NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 07-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2015 |
07-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
49.47 |
51.95 |
2.48 |
5.0% |
48.57 |
High |
52.24 |
54.13 |
1.89 |
3.6% |
50.45 |
Low |
49.47 |
51.17 |
1.70 |
3.4% |
47.05 |
Close |
52.14 |
53.98 |
1.84 |
3.5% |
49.14 |
Range |
2.77 |
2.96 |
0.19 |
6.9% |
3.40 |
ATR |
2.43 |
2.47 |
0.04 |
1.5% |
0.00 |
Volume |
325,282 |
548,870 |
223,588 |
68.7% |
1,172,718 |
|
Daily Pivots for day following 07-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.97 |
60.94 |
55.61 |
|
R3 |
59.01 |
57.98 |
54.79 |
|
R2 |
56.05 |
56.05 |
54.52 |
|
R1 |
55.02 |
55.02 |
54.25 |
55.54 |
PP |
53.09 |
53.09 |
53.09 |
53.35 |
S1 |
52.06 |
52.06 |
53.71 |
52.58 |
S2 |
50.13 |
50.13 |
53.44 |
|
S3 |
47.17 |
49.10 |
53.17 |
|
S4 |
44.21 |
46.14 |
52.35 |
|
|
Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.08 |
57.51 |
51.01 |
|
R3 |
55.68 |
54.11 |
50.08 |
|
R2 |
52.28 |
52.28 |
49.76 |
|
R1 |
50.71 |
50.71 |
49.45 |
51.50 |
PP |
48.88 |
48.88 |
48.88 |
49.27 |
S1 |
47.31 |
47.31 |
48.83 |
48.10 |
S2 |
45.48 |
45.48 |
48.52 |
|
S3 |
42.08 |
43.91 |
48.21 |
|
S4 |
38.68 |
40.51 |
47.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
54.13 |
47.05 |
7.08 |
13.1% |
2.55 |
4.7% |
98% |
True |
False |
338,200 |
10 |
54.13 |
46.67 |
7.46 |
13.8% |
2.56 |
4.7% |
98% |
True |
False |
365,458 |
20 |
54.13 |
44.03 |
10.10 |
18.7% |
2.40 |
4.4% |
99% |
True |
False |
322,700 |
40 |
56.08 |
44.03 |
12.05 |
22.3% |
2.32 |
4.3% |
83% |
False |
False |
222,000 |
60 |
56.08 |
44.03 |
12.05 |
22.3% |
2.49 |
4.6% |
83% |
False |
False |
164,207 |
80 |
64.06 |
44.03 |
20.03 |
37.1% |
2.53 |
4.7% |
50% |
False |
False |
128,497 |
100 |
78.08 |
44.03 |
34.05 |
63.1% |
2.46 |
4.6% |
29% |
False |
False |
105,455 |
120 |
83.21 |
44.03 |
39.18 |
72.6% |
2.35 |
4.4% |
25% |
False |
False |
89,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.71 |
2.618 |
61.88 |
1.618 |
58.92 |
1.000 |
57.09 |
0.618 |
55.96 |
HIGH |
54.13 |
0.618 |
53.00 |
0.500 |
52.65 |
0.382 |
52.30 |
LOW |
51.17 |
0.618 |
49.34 |
1.000 |
48.21 |
1.618 |
46.38 |
2.618 |
43.42 |
4.250 |
38.59 |
|
|
Fisher Pivots for day following 07-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
53.54 |
53.03 |
PP |
53.09 |
52.07 |
S1 |
52.65 |
51.12 |
|