NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 20-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2015 |
20-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
56.56 |
56.16 |
-0.40 |
-0.7% |
51.81 |
High |
56.88 |
57.17 |
0.29 |
0.5% |
57.42 |
Low |
55.31 |
54.85 |
-0.46 |
-0.8% |
51.47 |
Close |
55.74 |
56.38 |
0.64 |
1.1% |
55.74 |
Range |
1.57 |
2.32 |
0.75 |
47.8% |
5.95 |
ATR |
2.36 |
2.36 |
0.00 |
-0.1% |
0.00 |
Volume |
230,623 |
112,382 |
-118,241 |
-51.3% |
1,959,221 |
|
Daily Pivots for day following 20-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.09 |
62.06 |
57.66 |
|
R3 |
60.77 |
59.74 |
57.02 |
|
R2 |
58.45 |
58.45 |
56.81 |
|
R1 |
57.42 |
57.42 |
56.59 |
57.94 |
PP |
56.13 |
56.13 |
56.13 |
56.39 |
S1 |
55.10 |
55.10 |
56.17 |
55.62 |
S2 |
53.81 |
53.81 |
55.95 |
|
S3 |
51.49 |
52.78 |
55.74 |
|
S4 |
49.17 |
50.46 |
55.10 |
|
|
Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.73 |
70.18 |
59.01 |
|
R3 |
66.78 |
64.23 |
57.38 |
|
R2 |
60.83 |
60.83 |
56.83 |
|
R1 |
58.28 |
58.28 |
56.29 |
59.56 |
PP |
54.88 |
54.88 |
54.88 |
55.51 |
S1 |
52.33 |
52.33 |
55.19 |
53.61 |
S2 |
48.93 |
48.93 |
54.65 |
|
S3 |
42.98 |
46.38 |
54.10 |
|
S4 |
37.03 |
40.43 |
52.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
57.42 |
51.83 |
5.59 |
9.9% |
2.30 |
4.1% |
81% |
False |
False |
339,213 |
10 |
57.42 |
50.08 |
7.34 |
13.0% |
2.24 |
4.0% |
86% |
False |
False |
401,776 |
20 |
57.42 |
45.33 |
12.09 |
21.4% |
2.36 |
4.2% |
91% |
False |
False |
370,795 |
40 |
57.42 |
44.03 |
13.39 |
23.7% |
2.23 |
4.0% |
92% |
False |
False |
285,748 |
60 |
57.42 |
44.03 |
13.39 |
23.7% |
2.40 |
4.2% |
92% |
False |
False |
216,065 |
80 |
58.66 |
44.03 |
14.63 |
25.9% |
2.41 |
4.3% |
84% |
False |
False |
169,181 |
100 |
77.15 |
44.03 |
33.12 |
58.7% |
2.50 |
4.4% |
37% |
False |
False |
139,216 |
120 |
81.93 |
44.03 |
37.90 |
67.2% |
2.35 |
4.2% |
33% |
False |
False |
117,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.03 |
2.618 |
63.24 |
1.618 |
60.92 |
1.000 |
59.49 |
0.618 |
58.60 |
HIGH |
57.17 |
0.618 |
56.28 |
0.500 |
56.01 |
0.382 |
55.74 |
LOW |
54.85 |
0.618 |
53.42 |
1.000 |
52.53 |
1.618 |
51.10 |
2.618 |
48.78 |
4.250 |
44.99 |
|
|
Fisher Pivots for day following 20-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
56.26 |
56.30 |
PP |
56.13 |
56.22 |
S1 |
56.01 |
56.14 |
|