NYMEX Light Sweet Crude Oil Future August 2015
| Trading Metrics calculated at close of trading on 07-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2015 |
07-May-2015 |
Change |
Change % |
Previous Week |
| Open |
62.40 |
62.07 |
-0.33 |
-0.5% |
59.85 |
| High |
64.12 |
62.96 |
-1.16 |
-1.8% |
61.54 |
| Low |
62.15 |
60.08 |
-2.07 |
-3.3% |
58.63 |
| Close |
62.56 |
60.41 |
-2.15 |
-3.4% |
61.06 |
| Range |
1.97 |
2.88 |
0.91 |
46.2% |
2.91 |
| ATR |
1.83 |
1.90 |
0.08 |
4.1% |
0.00 |
| Volume |
56,120 |
53,339 |
-2,781 |
-5.0% |
226,630 |
|
| Daily Pivots for day following 07-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.79 |
67.98 |
61.99 |
|
| R3 |
66.91 |
65.10 |
61.20 |
|
| R2 |
64.03 |
64.03 |
60.94 |
|
| R1 |
62.22 |
62.22 |
60.67 |
61.69 |
| PP |
61.15 |
61.15 |
61.15 |
60.88 |
| S1 |
59.34 |
59.34 |
60.15 |
58.81 |
| S2 |
58.27 |
58.27 |
59.88 |
|
| S3 |
55.39 |
56.46 |
59.62 |
|
| S4 |
52.51 |
53.58 |
58.83 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.14 |
68.01 |
62.66 |
|
| R3 |
66.23 |
65.10 |
61.86 |
|
| R2 |
63.32 |
63.32 |
61.59 |
|
| R1 |
62.19 |
62.19 |
61.33 |
62.76 |
| PP |
60.41 |
60.41 |
60.41 |
60.69 |
| S1 |
59.28 |
59.28 |
60.79 |
59.85 |
| S2 |
57.50 |
57.50 |
60.53 |
|
| S3 |
54.59 |
56.37 |
60.26 |
|
| S4 |
51.68 |
53.46 |
59.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
64.12 |
60.08 |
4.04 |
6.7% |
1.88 |
3.1% |
8% |
False |
True |
42,893 |
| 10 |
64.12 |
58.63 |
5.49 |
9.1% |
1.68 |
2.8% |
32% |
False |
False |
44,889 |
| 20 |
64.12 |
53.75 |
10.37 |
17.2% |
1.79 |
3.0% |
64% |
False |
False |
41,630 |
| 40 |
64.12 |
48.71 |
15.41 |
25.5% |
1.98 |
3.3% |
76% |
False |
False |
34,062 |
| 60 |
64.12 |
48.71 |
15.41 |
25.5% |
1.92 |
3.2% |
76% |
False |
False |
31,531 |
| 80 |
64.12 |
48.71 |
15.41 |
25.5% |
2.06 |
3.4% |
76% |
False |
False |
27,338 |
| 100 |
64.12 |
48.71 |
15.41 |
25.5% |
2.10 |
3.5% |
76% |
False |
False |
22,878 |
| 120 |
77.06 |
48.71 |
28.35 |
46.9% |
2.07 |
3.4% |
41% |
False |
False |
19,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.20 |
|
2.618 |
70.50 |
|
1.618 |
67.62 |
|
1.000 |
65.84 |
|
0.618 |
64.74 |
|
HIGH |
62.96 |
|
0.618 |
61.86 |
|
0.500 |
61.52 |
|
0.382 |
61.18 |
|
LOW |
60.08 |
|
0.618 |
58.30 |
|
1.000 |
57.20 |
|
1.618 |
55.42 |
|
2.618 |
52.54 |
|
4.250 |
47.84 |
|
|
| Fisher Pivots for day following 07-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
61.52 |
62.10 |
| PP |
61.15 |
61.54 |
| S1 |
60.78 |
60.97 |
|