NYMEX Light Sweet Crude Oil Future September 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 |
60.71 |
61.05 |
0.34 |
0.6% |
61.69 |
| High |
61.56 |
61.45 |
-0.11 |
-0.2% |
64.45 |
| Low |
59.90 |
60.55 |
0.65 |
1.1% |
59.90 |
| Close |
61.15 |
61.20 |
0.05 |
0.1% |
61.15 |
| Range |
1.66 |
0.90 |
-0.76 |
-45.8% |
4.55 |
| ATR |
1.83 |
1.76 |
-0.07 |
-3.6% |
0.00 |
| Volume |
46,004 |
35,725 |
-10,279 |
-22.3% |
206,475 |
|
| Daily Pivots for day following 11-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.77 |
63.38 |
61.70 |
|
| R3 |
62.87 |
62.48 |
61.45 |
|
| R2 |
61.97 |
61.97 |
61.37 |
|
| R1 |
61.58 |
61.58 |
61.28 |
61.78 |
| PP |
61.07 |
61.07 |
61.07 |
61.16 |
| S1 |
60.68 |
60.68 |
61.12 |
60.88 |
| S2 |
60.17 |
60.17 |
61.04 |
|
| S3 |
59.27 |
59.78 |
60.95 |
|
| S4 |
58.37 |
58.88 |
60.71 |
|
|
| 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% |
1.89 |
3.1% |
29% |
False |
False |
42,345 |
| 10 |
64.45 |
59.31 |
5.14 |
8.4% |
1.65 |
2.7% |
37% |
False |
False |
40,157 |
| 20 |
64.45 |
56.23 |
8.22 |
13.4% |
1.70 |
2.8% |
60% |
False |
False |
42,488 |
| 40 |
64.45 |
49.69 |
14.76 |
24.1% |
1.89 |
3.1% |
78% |
False |
False |
38,232 |
| 60 |
64.45 |
49.69 |
14.76 |
24.1% |
1.83 |
3.0% |
78% |
False |
False |
36,015 |
| 80 |
64.45 |
49.69 |
14.76 |
24.1% |
1.96 |
3.2% |
78% |
False |
False |
33,318 |
| 100 |
64.45 |
49.69 |
14.76 |
24.1% |
2.02 |
3.3% |
78% |
False |
False |
28,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.28 |
|
2.618 |
63.81 |
|
1.618 |
62.91 |
|
1.000 |
62.35 |
|
0.618 |
62.01 |
|
HIGH |
61.45 |
|
0.618 |
61.11 |
|
0.500 |
61.00 |
|
0.382 |
60.89 |
|
LOW |
60.55 |
|
0.618 |
59.99 |
|
1.000 |
59.65 |
|
1.618 |
59.09 |
|
2.618 |
58.19 |
|
4.250 |
56.73 |
|
|
| Fisher Pivots for day following 11-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
61.13 |
61.62 |
| PP |
61.07 |
61.48 |
| S1 |
61.00 |
61.34 |
|