NYMEX Light Sweet Crude Oil Future October 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 |
60.95 |
61.35 |
0.40 |
0.7% |
62.09 |
| High |
61.90 |
61.79 |
-0.11 |
-0.2% |
64.74 |
| Low |
60.30 |
60.90 |
0.60 |
1.0% |
60.30 |
| Close |
61.50 |
61.56 |
0.06 |
0.1% |
61.50 |
| Range |
1.60 |
0.89 |
-0.71 |
-44.4% |
4.44 |
| ATR |
1.72 |
1.66 |
-0.06 |
-3.4% |
0.00 |
| Volume |
22,359 |
23,676 |
1,317 |
5.9% |
103,221 |
|
| Daily Pivots for day following 11-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.09 |
63.71 |
62.05 |
|
| R3 |
63.20 |
62.82 |
61.80 |
|
| R2 |
62.31 |
62.31 |
61.72 |
|
| R1 |
61.93 |
61.93 |
61.64 |
62.12 |
| PP |
61.42 |
61.42 |
61.42 |
61.51 |
| S1 |
61.04 |
61.04 |
61.48 |
61.23 |
| S2 |
60.53 |
60.53 |
61.40 |
|
| S3 |
59.64 |
60.15 |
61.32 |
|
| S4 |
58.75 |
59.26 |
61.07 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.50 |
72.94 |
63.94 |
|
| R3 |
71.06 |
68.50 |
62.72 |
|
| R2 |
66.62 |
66.62 |
62.31 |
|
| R1 |
64.06 |
64.06 |
61.91 |
63.12 |
| PP |
62.18 |
62.18 |
62.18 |
61.71 |
| S1 |
59.62 |
59.62 |
61.09 |
58.68 |
| S2 |
57.74 |
57.74 |
60.69 |
|
| S3 |
53.30 |
55.18 |
60.28 |
|
| S4 |
48.86 |
50.74 |
59.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
64.74 |
60.30 |
4.44 |
7.2% |
1.80 |
2.9% |
28% |
False |
False |
21,341 |
| 10 |
64.74 |
59.80 |
4.94 |
8.0% |
1.59 |
2.6% |
36% |
False |
False |
20,390 |
| 20 |
64.74 |
56.89 |
7.85 |
12.8% |
1.60 |
2.6% |
59% |
False |
False |
20,005 |
| 40 |
64.74 |
50.54 |
14.20 |
23.1% |
1.71 |
2.8% |
78% |
False |
False |
16,803 |
| 60 |
64.74 |
50.54 |
14.20 |
23.1% |
1.65 |
2.7% |
78% |
False |
False |
15,147 |
| 80 |
64.74 |
50.54 |
14.20 |
23.1% |
1.78 |
2.9% |
78% |
False |
False |
13,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.57 |
|
2.618 |
64.12 |
|
1.618 |
63.23 |
|
1.000 |
62.68 |
|
0.618 |
62.34 |
|
HIGH |
61.79 |
|
0.618 |
61.45 |
|
0.500 |
61.35 |
|
0.382 |
61.24 |
|
LOW |
60.90 |
|
0.618 |
60.35 |
|
1.000 |
60.01 |
|
1.618 |
59.46 |
|
2.618 |
58.57 |
|
4.250 |
57.12 |
|
|
| Fisher Pivots for day following 11-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
61.49 |
61.92 |
| PP |
61.42 |
61.80 |
| S1 |
61.35 |
61.68 |
|