NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 21-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2015 |
21-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
57.75 |
57.94 |
0.19 |
0.3% |
53.56 |
High |
58.63 |
58.05 |
-0.58 |
-1.0% |
58.82 |
Low |
56.40 |
56.11 |
-0.29 |
-0.5% |
53.31 |
Close |
57.88 |
56.61 |
-1.27 |
-2.2% |
57.32 |
Range |
2.23 |
1.94 |
-0.29 |
-13.0% |
5.51 |
ATR |
2.26 |
2.23 |
-0.02 |
-1.0% |
0.00 |
Volume |
384,481 |
354,244 |
-30,237 |
-7.9% |
1,256,622 |
|
Daily Pivots for day following 21-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.74 |
61.62 |
57.68 |
|
R3 |
60.80 |
59.68 |
57.14 |
|
R2 |
58.86 |
58.86 |
56.97 |
|
R1 |
57.74 |
57.74 |
56.79 |
57.33 |
PP |
56.92 |
56.92 |
56.92 |
56.72 |
S1 |
55.80 |
55.80 |
56.43 |
55.39 |
S2 |
54.98 |
54.98 |
56.25 |
|
S3 |
53.04 |
53.86 |
56.08 |
|
S4 |
51.10 |
51.92 |
55.54 |
|
|
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 |
54.88 |
3.94 |
7.0% |
2.19 |
3.9% |
44% |
False |
False |
320,177 |
10 |
58.82 |
51.78 |
7.04 |
12.4% |
2.02 |
3.6% |
69% |
False |
False |
264,738 |
20 |
58.82 |
48.41 |
10.41 |
18.4% |
2.24 |
4.0% |
79% |
False |
False |
187,853 |
40 |
58.82 |
45.93 |
12.89 |
22.8% |
2.12 |
3.7% |
83% |
False |
False |
148,286 |
60 |
58.82 |
45.93 |
12.89 |
22.8% |
2.31 |
4.1% |
83% |
False |
False |
130,114 |
80 |
58.82 |
45.93 |
12.89 |
22.8% |
2.35 |
4.2% |
83% |
False |
False |
111,391 |
100 |
76.75 |
45.93 |
30.82 |
54.4% |
2.47 |
4.4% |
35% |
False |
False |
98,188 |
120 |
81.92 |
45.93 |
35.99 |
63.6% |
2.35 |
4.2% |
30% |
False |
False |
87,415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.30 |
2.618 |
63.13 |
1.618 |
61.19 |
1.000 |
59.99 |
0.618 |
59.25 |
HIGH |
58.05 |
0.618 |
57.31 |
0.500 |
57.08 |
0.382 |
56.85 |
LOW |
56.11 |
0.618 |
54.91 |
1.000 |
54.17 |
1.618 |
52.97 |
2.618 |
51.03 |
4.250 |
47.87 |
|
|
Fisher Pivots for day following 21-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
57.08 |
57.37 |
PP |
56.92 |
57.12 |
S1 |
56.77 |
56.86 |
|