NYMEX Light Sweet Crude Oil Future September 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 |
62.89 |
62.31 |
-0.58 |
-0.9% |
60.45 |
| High |
64.45 |
63.33 |
-1.12 |
-1.7% |
61.93 |
| Low |
62.50 |
60.50 |
-2.00 |
-3.2% |
59.31 |
| Close |
62.93 |
60.76 |
-2.17 |
-3.4% |
61.58 |
| Range |
1.95 |
2.83 |
0.88 |
45.1% |
2.62 |
| ATR |
1.76 |
1.84 |
0.08 |
4.3% |
0.00 |
| Volume |
48,033 |
58,721 |
10,688 |
22.3% |
218,582 |
|
| Daily Pivots for day following 07-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.02 |
68.22 |
62.32 |
|
| R3 |
67.19 |
65.39 |
61.54 |
|
| R2 |
64.36 |
64.36 |
61.28 |
|
| R1 |
62.56 |
62.56 |
61.02 |
62.05 |
| PP |
61.53 |
61.53 |
61.53 |
61.27 |
| S1 |
59.73 |
59.73 |
60.50 |
59.22 |
| S2 |
58.70 |
58.70 |
60.24 |
|
| S3 |
55.87 |
56.90 |
59.98 |
|
| S4 |
53.04 |
54.07 |
59.20 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.80 |
67.81 |
63.02 |
|
| R3 |
66.18 |
65.19 |
62.30 |
|
| R2 |
63.56 |
63.56 |
62.06 |
|
| R1 |
62.57 |
62.57 |
61.82 |
63.07 |
| PP |
60.94 |
60.94 |
60.94 |
61.19 |
| S1 |
59.95 |
59.95 |
61.34 |
60.45 |
| S2 |
58.32 |
58.32 |
61.10 |
|
| S3 |
55.70 |
57.33 |
60.86 |
|
| S4 |
53.08 |
54.71 |
60.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
64.45 |
60.50 |
3.95 |
6.5% |
1.81 |
3.0% |
7% |
False |
True |
40,755 |
| 10 |
64.45 |
59.31 |
5.14 |
8.5% |
1.61 |
2.6% |
28% |
False |
False |
44,310 |
| 20 |
64.45 |
54.39 |
10.06 |
16.6% |
1.72 |
2.8% |
63% |
False |
False |
42,628 |
| 40 |
64.45 |
49.69 |
14.76 |
24.3% |
1.93 |
3.2% |
75% |
False |
False |
37,580 |
| 60 |
64.45 |
49.69 |
14.76 |
24.3% |
1.86 |
3.1% |
75% |
False |
False |
35,494 |
| 80 |
64.45 |
49.69 |
14.76 |
24.3% |
1.99 |
3.3% |
75% |
False |
False |
32,771 |
| 100 |
64.45 |
49.69 |
14.76 |
24.3% |
2.04 |
3.4% |
75% |
False |
False |
28,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.36 |
|
2.618 |
70.74 |
|
1.618 |
67.91 |
|
1.000 |
66.16 |
|
0.618 |
65.08 |
|
HIGH |
63.33 |
|
0.618 |
62.25 |
|
0.500 |
61.92 |
|
0.382 |
61.58 |
|
LOW |
60.50 |
|
0.618 |
58.75 |
|
1.000 |
57.67 |
|
1.618 |
55.92 |
|
2.618 |
53.09 |
|
4.250 |
48.47 |
|
|
| Fisher Pivots for day following 07-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
61.92 |
62.48 |
| PP |
61.53 |
61.90 |
| S1 |
61.15 |
61.33 |
|