NYMEX Light Sweet Crude Oil Future May 2015
| Trading Metrics calculated at close of trading on 09-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2015 |
09-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
53.18 |
51.00 |
-2.18 |
-4.1% |
48.57 |
| High |
53.23 |
52.07 |
-1.16 |
-2.2% |
50.45 |
| Low |
50.37 |
50.51 |
0.14 |
0.3% |
47.05 |
| Close |
50.42 |
50.79 |
0.37 |
0.7% |
49.14 |
| Range |
2.86 |
1.56 |
-1.30 |
-45.5% |
3.40 |
| ATR |
2.55 |
2.49 |
-0.06 |
-2.5% |
0.00 |
| Volume |
552,627 |
449,531 |
-103,096 |
-18.7% |
1,172,718 |
|
| Daily Pivots for day following 09-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.80 |
54.86 |
51.65 |
|
| R3 |
54.24 |
53.30 |
51.22 |
|
| R2 |
52.68 |
52.68 |
51.08 |
|
| R1 |
51.74 |
51.74 |
50.93 |
51.43 |
| PP |
51.12 |
51.12 |
51.12 |
50.97 |
| S1 |
50.18 |
50.18 |
50.65 |
49.87 |
| S2 |
49.56 |
49.56 |
50.50 |
|
| S3 |
48.00 |
48.62 |
50.36 |
|
| S4 |
46.44 |
47.06 |
49.93 |
|
|
| 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 |
48.11 |
6.02 |
11.9% |
2.46 |
4.8% |
45% |
False |
False |
375,262 |
| 10 |
54.13 |
47.05 |
7.08 |
13.9% |
2.56 |
5.0% |
53% |
False |
False |
394,839 |
| 20 |
54.13 |
44.03 |
10.10 |
19.9% |
2.44 |
4.8% |
67% |
False |
False |
351,445 |
| 40 |
56.08 |
44.03 |
12.05 |
23.7% |
2.31 |
4.6% |
56% |
False |
False |
242,115 |
| 60 |
56.08 |
44.03 |
12.05 |
23.7% |
2.49 |
4.9% |
56% |
False |
False |
179,798 |
| 80 |
60.78 |
44.03 |
16.75 |
33.0% |
2.52 |
5.0% |
40% |
False |
False |
140,490 |
| 100 |
77.67 |
44.03 |
33.64 |
66.2% |
2.48 |
4.9% |
20% |
False |
False |
115,311 |
| 120 |
82.02 |
44.03 |
37.99 |
74.8% |
2.34 |
4.6% |
18% |
False |
False |
97,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.70 |
|
2.618 |
56.15 |
|
1.618 |
54.59 |
|
1.000 |
53.63 |
|
0.618 |
53.03 |
|
HIGH |
52.07 |
|
0.618 |
51.47 |
|
0.500 |
51.29 |
|
0.382 |
51.11 |
|
LOW |
50.51 |
|
0.618 |
49.55 |
|
1.000 |
48.95 |
|
1.618 |
47.99 |
|
2.618 |
46.43 |
|
4.250 |
43.88 |
|
|
| Fisher Pivots for day following 09-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
51.29 |
52.25 |
| PP |
51.12 |
51.76 |
| S1 |
50.96 |
51.28 |
|