NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 01-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2015 |
01-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
50.32 |
49.36 |
-0.96 |
-1.9% |
48.19 |
High |
50.45 |
52.03 |
1.58 |
3.1% |
53.96 |
Low |
49.03 |
48.79 |
-0.24 |
-0.5% |
47.19 |
Close |
49.34 |
51.75 |
2.41 |
4.9% |
50.50 |
Range |
1.42 |
3.24 |
1.82 |
128.2% |
6.77 |
ATR |
2.24 |
2.31 |
0.07 |
3.2% |
0.00 |
Volume |
85,710 |
112,302 |
26,592 |
31.0% |
511,328 |
|
Daily Pivots for day following 01-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.58 |
59.40 |
53.53 |
|
R3 |
57.34 |
56.16 |
52.64 |
|
R2 |
54.10 |
54.10 |
52.34 |
|
R1 |
52.92 |
52.92 |
52.05 |
53.51 |
PP |
50.86 |
50.86 |
50.86 |
51.15 |
S1 |
49.68 |
49.68 |
51.45 |
50.27 |
S2 |
47.62 |
47.62 |
51.16 |
|
S3 |
44.38 |
46.44 |
50.86 |
|
S4 |
41.14 |
43.20 |
49.97 |
|
|
Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.86 |
67.45 |
54.22 |
|
R3 |
64.09 |
60.68 |
52.36 |
|
R2 |
57.32 |
57.32 |
51.74 |
|
R1 |
53.91 |
53.91 |
51.12 |
55.62 |
PP |
50.55 |
50.55 |
50.55 |
51.40 |
S1 |
47.14 |
47.14 |
49.88 |
48.85 |
S2 |
43.78 |
43.78 |
49.26 |
|
S3 |
37.01 |
40.37 |
48.64 |
|
S4 |
30.24 |
33.60 |
46.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
53.96 |
48.79 |
5.17 |
10.0% |
2.58 |
5.0% |
57% |
False |
True |
109,697 |
10 |
53.96 |
46.67 |
7.29 |
14.1% |
2.36 |
4.6% |
70% |
False |
False |
101,185 |
20 |
55.21 |
45.93 |
9.28 |
17.9% |
2.17 |
4.2% |
63% |
False |
False |
106,110 |
40 |
57.27 |
45.93 |
11.34 |
21.9% |
2.31 |
4.5% |
51% |
False |
False |
106,448 |
60 |
57.27 |
45.93 |
11.34 |
21.9% |
2.41 |
4.7% |
51% |
False |
False |
94,576 |
80 |
67.62 |
45.93 |
21.69 |
41.9% |
2.47 |
4.8% |
27% |
False |
False |
81,135 |
100 |
79.86 |
45.93 |
33.93 |
65.6% |
2.43 |
4.7% |
17% |
False |
False |
72,153 |
120 |
85.49 |
45.93 |
39.56 |
76.4% |
2.37 |
4.6% |
15% |
False |
False |
65,975 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.80 |
2.618 |
60.51 |
1.618 |
57.27 |
1.000 |
55.27 |
0.618 |
54.03 |
HIGH |
52.03 |
0.618 |
50.79 |
0.500 |
50.41 |
0.382 |
50.03 |
LOW |
48.79 |
0.618 |
46.79 |
1.000 |
45.55 |
1.618 |
43.55 |
2.618 |
40.31 |
4.250 |
35.02 |
|
|
Fisher Pivots for day following 01-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
51.30 |
51.30 |
PP |
50.86 |
50.86 |
S1 |
50.41 |
50.41 |
|