NYMEX Light Sweet Crude Oil Future November 2015
| Trading Metrics calculated at close of trading on 01-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2015 |
01-May-2015 |
Change |
Change % |
Previous Week |
| Open |
61.74 |
62.75 |
1.01 |
1.6% |
61.52 |
| High |
62.79 |
62.75 |
-0.04 |
-0.1% |
62.79 |
| Low |
61.59 |
61.79 |
0.20 |
0.3% |
60.40 |
| Close |
62.64 |
62.51 |
-0.13 |
-0.2% |
62.51 |
| Range |
1.20 |
0.96 |
-0.24 |
-20.0% |
2.39 |
| ATR |
1.59 |
1.54 |
-0.04 |
-2.8% |
0.00 |
| Volume |
17,892 |
11,570 |
-6,322 |
-35.3% |
62,708 |
|
| Daily Pivots for day following 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.23 |
64.83 |
63.04 |
|
| R3 |
64.27 |
63.87 |
62.77 |
|
| R2 |
63.31 |
63.31 |
62.69 |
|
| R1 |
62.91 |
62.91 |
62.60 |
62.63 |
| PP |
62.35 |
62.35 |
62.35 |
62.21 |
| S1 |
61.95 |
61.95 |
62.42 |
61.67 |
| S2 |
61.39 |
61.39 |
62.33 |
|
| S3 |
60.43 |
60.99 |
62.25 |
|
| S4 |
59.47 |
60.03 |
61.98 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.07 |
68.18 |
63.82 |
|
| R3 |
66.68 |
65.79 |
63.17 |
|
| R2 |
64.29 |
64.29 |
62.95 |
|
| R1 |
63.40 |
63.40 |
62.73 |
63.85 |
| PP |
61.90 |
61.90 |
61.90 |
62.12 |
| S1 |
61.01 |
61.01 |
62.29 |
61.46 |
| S2 |
59.51 |
59.51 |
62.07 |
|
| S3 |
57.12 |
58.62 |
61.85 |
|
| S4 |
54.73 |
56.23 |
61.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
62.79 |
60.40 |
2.39 |
3.8% |
1.24 |
2.0% |
88% |
False |
False |
12,541 |
| 10 |
62.79 |
59.33 |
3.46 |
5.5% |
1.33 |
2.1% |
92% |
False |
False |
11,429 |
| 20 |
62.79 |
54.97 |
7.82 |
12.5% |
1.48 |
2.4% |
96% |
False |
False |
11,532 |
| 40 |
62.79 |
51.33 |
11.46 |
18.3% |
1.57 |
2.5% |
98% |
False |
False |
9,848 |
| 60 |
62.79 |
51.33 |
11.46 |
18.3% |
1.57 |
2.5% |
98% |
False |
False |
8,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
66.83 |
|
2.618 |
65.26 |
|
1.618 |
64.30 |
|
1.000 |
63.71 |
|
0.618 |
63.34 |
|
HIGH |
62.75 |
|
0.618 |
62.38 |
|
0.500 |
62.27 |
|
0.382 |
62.16 |
|
LOW |
61.79 |
|
0.618 |
61.20 |
|
1.000 |
60.83 |
|
1.618 |
60.24 |
|
2.618 |
59.28 |
|
4.250 |
57.71 |
|
|
| Fisher Pivots for day following 01-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
62.43 |
62.25 |
| PP |
62.35 |
61.99 |
| S1 |
62.27 |
61.73 |
|