NYMEX Light Sweet Crude Oil Future September 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 |
62.31 |
60.71 |
-1.60 |
-2.6% |
61.69 |
| High |
63.33 |
61.56 |
-1.77 |
-2.8% |
64.45 |
| Low |
60.50 |
59.90 |
-0.60 |
-1.0% |
59.90 |
| Close |
60.76 |
61.15 |
0.39 |
0.6% |
61.15 |
| Range |
2.83 |
1.66 |
-1.17 |
-41.3% |
4.55 |
| ATR |
1.84 |
1.83 |
-0.01 |
-0.7% |
0.00 |
| Volume |
58,721 |
46,004 |
-12,717 |
-21.7% |
206,475 |
|
| Daily Pivots for day following 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.85 |
65.16 |
62.06 |
|
| R3 |
64.19 |
63.50 |
61.61 |
|
| R2 |
62.53 |
62.53 |
61.45 |
|
| R1 |
61.84 |
61.84 |
61.30 |
62.19 |
| PP |
60.87 |
60.87 |
60.87 |
61.04 |
| S1 |
60.18 |
60.18 |
61.00 |
60.53 |
| S2 |
59.21 |
59.21 |
60.85 |
|
| S3 |
57.55 |
58.52 |
60.69 |
|
| S4 |
55.89 |
56.86 |
60.24 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.48 |
72.87 |
63.65 |
|
| R3 |
70.93 |
68.32 |
62.40 |
|
| R2 |
66.38 |
66.38 |
61.98 |
|
| R1 |
63.77 |
63.77 |
61.57 |
62.80 |
| PP |
61.83 |
61.83 |
61.83 |
61.35 |
| S1 |
59.22 |
59.22 |
60.73 |
58.25 |
| S2 |
57.28 |
57.28 |
60.32 |
|
| S3 |
52.73 |
54.67 |
59.90 |
|
| S4 |
48.18 |
50.12 |
58.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
64.45 |
59.90 |
4.55 |
7.4% |
1.92 |
3.1% |
27% |
False |
True |
41,295 |
| 10 |
64.45 |
59.31 |
5.14 |
8.4% |
1.68 |
2.7% |
36% |
False |
False |
42,505 |
| 20 |
64.45 |
55.80 |
8.65 |
14.1% |
1.72 |
2.8% |
62% |
False |
False |
42,889 |
| 40 |
64.45 |
49.69 |
14.76 |
24.1% |
1.93 |
3.2% |
78% |
False |
False |
38,010 |
| 60 |
64.45 |
49.69 |
14.76 |
24.1% |
1.85 |
3.0% |
78% |
False |
False |
35,873 |
| 80 |
64.45 |
49.69 |
14.76 |
24.1% |
1.99 |
3.3% |
78% |
False |
False |
33,161 |
| 100 |
64.45 |
49.69 |
14.76 |
24.1% |
2.04 |
3.3% |
78% |
False |
False |
28,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
68.62 |
|
2.618 |
65.91 |
|
1.618 |
64.25 |
|
1.000 |
63.22 |
|
0.618 |
62.59 |
|
HIGH |
61.56 |
|
0.618 |
60.93 |
|
0.500 |
60.73 |
|
0.382 |
60.53 |
|
LOW |
59.90 |
|
0.618 |
58.87 |
|
1.000 |
58.24 |
|
1.618 |
57.21 |
|
2.618 |
55.55 |
|
4.250 |
52.85 |
|
|
| Fisher Pivots for day following 08-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
61.01 |
62.18 |
| PP |
60.87 |
61.83 |
| S1 |
60.73 |
61.49 |
|