NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 16-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2015 |
16-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
53.55 |
55.92 |
2.37 |
4.4% |
49.47 |
High |
56.69 |
57.42 |
0.73 |
1.3% |
54.13 |
Low |
53.39 |
55.07 |
1.68 |
3.1% |
49.47 |
Close |
56.39 |
56.71 |
0.32 |
0.6% |
51.64 |
Range |
3.30 |
2.35 |
-0.95 |
-28.8% |
4.66 |
ATR |
2.43 |
2.42 |
-0.01 |
-0.2% |
0.00 |
Volume |
508,904 |
413,134 |
-95,770 |
-18.8% |
2,271,445 |
|
Daily Pivots for day following 16-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.45 |
62.43 |
58.00 |
|
R3 |
61.10 |
60.08 |
57.36 |
|
R2 |
58.75 |
58.75 |
57.14 |
|
R1 |
57.73 |
57.73 |
56.93 |
58.24 |
PP |
56.40 |
56.40 |
56.40 |
56.66 |
S1 |
55.38 |
55.38 |
56.49 |
55.89 |
S2 |
54.05 |
54.05 |
56.28 |
|
S3 |
51.70 |
53.03 |
56.06 |
|
S4 |
49.35 |
50.68 |
55.42 |
|
|
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 |
57.42 |
50.08 |
7.34 |
12.9% |
2.22 |
3.9% |
90% |
True |
False |
424,746 |
10 |
57.42 |
48.11 |
9.31 |
16.4% |
2.34 |
4.1% |
92% |
True |
False |
400,004 |
20 |
57.42 |
44.77 |
12.65 |
22.3% |
2.40 |
4.2% |
94% |
True |
False |
391,403 |
40 |
57.42 |
44.03 |
13.39 |
23.6% |
2.24 |
4.0% |
95% |
True |
False |
281,939 |
60 |
57.42 |
44.03 |
13.39 |
23.6% |
2.41 |
4.2% |
95% |
True |
False |
211,696 |
80 |
59.61 |
44.03 |
15.58 |
27.5% |
2.45 |
4.3% |
81% |
False |
False |
165,485 |
100 |
77.67 |
44.03 |
33.64 |
59.3% |
2.49 |
4.4% |
38% |
False |
False |
136,134 |
120 |
81.93 |
44.03 |
37.90 |
66.8% |
2.35 |
4.1% |
33% |
False |
False |
114,843 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.41 |
2.618 |
63.57 |
1.618 |
61.22 |
1.000 |
59.77 |
0.618 |
58.87 |
HIGH |
57.42 |
0.618 |
56.52 |
0.500 |
56.25 |
0.382 |
55.97 |
LOW |
55.07 |
0.618 |
53.62 |
1.000 |
52.72 |
1.618 |
51.27 |
2.618 |
48.92 |
4.250 |
45.08 |
|
|
Fisher Pivots for day following 16-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
56.56 |
56.02 |
PP |
56.40 |
55.32 |
S1 |
56.25 |
54.63 |
|