NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 15-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2015 |
15-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
52.05 |
53.55 |
1.50 |
2.9% |
49.47 |
High |
53.79 |
56.69 |
2.90 |
5.4% |
54.13 |
Low |
51.83 |
53.39 |
1.56 |
3.0% |
49.47 |
Close |
53.29 |
56.39 |
3.10 |
5.8% |
51.64 |
Range |
1.96 |
3.30 |
1.34 |
68.4% |
4.66 |
ATR |
2.35 |
2.43 |
0.07 |
3.2% |
0.00 |
Volume |
431,026 |
508,904 |
77,878 |
18.1% |
2,271,445 |
|
Daily Pivots for day following 15-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.39 |
64.19 |
58.21 |
|
R3 |
62.09 |
60.89 |
57.30 |
|
R2 |
58.79 |
58.79 |
57.00 |
|
R1 |
57.59 |
57.59 |
56.69 |
58.19 |
PP |
55.49 |
55.49 |
55.49 |
55.79 |
S1 |
54.29 |
54.29 |
56.09 |
54.89 |
S2 |
52.19 |
52.19 |
55.79 |
|
S3 |
48.89 |
50.99 |
55.48 |
|
S4 |
45.59 |
47.69 |
54.58 |
|
|
Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.73 |
63.34 |
54.20 |
|
R3 |
61.07 |
58.68 |
52.92 |
|
R2 |
56.41 |
56.41 |
52.49 |
|
R1 |
54.02 |
54.02 |
52.07 |
55.22 |
PP |
51.75 |
51.75 |
51.75 |
52.34 |
S1 |
49.36 |
49.36 |
51.21 |
50.56 |
S2 |
47.09 |
47.09 |
50.79 |
|
S3 |
42.43 |
44.70 |
50.36 |
|
S4 |
37.77 |
40.04 |
49.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
56.69 |
50.08 |
6.61 |
11.7% |
2.06 |
3.7% |
95% |
True |
False |
432,026 |
10 |
56.69 |
47.05 |
9.64 |
17.1% |
2.45 |
4.3% |
97% |
True |
False |
403,801 |
20 |
56.69 |
44.03 |
12.66 |
22.5% |
2.46 |
4.4% |
98% |
True |
False |
390,022 |
40 |
56.69 |
44.03 |
12.66 |
22.5% |
2.27 |
4.0% |
98% |
True |
False |
274,292 |
60 |
56.69 |
44.03 |
12.66 |
22.5% |
2.41 |
4.3% |
98% |
True |
False |
205,383 |
80 |
59.90 |
44.03 |
15.87 |
28.1% |
2.47 |
4.4% |
78% |
False |
False |
160,646 |
100 |
77.67 |
44.03 |
33.64 |
59.7% |
2.48 |
4.4% |
37% |
False |
False |
132,064 |
120 |
81.93 |
44.03 |
37.90 |
67.2% |
2.34 |
4.2% |
33% |
False |
False |
111,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.72 |
2.618 |
65.33 |
1.618 |
62.03 |
1.000 |
59.99 |
0.618 |
58.73 |
HIGH |
56.69 |
0.618 |
55.43 |
0.500 |
55.04 |
0.382 |
54.65 |
LOW |
53.39 |
0.618 |
51.35 |
1.000 |
50.09 |
1.618 |
48.05 |
2.618 |
44.75 |
4.250 |
39.37 |
|
|
Fisher Pivots for day following 15-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
55.94 |
55.62 |
PP |
55.49 |
54.85 |
S1 |
55.04 |
54.08 |
|