NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 06-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2015 |
06-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
51.18 |
50.90 |
-0.28 |
-0.5% |
50.27 |
High |
51.87 |
53.65 |
1.78 |
3.4% |
52.03 |
Low |
49.65 |
50.90 |
1.25 |
2.5% |
48.79 |
Close |
50.60 |
53.57 |
2.97 |
5.9% |
50.60 |
Range |
2.22 |
2.75 |
0.53 |
23.9% |
3.24 |
ATR |
2.31 |
2.36 |
0.05 |
2.3% |
0.00 |
Volume |
157,870 |
144,350 |
-13,520 |
-8.6% |
444,688 |
|
Daily Pivots for day following 06-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.96 |
60.01 |
55.08 |
|
R3 |
58.21 |
57.26 |
54.33 |
|
R2 |
55.46 |
55.46 |
54.07 |
|
R1 |
54.51 |
54.51 |
53.82 |
54.99 |
PP |
52.71 |
52.71 |
52.71 |
52.94 |
S1 |
51.76 |
51.76 |
53.32 |
52.24 |
S2 |
49.96 |
49.96 |
53.07 |
|
S3 |
47.21 |
49.01 |
52.81 |
|
S4 |
44.46 |
46.26 |
52.06 |
|
|
Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.19 |
58.64 |
52.38 |
|
R3 |
56.95 |
55.40 |
51.49 |
|
R2 |
53.71 |
53.71 |
51.19 |
|
R1 |
52.16 |
52.16 |
50.90 |
52.94 |
PP |
50.47 |
50.47 |
50.47 |
50.86 |
S1 |
48.92 |
48.92 |
50.30 |
49.70 |
S2 |
47.23 |
47.23 |
50.01 |
|
S3 |
43.99 |
45.68 |
49.71 |
|
S4 |
40.75 |
42.44 |
48.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
53.65 |
48.79 |
4.86 |
9.1% |
2.22 |
4.1% |
98% |
True |
False |
117,807 |
10 |
53.96 |
47.19 |
6.77 |
12.6% |
2.41 |
4.5% |
94% |
False |
False |
110,036 |
20 |
53.96 |
45.93 |
8.03 |
15.0% |
2.24 |
4.2% |
95% |
False |
False |
107,691 |
40 |
57.27 |
45.93 |
11.34 |
21.2% |
2.21 |
4.1% |
67% |
False |
False |
108,115 |
60 |
57.27 |
45.93 |
11.34 |
21.2% |
2.41 |
4.5% |
67% |
False |
False |
97,648 |
80 |
65.15 |
45.93 |
19.22 |
35.9% |
2.48 |
4.6% |
40% |
False |
False |
84,154 |
100 |
79.86 |
45.93 |
33.93 |
63.3% |
2.45 |
4.6% |
23% |
False |
False |
74,438 |
120 |
83.72 |
45.93 |
37.79 |
70.5% |
2.37 |
4.4% |
20% |
False |
False |
67,844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.34 |
2.618 |
60.85 |
1.618 |
58.10 |
1.000 |
56.40 |
0.618 |
55.35 |
HIGH |
53.65 |
0.618 |
52.60 |
0.500 |
52.28 |
0.382 |
51.95 |
LOW |
50.90 |
0.618 |
49.20 |
1.000 |
48.15 |
1.618 |
46.45 |
2.618 |
43.70 |
4.250 |
39.21 |
|
|
Fisher Pivots for day following 06-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
53.14 |
52.79 |
PP |
52.71 |
52.00 |
S1 |
52.28 |
51.22 |
|