NYMEX Light Sweet Crude Oil Future July 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 |
61.71 |
59.97 |
-1.74 |
-2.8% |
60.47 |
| High |
62.40 |
60.83 |
-1.57 |
-2.5% |
63.62 |
| Low |
59.51 |
59.09 |
-0.42 |
-0.7% |
59.09 |
| Close |
59.92 |
60.35 |
0.43 |
0.7% |
60.35 |
| Range |
2.89 |
1.74 |
-1.15 |
-39.8% |
4.53 |
| ATR |
1.99 |
1.97 |
-0.02 |
-0.9% |
0.00 |
| Volume |
154,257 |
175,615 |
21,358 |
13.8% |
604,212 |
|
| Daily Pivots for day following 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.31 |
64.57 |
61.31 |
|
| R3 |
63.57 |
62.83 |
60.83 |
|
| R2 |
61.83 |
61.83 |
60.67 |
|
| R1 |
61.09 |
61.09 |
60.51 |
61.46 |
| PP |
60.09 |
60.09 |
60.09 |
60.28 |
| S1 |
59.35 |
59.35 |
60.19 |
59.72 |
| S2 |
58.35 |
58.35 |
60.03 |
|
| S3 |
56.61 |
57.61 |
59.87 |
|
| S4 |
54.87 |
55.87 |
59.39 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.61 |
72.01 |
62.84 |
|
| R3 |
70.08 |
67.48 |
61.60 |
|
| R2 |
65.55 |
65.55 |
61.18 |
|
| R1 |
62.95 |
62.95 |
60.77 |
61.99 |
| PP |
61.02 |
61.02 |
61.02 |
60.54 |
| S1 |
58.42 |
58.42 |
59.93 |
57.46 |
| S2 |
56.49 |
56.49 |
59.52 |
|
| S3 |
51.96 |
53.89 |
59.10 |
|
| S4 |
47.43 |
49.36 |
57.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
63.62 |
59.09 |
4.53 |
7.5% |
2.02 |
3.3% |
28% |
False |
True |
120,842 |
| 10 |
63.62 |
57.67 |
5.95 |
9.9% |
1.83 |
3.0% |
45% |
False |
False |
107,396 |
| 20 |
63.62 |
54.54 |
9.08 |
15.0% |
1.86 |
3.1% |
64% |
False |
False |
101,181 |
| 40 |
63.62 |
47.46 |
16.16 |
26.8% |
2.06 |
3.4% |
80% |
False |
False |
77,456 |
| 60 |
63.62 |
47.46 |
16.16 |
26.8% |
2.01 |
3.3% |
80% |
False |
False |
67,560 |
| 80 |
63.62 |
47.46 |
16.16 |
26.8% |
2.18 |
3.6% |
80% |
False |
False |
57,586 |
| 100 |
63.62 |
47.46 |
16.16 |
26.8% |
2.23 |
3.7% |
80% |
False |
False |
48,083 |
| 120 |
77.60 |
47.46 |
30.14 |
49.9% |
2.22 |
3.7% |
43% |
False |
False |
41,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
68.23 |
|
2.618 |
65.39 |
|
1.618 |
63.65 |
|
1.000 |
62.57 |
|
0.618 |
61.91 |
|
HIGH |
60.83 |
|
0.618 |
60.17 |
|
0.500 |
59.96 |
|
0.382 |
59.75 |
|
LOW |
59.09 |
|
0.618 |
58.01 |
|
1.000 |
57.35 |
|
1.618 |
56.27 |
|
2.618 |
54.53 |
|
4.250 |
51.70 |
|
|
| Fisher Pivots for day following 08-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
60.22 |
61.36 |
| PP |
60.09 |
61.02 |
| S1 |
59.96 |
60.69 |
|