2.618 |
64.51 |
|
1.618 |
62.75 |
|
1.000 |
61.66 |
|
0.618 |
60.99 |
|
HIGH |
59.90 |
|
0.618 |
59.23 |
|
0.500 |
59.02 |
|
0.382 |
58.81 |
|
LOW |
58.14 |
|
0.618 |
57.05 |
|
1.000 |
56.38 |
|
1.618 |
55.29 |
|
2.618 |
53.53 |
|
4.250 |
50.66 |
|
|
| Fisher Pivots for day following 08-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
59.27 |
60.36 |
| PP |
59.14 |
60.04 |
| S1 |
59.02 |
59.71 |
|