NYMEX Light Sweet Crude Oil Future November 2015
| Trading Metrics calculated at close of trading on 04-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2015 |
04-May-2015 |
Change |
Change % |
Previous Week |
| Open |
62.75 |
62.29 |
-0.46 |
-0.7% |
61.52 |
| High |
62.75 |
62.86 |
0.11 |
0.2% |
62.79 |
| Low |
61.79 |
61.86 |
0.07 |
0.1% |
60.40 |
| Close |
62.51 |
62.33 |
-0.18 |
-0.3% |
62.51 |
| Range |
0.96 |
1.00 |
0.04 |
4.2% |
2.39 |
| ATR |
1.54 |
1.51 |
-0.04 |
-2.5% |
0.00 |
| Volume |
11,570 |
13,969 |
2,399 |
20.7% |
62,708 |
|
| Daily Pivots for day following 04-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.35 |
64.84 |
62.88 |
|
| R3 |
64.35 |
63.84 |
62.61 |
|
| R2 |
63.35 |
63.35 |
62.51 |
|
| R1 |
62.84 |
62.84 |
62.42 |
63.10 |
| PP |
62.35 |
62.35 |
62.35 |
62.48 |
| S1 |
61.84 |
61.84 |
62.24 |
62.10 |
| S2 |
61.35 |
61.35 |
62.15 |
|
| S3 |
60.35 |
60.84 |
62.06 |
|
| S4 |
59.35 |
59.84 |
61.78 |
|
|
| 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 |
62.86 |
60.40 |
2.46 |
3.9% |
1.25 |
2.0% |
78% |
True |
False |
12,478 |
| 10 |
62.86 |
59.33 |
3.53 |
5.7% |
1.27 |
2.0% |
85% |
True |
False |
12,009 |
| 20 |
62.86 |
55.25 |
7.61 |
12.2% |
1.41 |
2.3% |
93% |
True |
False |
11,834 |
| 40 |
62.86 |
51.33 |
11.53 |
18.5% |
1.56 |
2.5% |
95% |
True |
False |
10,022 |
| 60 |
62.86 |
51.33 |
11.53 |
18.5% |
1.53 |
2.5% |
95% |
True |
False |
8,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
67.11 |
|
2.618 |
65.48 |
|
1.618 |
64.48 |
|
1.000 |
63.86 |
|
0.618 |
63.48 |
|
HIGH |
62.86 |
|
0.618 |
62.48 |
|
0.500 |
62.36 |
|
0.382 |
62.24 |
|
LOW |
61.86 |
|
0.618 |
61.24 |
|
1.000 |
60.86 |
|
1.618 |
60.24 |
|
2.618 |
59.24 |
|
4.250 |
57.61 |
|
|
| Fisher Pivots for day following 04-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
62.36 |
62.30 |
| PP |
62.35 |
62.26 |
| S1 |
62.34 |
62.23 |
|