NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 21-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2015 |
21-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
56.16 |
56.41 |
0.25 |
0.4% |
51.81 |
High |
57.17 |
56.91 |
-0.26 |
-0.5% |
57.42 |
Low |
54.85 |
55.01 |
0.16 |
0.3% |
51.47 |
Close |
56.38 |
55.26 |
-1.12 |
-2.0% |
55.74 |
Range |
2.32 |
1.90 |
-0.42 |
-18.1% |
5.95 |
ATR |
2.36 |
2.33 |
-0.03 |
-1.4% |
0.00 |
Volume |
112,382 |
26,750 |
-85,632 |
-76.2% |
1,959,221 |
|
Daily Pivots for day following 21-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.43 |
60.24 |
56.31 |
|
R3 |
59.53 |
58.34 |
55.78 |
|
R2 |
57.63 |
57.63 |
55.61 |
|
R1 |
56.44 |
56.44 |
55.43 |
56.09 |
PP |
55.73 |
55.73 |
55.73 |
55.55 |
S1 |
54.54 |
54.54 |
55.09 |
54.19 |
S2 |
53.83 |
53.83 |
54.91 |
|
S3 |
51.93 |
52.64 |
54.74 |
|
S4 |
50.03 |
50.74 |
54.22 |
|
|
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 |
53.39 |
4.03 |
7.3% |
2.29 |
4.1% |
46% |
False |
False |
258,358 |
10 |
57.42 |
50.08 |
7.34 |
13.3% |
2.13 |
3.9% |
71% |
False |
False |
349,564 |
20 |
57.42 |
46.67 |
10.75 |
19.5% |
2.34 |
4.2% |
80% |
False |
False |
357,511 |
40 |
57.42 |
44.03 |
13.39 |
24.2% |
2.22 |
4.0% |
84% |
False |
False |
284,252 |
60 |
57.42 |
44.03 |
13.39 |
24.2% |
2.39 |
4.3% |
84% |
False |
False |
215,687 |
80 |
58.30 |
44.03 |
14.27 |
25.8% |
2.40 |
4.3% |
79% |
False |
False |
169,283 |
100 |
76.74 |
44.03 |
32.71 |
59.2% |
2.51 |
4.5% |
34% |
False |
False |
139,324 |
120 |
81.93 |
44.03 |
37.90 |
68.6% |
2.36 |
4.3% |
30% |
False |
False |
117,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.99 |
2.618 |
61.88 |
1.618 |
59.98 |
1.000 |
58.81 |
0.618 |
58.08 |
HIGH |
56.91 |
0.618 |
56.18 |
0.500 |
55.96 |
0.382 |
55.74 |
LOW |
55.01 |
0.618 |
53.84 |
1.000 |
53.11 |
1.618 |
51.94 |
2.618 |
50.04 |
4.250 |
46.94 |
|
|
Fisher Pivots for day following 21-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
55.96 |
56.01 |
PP |
55.73 |
55.76 |
S1 |
55.49 |
55.51 |
|