NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 20-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2015 |
20-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
57.97 |
57.75 |
-0.22 |
-0.4% |
53.56 |
High |
58.34 |
58.63 |
0.29 |
0.5% |
58.82 |
Low |
56.85 |
56.40 |
-0.45 |
-0.8% |
53.31 |
Close |
57.32 |
57.88 |
0.56 |
1.0% |
57.32 |
Range |
1.49 |
2.23 |
0.74 |
49.7% |
5.51 |
ATR |
2.26 |
2.26 |
0.00 |
-0.1% |
0.00 |
Volume |
259,079 |
384,481 |
125,402 |
48.4% |
1,256,622 |
|
Daily Pivots for day following 20-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.33 |
63.33 |
59.11 |
|
R3 |
62.10 |
61.10 |
58.49 |
|
R2 |
59.87 |
59.87 |
58.29 |
|
R1 |
58.87 |
58.87 |
58.08 |
59.37 |
PP |
57.64 |
57.64 |
57.64 |
57.89 |
S1 |
56.64 |
56.64 |
57.68 |
57.14 |
S2 |
55.41 |
55.41 |
57.47 |
|
S3 |
53.18 |
54.41 |
57.27 |
|
S4 |
50.95 |
52.18 |
56.65 |
|
|
Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.01 |
70.68 |
60.35 |
|
R3 |
67.50 |
65.17 |
58.84 |
|
R2 |
61.99 |
61.99 |
58.33 |
|
R1 |
59.66 |
59.66 |
57.83 |
60.83 |
PP |
56.48 |
56.48 |
56.48 |
57.07 |
S1 |
54.15 |
54.15 |
56.81 |
55.32 |
S2 |
50.97 |
50.97 |
56.31 |
|
S3 |
45.46 |
48.64 |
55.80 |
|
S4 |
39.95 |
43.13 |
54.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
58.82 |
53.68 |
5.14 |
8.9% |
2.14 |
3.7% |
82% |
False |
False |
294,629 |
10 |
58.82 |
51.78 |
7.04 |
12.2% |
2.10 |
3.6% |
87% |
False |
False |
240,080 |
20 |
58.82 |
47.19 |
11.63 |
20.1% |
2.25 |
3.9% |
92% |
False |
False |
175,058 |
40 |
58.82 |
45.93 |
12.89 |
22.3% |
2.13 |
3.7% |
93% |
False |
False |
141,323 |
60 |
58.82 |
45.93 |
12.89 |
22.3% |
2.31 |
4.0% |
93% |
False |
False |
125,663 |
80 |
59.10 |
45.93 |
13.17 |
22.8% |
2.36 |
4.1% |
91% |
False |
False |
107,470 |
100 |
77.28 |
45.93 |
31.35 |
54.2% |
2.47 |
4.3% |
38% |
False |
False |
94,929 |
120 |
81.92 |
45.93 |
35.99 |
62.2% |
2.35 |
4.1% |
33% |
False |
False |
84,733 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.11 |
2.618 |
64.47 |
1.618 |
62.24 |
1.000 |
60.86 |
0.618 |
60.01 |
HIGH |
58.63 |
0.618 |
57.78 |
0.500 |
57.52 |
0.382 |
57.25 |
LOW |
56.40 |
0.618 |
55.02 |
1.000 |
54.17 |
1.618 |
52.79 |
2.618 |
50.56 |
4.250 |
46.92 |
|
|
Fisher Pivots for day following 20-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
57.76 |
57.79 |
PP |
57.64 |
57.70 |
S1 |
57.52 |
57.61 |
|