NYMEX Light Sweet Crude Oil Future August 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 |
60.42 |
60.76 |
0.34 |
0.6% |
61.09 |
| High |
61.25 |
61.17 |
-0.08 |
-0.1% |
64.12 |
| Low |
59.57 |
60.20 |
0.63 |
1.1% |
59.57 |
| Close |
60.82 |
60.83 |
0.01 |
0.0% |
60.82 |
| Range |
1.68 |
0.97 |
-0.71 |
-42.3% |
4.55 |
| ATR |
1.89 |
1.82 |
-0.07 |
-3.5% |
0.00 |
| Volume |
48,611 |
42,444 |
-6,167 |
-12.7% |
208,405 |
|
| Daily Pivots for day following 11-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.64 |
63.21 |
61.36 |
|
| R3 |
62.67 |
62.24 |
61.10 |
|
| R2 |
61.70 |
61.70 |
61.01 |
|
| R1 |
61.27 |
61.27 |
60.92 |
61.49 |
| PP |
60.73 |
60.73 |
60.73 |
60.84 |
| S1 |
60.30 |
60.30 |
60.74 |
60.52 |
| S2 |
59.76 |
59.76 |
60.65 |
|
| S3 |
58.79 |
59.33 |
60.56 |
|
| S4 |
57.82 |
58.36 |
60.30 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.15 |
72.54 |
63.32 |
|
| R3 |
70.60 |
67.99 |
62.07 |
|
| R2 |
66.05 |
66.05 |
61.65 |
|
| R1 |
63.44 |
63.44 |
61.24 |
62.47 |
| PP |
61.50 |
61.50 |
61.50 |
61.02 |
| S1 |
58.89 |
58.89 |
60.40 |
57.92 |
| S2 |
56.95 |
56.95 |
59.99 |
|
| S3 |
52.40 |
54.34 |
59.57 |
|
| S4 |
47.85 |
49.79 |
58.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
64.12 |
59.57 |
4.55 |
7.5% |
1.94 |
3.2% |
28% |
False |
False |
44,127 |
| 10 |
64.12 |
58.63 |
5.49 |
9.0% |
1.72 |
2.8% |
40% |
False |
False |
42,609 |
| 20 |
64.12 |
55.68 |
8.44 |
13.9% |
1.76 |
2.9% |
61% |
False |
False |
42,733 |
| 40 |
64.12 |
48.71 |
15.41 |
25.3% |
1.94 |
3.2% |
79% |
False |
False |
34,908 |
| 60 |
64.12 |
48.71 |
15.41 |
25.3% |
1.89 |
3.1% |
79% |
False |
False |
32,406 |
| 80 |
64.12 |
48.71 |
15.41 |
25.3% |
2.03 |
3.3% |
79% |
False |
False |
28,306 |
| 100 |
64.12 |
48.71 |
15.41 |
25.3% |
2.09 |
3.4% |
79% |
False |
False |
23,702 |
| 120 |
76.90 |
48.71 |
28.19 |
46.3% |
2.05 |
3.4% |
43% |
False |
False |
20,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.29 |
|
2.618 |
63.71 |
|
1.618 |
62.74 |
|
1.000 |
62.14 |
|
0.618 |
61.77 |
|
HIGH |
61.17 |
|
0.618 |
60.80 |
|
0.500 |
60.69 |
|
0.382 |
60.57 |
|
LOW |
60.20 |
|
0.618 |
59.60 |
|
1.000 |
59.23 |
|
1.618 |
58.63 |
|
2.618 |
57.66 |
|
4.250 |
56.08 |
|
|
| Fisher Pivots for day following 11-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
60.78 |
61.27 |
| PP |
60.73 |
61.12 |
| S1 |
60.69 |
60.98 |
|