NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 16-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2015 |
16-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
55.01 |
57.19 |
2.18 |
4.0% |
50.90 |
High |
57.92 |
58.82 |
0.90 |
1.6% |
55.37 |
Low |
54.88 |
56.56 |
1.68 |
3.1% |
50.90 |
Close |
57.69 |
58.11 |
0.42 |
0.7% |
53.51 |
Range |
3.04 |
2.26 |
-0.78 |
-25.7% |
4.47 |
ATR |
2.32 |
2.32 |
0.00 |
-0.2% |
0.00 |
Volume |
333,568 |
269,515 |
-64,053 |
-19.2% |
904,056 |
|
Daily Pivots for day following 16-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.61 |
63.62 |
59.35 |
|
R3 |
62.35 |
61.36 |
58.73 |
|
R2 |
60.09 |
60.09 |
58.52 |
|
R1 |
59.10 |
59.10 |
58.32 |
59.60 |
PP |
57.83 |
57.83 |
57.83 |
58.08 |
S1 |
56.84 |
56.84 |
57.90 |
57.34 |
S2 |
55.57 |
55.57 |
57.70 |
|
S3 |
53.31 |
54.58 |
57.49 |
|
S4 |
51.05 |
52.32 |
56.87 |
|
|
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 |
58.82 |
51.78 |
7.04 |
12.1% |
2.08 |
3.6% |
90% |
True |
False |
236,335 |
10 |
58.82 |
49.65 |
9.17 |
15.8% |
2.22 |
3.8% |
92% |
True |
False |
205,946 |
20 |
58.82 |
46.67 |
12.15 |
20.9% |
2.29 |
3.9% |
94% |
True |
False |
153,566 |
40 |
58.82 |
45.93 |
12.89 |
22.2% |
2.14 |
3.7% |
94% |
True |
False |
130,076 |
60 |
58.82 |
45.93 |
12.89 |
22.2% |
2.33 |
4.0% |
94% |
True |
False |
117,302 |
80 |
59.98 |
45.93 |
14.05 |
24.2% |
2.40 |
4.1% |
87% |
False |
False |
100,674 |
100 |
77.70 |
45.93 |
31.77 |
54.7% |
2.47 |
4.3% |
38% |
False |
False |
89,358 |
120 |
81.92 |
45.93 |
35.99 |
61.9% |
2.35 |
4.0% |
34% |
False |
False |
80,017 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.43 |
2.618 |
64.74 |
1.618 |
62.48 |
1.000 |
61.08 |
0.618 |
60.22 |
HIGH |
58.82 |
0.618 |
57.96 |
0.500 |
57.69 |
0.382 |
57.42 |
LOW |
56.56 |
0.618 |
55.16 |
1.000 |
54.30 |
1.618 |
52.90 |
2.618 |
50.64 |
4.250 |
46.96 |
|
|
Fisher Pivots for day following 16-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
57.97 |
57.49 |
PP |
57.83 |
56.87 |
S1 |
57.69 |
56.25 |
|