NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 15-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2015 |
15-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
53.81 |
55.01 |
1.20 |
2.2% |
50.90 |
High |
55.35 |
57.92 |
2.57 |
4.6% |
55.37 |
Low |
53.68 |
54.88 |
1.20 |
2.2% |
50.90 |
Close |
54.87 |
57.69 |
2.82 |
5.1% |
53.51 |
Range |
1.67 |
3.04 |
1.37 |
82.0% |
4.47 |
ATR |
2.27 |
2.32 |
0.06 |
2.5% |
0.00 |
Volume |
226,502 |
333,568 |
107,066 |
47.3% |
904,056 |
|
Daily Pivots for day following 15-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.95 |
64.86 |
59.36 |
|
R3 |
62.91 |
61.82 |
58.53 |
|
R2 |
59.87 |
59.87 |
58.25 |
|
R1 |
58.78 |
58.78 |
57.97 |
59.33 |
PP |
56.83 |
56.83 |
56.83 |
57.10 |
S1 |
55.74 |
55.74 |
57.41 |
56.29 |
S2 |
53.79 |
53.79 |
57.13 |
|
S3 |
50.75 |
52.70 |
56.85 |
|
S4 |
47.71 |
49.66 |
56.02 |
|
|
Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.67 |
64.56 |
55.97 |
|
R3 |
62.20 |
60.09 |
54.74 |
|
R2 |
57.73 |
57.73 |
54.33 |
|
R1 |
55.62 |
55.62 |
53.92 |
56.68 |
PP |
53.26 |
53.26 |
53.26 |
53.79 |
S1 |
51.15 |
51.15 |
53.10 |
52.21 |
S2 |
48.79 |
48.79 |
52.69 |
|
S3 |
44.32 |
46.68 |
52.28 |
|
S4 |
39.85 |
42.21 |
51.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
57.92 |
51.78 |
6.14 |
10.6% |
1.91 |
3.3% |
96% |
True |
False |
224,089 |
10 |
57.92 |
48.79 |
9.13 |
15.8% |
2.32 |
4.0% |
97% |
True |
False |
190,225 |
20 |
57.92 |
45.93 |
11.99 |
20.8% |
2.36 |
4.1% |
98% |
True |
False |
146,246 |
40 |
57.92 |
45.93 |
11.99 |
20.8% |
2.16 |
3.7% |
98% |
True |
False |
126,567 |
60 |
57.92 |
45.93 |
11.99 |
20.8% |
2.33 |
4.0% |
98% |
True |
False |
113,765 |
80 |
60.23 |
45.93 |
14.30 |
24.8% |
2.43 |
4.2% |
82% |
False |
False |
98,084 |
100 |
77.70 |
45.93 |
31.77 |
55.1% |
2.46 |
4.3% |
37% |
False |
False |
86,951 |
120 |
81.92 |
45.93 |
35.99 |
62.4% |
2.35 |
4.1% |
33% |
False |
False |
78,004 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.84 |
2.618 |
65.88 |
1.618 |
62.84 |
1.000 |
60.96 |
0.618 |
59.80 |
HIGH |
57.92 |
0.618 |
56.76 |
0.500 |
56.40 |
0.382 |
56.04 |
LOW |
54.88 |
0.618 |
53.00 |
1.000 |
51.84 |
1.618 |
49.96 |
2.618 |
46.92 |
4.250 |
41.96 |
|
|
Fisher Pivots for day following 15-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
57.26 |
57.00 |
PP |
56.83 |
56.31 |
S1 |
56.40 |
55.62 |
|