NYMEX Light Sweet Crude Oil Future November 2015
| Trading Metrics calculated at close of trading on 06-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2015 |
06-May-2015 |
Change |
Change % |
Previous Week |
| Open |
62.20 |
63.49 |
1.29 |
2.1% |
61.52 |
| High |
63.97 |
65.03 |
1.06 |
1.7% |
62.79 |
| Low |
62.06 |
63.20 |
1.14 |
1.8% |
60.40 |
| Close |
63.36 |
63.66 |
0.30 |
0.5% |
62.51 |
| Range |
1.91 |
1.83 |
-0.08 |
-4.2% |
2.39 |
| ATR |
1.53 |
1.56 |
0.02 |
1.4% |
0.00 |
| Volume |
9,796 |
15,329 |
5,533 |
56.5% |
62,708 |
|
| Daily Pivots for day following 06-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.45 |
68.39 |
64.67 |
|
| R3 |
67.62 |
66.56 |
64.16 |
|
| R2 |
65.79 |
65.79 |
64.00 |
|
| R1 |
64.73 |
64.73 |
63.83 |
65.26 |
| PP |
63.96 |
63.96 |
63.96 |
64.23 |
| S1 |
62.90 |
62.90 |
63.49 |
63.43 |
| S2 |
62.13 |
62.13 |
63.32 |
|
| S3 |
60.30 |
61.07 |
63.16 |
|
| S4 |
58.47 |
59.24 |
62.65 |
|
|
| 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 |
65.03 |
61.59 |
3.44 |
5.4% |
1.38 |
2.2% |
60% |
True |
False |
13,711 |
| 10 |
65.03 |
59.85 |
5.18 |
8.1% |
1.39 |
2.2% |
74% |
True |
False |
12,758 |
| 20 |
65.03 |
55.46 |
9.57 |
15.0% |
1.41 |
2.2% |
86% |
True |
False |
11,906 |
| 40 |
65.03 |
51.33 |
13.70 |
21.5% |
1.60 |
2.5% |
90% |
True |
False |
10,249 |
| 60 |
65.03 |
51.33 |
13.70 |
21.5% |
1.54 |
2.4% |
90% |
True |
False |
9,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
72.81 |
|
2.618 |
69.82 |
|
1.618 |
67.99 |
|
1.000 |
66.86 |
|
0.618 |
66.16 |
|
HIGH |
65.03 |
|
0.618 |
64.33 |
|
0.500 |
64.12 |
|
0.382 |
63.90 |
|
LOW |
63.20 |
|
0.618 |
62.07 |
|
1.000 |
61.37 |
|
1.618 |
60.24 |
|
2.618 |
58.41 |
|
4.250 |
55.42 |
|
|
| Fisher Pivots for day following 06-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
64.12 |
63.59 |
| PP |
63.96 |
63.52 |
| S1 |
63.81 |
63.45 |
|